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The Stochastic Recurrence Structure of Geophysical Phenomena

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Cyclostationarity: Theory and Methods - II (CSTA 2014)

Part of the book series: Applied Condition Monitoring ((ACM,volume 3))

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Abstract

The results of using methods of theory and statistics of periodically correlated random processes (PCRP) for probability structure of annual and daily variations of geophysical phenomena investigation are presented. Properties of estimators for mean function, covariance function, spectral density and their Fourier coefficients, calculated for series of natural phenomena on the basis of observation data, are described. The approach to building the annual and daily rhythmic parametric model, based on PCRP harmonic representation, is proposed. The problem of estimation accuracy of the obtained processing results is considered.

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Correspondence to I. Matsko .

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Javors’kyj, I., Yuzefovych, R., Matsko, I., Kravets, I. (2015). The Stochastic Recurrence Structure of Geophysical Phenomena. In: Chaari, F., Leskow, J., Napolitano, A., Zimroz, R., Wylomanska, A., Dudek, A. (eds) Cyclostationarity: Theory and Methods - II. CSTA 2014. Applied Condition Monitoring, vol 3. Springer, Cham. https://doi.org/10.1007/978-3-319-16330-7_4

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  • DOI: https://doi.org/10.1007/978-3-319-16330-7_4

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  • Publisher Name: Springer, Cham

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