Nonlinear Volatility of River Flux Fluctuations

TL;DR

This paper investigates the nonlinear and seasonal properties of river flux fluctuations by analyzing the spectral characteristics and correlations of flux volatility, revealing significant nonlinear behavior and seasonal patterns.

Contribution

It introduces a method to quantify nonlinearity in river flux volatility using spectral and correlation analysis, highlighting the nonlinear dynamics of river systems.

Findings

Volatility exhibits strong seasonal periodicity.

Power-law correlations are present in flux volatility.

Fourier phase randomization reduces seasonal and correlation features.

Abstract

We study the spectral properties of the magnitudes of river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) strongly power-law correlations for time scales less than one year. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than one year. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.