Nonlinear time series analysis of geomagnetic pulsations
Abstract. A detailed nonlinear time series analysis has been made of two daytime geomagnetic pulsation events being recorded at L'Aquila (Italy, L ≈ 1.6) and Niemegk (Germany, L ≈ 2.3). Grassberger and Procaccia algorithm has been used to investigate the dimensionality of physical processes. Surrogate data test and self affinity (fractal) test have been used to exclude coloured noise with power law spectra. Largest Lyapunow exponents have been estimated using the methods of Wolf et al. The problems of embedding, stability of estimations, spurious correlations and nonlinear noise reduction have also been discussed. The main conclusions of this work, which include some new results on the geomagnetic pulsations, are (1) that the April 26, 1991 event, represented by two observatory time series LAQ1 and NGK1 is probably due to incoherent waves; no finite correlation dimension was found in this case, and (2) that the June 18, 1991 event represented by observatory time series LAQ2 and NGK2, is due to low dimensional nonlinear dynamics, which include deterministic chaos with correlation dimension D2(NGK2) = 2.25 ± 0.05 and D2(NDK2) = 2.02 ± 0.03, and with positive Lyapunov exponents λmax (LAQ2) = 0.055 ± 0.003 bits/s and λmax (NGK2) = 0.052 ± 0.003 bits/s; the predictability time in both cases is ≈ 13 s.
