|| Home Page || Courses || Seminar || SSP2000 || Preprints || ||

ESTIMATION OF LOCAL POWER LAW PROCESSES

Knut Solna
University of Utah

April 9, JWB 208, 305 p.m.

Abstract

We present a new approach for analyzing local power law processes and apply it to temperature measurements from the upper atmosphere. We segment the data and use the wavelet scale spectrum to estimate the parameters of the power law, the scale factor and the exponent. These parameters vary from segment to segment. Part of this variation is due to the non-stationarity of the data. Another part is due to estimation errors that depend on the segmentation. In this paper show how to remove effectively these segmentation dependent variations. The temperature data that are expected to have Kolmogorov power law spectra. We find that there are significant fluctuations about the Kolmogorov law.