Skip to main content

Excitation of Geophysical Systems with Fractal Flicker Noise

  • Chapter
Time Series and Econometric Modelling

Abstract

Geophysicists often model their measurements, derived from natural processes, as the linear superposition of a simple rational system function and a purely random excitation process. For many geophysical processes, the assumption of linearity for its deterministic component is sufficient but the assumption of a purely random excitation often and easily leads to a misidentification of the system function. Many geophysical systems are excited by stochastic processes which appear to be stationary even on geological time scales but which possess a preponderance of long period components. Selfsimilar, fractal stochastic processes form a class of possible geophysical excitations having “power spectrum” of the form 1/ |f |k. Of this class, flicker-noise processes, for which k = 1 exist, on the boundary between the stationary and evolutionary subsets. No fractal stationary random excitation can provide for greater weighting of long period components.

The Chandler wobble of the earth’s rotation axis can be essentially described as a single-pole linear system. The multitude of natural forces which contribute to its excitation combine as a stochastic process which is heavily weighted in long periods. Because of its basic importance in astronomy, navigation, time-keeping, etc., the wobble has been carefully measured since the turn of this century. Recent advances in geodetic and astronometric technology has provided a reliable, homogeneous data set which can be directly decomposed into a linear, deterministic wobble function and stochastic excitation. The use of the flicker-noise excitation model allows for the direct identification of the theoretically-simple, single-pole resonance. A subset of the pole position record, obtained from the Bureau International de l’Heure in Paris is analysed in terms of a modified autoregressive data model comprising an all-pole system function excited by a minimum-power, flicker-noise process.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Akaike, H. (1969), “Fitting autoregression for prediction”. Annals of the Institute of Statistical Mathematics 21, 243–247.

    Article  MathSciNet  MATH  Google Scholar 

  • Akaike, H. (1974), “A new look at the statistical model identification”. IEEE Transactions on Automatic Control AC-19, 716–723.

    Article  MathSciNet  Google Scholar 

  • Akaike, H. (1985), “Some reflections on the modelling of time series”. Presented at the Symposia on Statistics and a Festschrift in Honor of Professor V. M. Joshi’s 70th Birthday, London, Ontario, May, 1985.

    Google Scholar 

  • Anderson, O. D. (1976), Time Series Analysis and Forecasting, The Box-Jenkins Approach. London: Butterworths.

    Google Scholar 

  • Barrodale, L, and R. E. Erickson (1980), “Algorithms for least-squares linear prediction and maximum entropy spectral analysis—Part 1: Theory”. Geophysics 45, 420–432.

    Article  Google Scholar 

  • Box, G. E. P., and G. M. Jenkins (1970), Time Series Analysis, Forecasting and Control. San Francisco: Holden-Day.

    MATH  Google Scholar 

  • Burg, J. P. (1964), “Three-dimensional filtering with an array of seismometers”. Geophysics 29, 693–713.

    Article  Google Scholar 

  • Burg, J. P. (1967), “Maximum entropy spectral analysis”. Presented at the 37th Annual Meeting, Society of Exploration Geophysicists, Oklahoma City, OK, 1967. (Abstract: Geophysics 32, Preprint: Texas Instruments, Dallas).

    Google Scholar 

  • Burg, J. P. (1975), “Maximum entropy spectral analysis.” Ph. D. thesis, Stanford University.

    Google Scholar 

  • Clarke, G. K. C. (1968), “Time-varying deconvolution filters”. Geophysics 33, 936–944.

    Article  Google Scholar 

  • Davies, E. B., and E. J. Mercado (1968), “Multichannel deconvolution filtering of field recorded seismic data”. Geophysics 33, 711–722.

    Article  Google Scholar 

  • Gauss, C. F. (1839), Allgemeine Theorie des Erdmagnetismus, Leipzig. (Republished, 1877: Gauss, Werke, 5, Gottingen).

    Google Scholar 

  • Granger, C. W. J., and R. Joyeux (1980), “An introduction to long-memory time series models and fractional differencing”. Journal of Time Series Analysis 1, 15–29.

    Article  MathSciNet  MATH  Google Scholar 

  • Hosken, J. W. J. (1980), “A stochastic model of seismic reflections”. Presented at the 50th Annual Meeting of the Society of Exploration Geophysicists, Houston. (Abstract G-69, Geophysics 46, 419).

    Google Scholar 

  • Jensen, O. G., and L. Mansinha (1984), “Deconvolution of the pole path for fractal flicker-noise residual”. In Proceedings of the International Association of Geodesy (IAG) Symposia. 2, p. 76–99. Columbus: Ohio State University.

    Google Scholar 

  • Jensen, O. G., and A. Vafidis (1986), “Inversion of seismic records using extremal skewness and kurtosis”. Manuscript in review.

    Google Scholar 

  • Lambeck, K. (1980), The Earth’s Variable Rotation: Geophysical Causes and Consequences. Cambridge: Cambridge University Press.

    Book  Google Scholar 

  • Mandelbrot, B. B. (1983), The Fractal Geometry of Nature. San Francisco: Freeman.

    Google Scholar 

  • Mueller, I. I. (1969), Spherical and Practical Astronomy. New York: Frederick Unear.

    Google Scholar 

  • Munk, W. H., and G. J. F. MacDonald (1960), The Rotation of the Earth, a Geophysical Discussion. Cambridge: Cambridge University Press.

    Google Scholar 

  • Postic, A., J. Fourmann, and J. Claerbout (1980), “Parsimonious deconvolution”. Presented at the 50th Annual Meeting of the Society of Exploration Geophysicists, Houston. (Abstract G-76, Geophysics 46, p. 421).

    Google Scholar 

  • Robinson, E. A. (1954), “Predictive decomposition of time series with application to seismic exploration”. Geophysics 32, 418–484. (Republication of MIT GAG Report No. 7, July 12, 1954; Ph. D. thesis, Massachusetts Institute of Technology, 1954).

    Article  Google Scholar 

  • Smylie, D. E., G. K. C. Clarke, and L. Mansinha (1970), “Deconvolution of the pole path”. In Earthquake Displacement Fields and Rotation of the Earth, Astrophysics and Space Science Library Series. Dordrecht: Reidel.

    Google Scholar 

  • Treitel, S. (1970), “Principles of digital multichannel filtering”. Geophysics 35, 785–811.

    Article  Google Scholar 

  • Tyraskis, P. A., and O. G. Jensen (1985), “Multichannel linear prediction and maximum-entropy spectral analysis using least squares modelling”. IEEE Transactions on Geoscience and Remote Sensing GE-23, 101–109.

    Article  Google Scholar 

  • Ulrych, T. J., and R. W. Clayton (1976), “Time series modelling and maximum entropy”. Physics of the Earth and Planetary Interiors 12, 188–200.

    Article  Google Scholar 

  • Ulrych, T. J., and M. Lasserre (1966), “Minimum-phase”. Journal of the Canadian Society of Exploration Geophysicists 2, 22–32.

    Google Scholar 

  • Vafidis, A. (1984), Deconvolution of Seismic Data Using Extremal Skew and Kurtosis. M.Sc. thesis, McGill University, Montreal.

    Google Scholar 

  • Wadsworth, G. P., E. A. Robinson, J. G. Byran, and P. M. Hurley (1953), “Detection of reflections on seismic records by linear operators”. Geophysics 18, 539–586.

    Article  MathSciNet  Google Scholar 

  • Wiggins, R. A., and E. A. Robinson (1965), “Recursive solution to the multichannel filtering problem”. Journal of Geophysical Research 70, 1885–1891.

    Article  MathSciNet  Google Scholar 

  • Wiggins, R. A. (1978), “Minimum entropy deconvolution”. Geoexploration 16, 21–35.

    Article  Google Scholar 

  • Yule, G. U. (1927), “On a method of investigating periodicities in disturbed series, with special reference to Wolfer’s sunspot numbers.” Philosophical Transactions of the Royal Society 226, 267–298.

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1987 D. Reidel Publishing Company

About this chapter

Cite this chapter

Jensen, O.G., Mansinha, L. (1987). Excitation of Geophysical Systems with Fractal Flicker Noise. In: MacNeill, I.B., Umphrey, G.J., Carter, R.A.L., McLeod, A.I., Ullah, A. (eds) Time Series and Econometric Modelling. The University of Western Ontario Series in Philosophy of Science, vol 36. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-4790-0_13

Download citation

  • DOI: https://doi.org/10.1007/978-94-009-4790-0_13

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-8624-0

  • Online ISBN: 978-94-009-4790-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics