TY - JOUR
T1 - Estimating higher-order structure functions from geophysical turbulence time-series
T2 - Confronting the curse of the limited sample size
AU - DeMarco, Adam
AU - Basu, Sukanta
PY - 2017
Y1 - 2017
N2 - Utilizing synthetically generated random variates and laboratory measurements, we document the inherent limitations of the conventional structure function approach in limited sample size settings. We demonstrate that an alternative approach, based on the principle of maximum likelihood, can provide nearly unbiased structure function estimates with far less uncertainty under such unfavorable conditions. The superiority of this approach over the conventional approach does not diminish even in the case of strongly correlated samples. Two entirely different types of probability distributions, which have been reported in the turbulence literature, are found to be compatible with the proposed approach.
AB - Utilizing synthetically generated random variates and laboratory measurements, we document the inherent limitations of the conventional structure function approach in limited sample size settings. We demonstrate that an alternative approach, based on the principle of maximum likelihood, can provide nearly unbiased structure function estimates with far less uncertainty under such unfavorable conditions. The superiority of this approach over the conventional approach does not diminish even in the case of strongly correlated samples. Two entirely different types of probability distributions, which have been reported in the turbulence literature, are found to be compatible with the proposed approach.
UR - http://resolver.tudelft.nl/uuid:1ec19dea-6418-43db-bae5-d7c3c36021ae
U2 - 10.1103/PhysRevE.95.052114
DO - 10.1103/PhysRevE.95.052114
M3 - Article
SN - 1539-3755
VL - 95
JO - Physical Review E (Statistical, Nonlinear, and Soft Matter Physics)
JF - Physical Review E (Statistical, Nonlinear, and Soft Matter Physics)
IS - 5
M1 - 052114
ER -