wavelet based estimation of the hurst exponent for the horizontal geomagnetic field at magdas...

Wavelet Based Estimation of the Hurst Exponent for the Horizontal Geomagnetic

Field at MAGDAS Equatorial Stations

G. Gopir1,2,*, N. S. A. Hamid1,2, N. Misran1,3, A. M. Hasbi1,3 & K. Yumoto4

1Institute of Space Science (ANGKASA), Universiti Kebangsaan Malaysia, 43600 Bangi, Malaysia2School of Applied Physics, Faculty of Science & Technology, Universiti Kebangsaan Malaysia, 43600

Bangi, Malaysia3Faculty of Engineering & Built Environment,

Universiti Kebangsaan Malaysia, 43600 Bangi, Malaysia4Space Environment Research Center, Kyushu University, Fukuoka, Japan

*Email: gerigopir@gmail.com, gkagopir@ukm.my

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CONTENTS

• Introduction• Objectives• Data• Methodology• Result and Discussion• Conclusion

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INTRODUCTION• The geomagnetic field, or Earth’s magnetic field:

– known to be scaling, fractal and self-affine due to modulations by the magnetosphere and lithosphere

– also non-stationary and contains transients during active or disturbed periods

• thus geomagnetic time series could be analyzed using wavelet to extract the fractal parameter of Hurst exponent

• Here, we apply the wavelet variance analysis to calculate the Hurst exponent for the horizontal component of the geomagnetic field– observed by the global network of the Magnetic Data

Acquisition System (MAGDAS)– developed and installed by the Space Environment Research

Center (SERC) of Kyushu University, Japan.

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OBJECTIVES

• Use wavelet analysis to calculate the Hurst exponent and determine fractal nature of geomagnetic field

• Determine whether geomagnetic field for solar quiet and active periods have significantly different Hurst exponents

• Determine whether geomagnetic activity could be quantified by fractal exponent

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DATA

• Time series for horizontal component, H, of geomagnetic field measured by MAGDAS

• Data from MAGDAS equatorial stations of Cebu and Davao in the Philippines (UT+9); and Langkawi in Malaysia (UT+8)

• Data sampled continuously with minute and second samplings for periods of one day and one month covering solar quiet and active periods

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MAGDAS DATA AND STATIONS

• Extreme values of the geomagnetic indices of Dst, Kp and Ap in nanotesla (nT) for the studied days of August 2005 (from from World Data Center for Geomagnetism, Kyoto). The days are classified as quiet (QD) or active (AD) based on the threshold values of 50, 4 and 6 nT for Dst, Kp and Ap, respectively.

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Station, Geographical Geomagnetic Period and remarkscountry coordinate coordinate

Cebu 10.36°N, 123.91°E 2.53°N, 195.06°E 11 Aug 2005 - daily, quiet, min, secPhilippines 24 Aug 2005 - daily, active, min, secDavao 7.00°N, 125.40°E 1.02°S, 196.54°E 11 Aug 2005 - daily, quiet, min, secPhilippines 24 Aug 2005 - daily, active, min, sec

Feb 2007 - monthly, quiet, minLangkawi 6.30°N, 99.78°E 2.32°S, 171.29°E Feb 2007 - monthly, quiet, minMalaysia

Day Dst Kp Ap Classification

11 Aug 2005 20 2 6 Quiet day (QD)24 Aug 2005 -216 9 110 Active day (AD)

DAILY DATA – MINUTE SAMPLING

The horizontal geomagnetic field component, H, sampled at time t of every minute at the MAGDAS stations of (a) Cebu on 11 August 2005, (b) Cebu on 24 August 2005, (c) Davao on 11 August 2005, and (d) Davao on 24 August 2005

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DESCRIPTIVE STATISTICS- of daily H data, minute sampling

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Station Cebu DavaoDate 11-Aug-05 24-Aug-05 11-Aug-05 24-Aug-05

Count 1440 1440 1440 1440Minimum (nT) 38909 38612 39069 38757Maximum (nT) 38969 39036 39139 39212Range (nT) 60 424 70 455Average (nT) 38929 38852 39092 39003Median (nT) 38921 38823 39080 38971Standard deviation (nT) 17.97 118.62 21.66 127.20Coefficient of variance (%) 0.05 0.31 0.06 0.33Skewness 1.058 -9.092 21.009 0.036Kurtosis 2.60 1.86 2.42 1.79

Descriptive statistical parameters of the horizontal geomagnetic field, H, sampled every minute at the MAGDAS stations of Cebu and Davao in the Philippines for the quiet and active days of August 2005.

MONTHLY DATA – MINUTE SAMPLING

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Station Davao Langkawi

Count 40320 40320Minimum (nT) 39043 40404Maximum (nT) 39230 40571Range (nT) 187 167Average (nT) 39113 40467Median (nT) 39101 40461Standard deviation (nT) 31.5 25.3Coefficient of variance (%) 0.08 0.06Skewness 1.30 1.27Kurtosis 3.92 4.37

The horizontal geomagnetic field, H, sampled every minute at time t for February 2007 at the MAGDAS stations of (a) Davao in the Philippines and (b) Langkawi in Malaysia.

METHODOLOGY

• Continuous wavelet transform of horizontal geomagnetic field time series

• Uses Mexican hat mother wavelet• Variance of wavelet transforme determined

and scaling gives Hurst exponent, or Hurst coefficient

• Wavelet variance method verified by simulation of fractional Brownian motion (FBM) time series

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WAVELET VARIANCE ANALYSIS• Continuous wavelet transform, or coefficient, for time series f(t):

• Here g* is complex conjugate of g, and g is mother wavelet,• With t - position or translation parameter;

– a – scale or dilatation parameter

• Plot of modulus square of W(t,a) in t-a plane is known as scalogram

• Here use Mexican hat mother wavelet,

• Variance of W(t,a), • If time series is scaling (linear), v(a) is a power law in a,

– exponent of wavelet variance

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WAVELET HURST EXPONENTAND FBM

• Double log plot of v(a) versus a gives • Wavelet Hurst exponent, Hw, is defined for ,

– FGN – fractional Gaussian noise– FBM – fractional Brownian motion

• FBM is defined by Mandelbrot and Ness (1968),

• Or use the more recent definition of Abry and Sellan (1996)– In MATLAB, just a function away

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WAVELET ANALYSIS OF DAILY DATA- average subtracted from time series

The variation of horizontal geomagnetic field component, H, from the daily average and sampled at time t of every minute for the quiet day (QD) of 11 August 2005 and for the active day (AD) of 24 August 2005 at the MAGDAS stations of Cebu and Davao in the Philippines.

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DAILY DATA - SCALOGRAM

Scalograms of the Mexican hat wavelet transform for the horizontal geomagnetic field at the Cebu MAGDAS station with minute sampling on the quiet day of (a) 11 August 2005 and on the active day of (b) 24 August 2005.

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DAILY DATA – wavelet transform coefficient

The wavelet transform coefficient, W(a,t), with Mexican hat mother wavelet for the horizontal geomagnetic field of the Cebu MAGDAS station with minute sampling on the quiet day of 11 August 2005.

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DAILY DATA – wavelet variance

Log of the Mexican hat wavelet variance, V(a), versus log of scale, a for the minute sampling of MAGDAS data at (a) Cebu on 11 August 2005, (b) Cebu on 24 August 2005, (c) Davao on 11 August 2005, and (d) Davao on 24 August 2005.

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DAILY DATA – wavelet Hurst exponentsHurst coefficients, Hw, derived from the wavelet variance analysis using the

Mexican mother wavelet for the daily horizontal geomagnetic field at the MAGDAS stations of Cebu and Davao during the quiet day (QD) of 11 August 2005 and the active day (AD) of 24 August 2005.

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Station Sampling Date

11-Aug-05 (QD) 24-Aug-05 (AD)

Cebu Minute 0.48±0.02 0.75±0.01Second 0.47±0.02 0.73±0.01

Davao Minute 0.36±0.01 0.61±0.02Second 0.38±0.01 0.62±0.01

Hw of 0.36-0.48 (i.e. anti-persistent) for solar quiet day (QD)

and 0.61-0.75 (persistent) for active day (AD)for the second and minute sampled horizontal geomagnetic field

MONTHLY DATA WAVELET ANALYSIS- average subtracted

The variation of horizontal geomagnetic field component, H, from the monthly average and sampled at time t of every minute for the quiet month of February 2007 at the MAGDAS stations of (a) Davao in the Philippines and (b) Langkawi in Malaysia.

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MONTHLY DATA - SCALOGRAM

Scalograms of the Mexican hat wavelet transform for the horizontal geomagnetic field sampled every minute in February 2007 at the MAGDAS station of (a) Davao and (b) Langkawi.

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MONTHLY DATA – wavelet transform coefficient

The wavelet transform coefficient, W(a,t), with Mexican hat mother wavelet for the horizontal geomagnetic field of the Davao MAGDAS station with minute sampling during the quiet month of February 2007.

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MONTHLY DATA – wavelet variance

Log of the Mexican hat wavelet variance, V(a), versus log of scale, a, for the minute sampling of MAGDAS data in February 2007 at (a) Davao and (d) Langkawi

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MONTHLY DATA– wavelet Hurst exponents

Hurst coefficients, Hw, derived from the wavelet variance analysis using the Mexican mother wavelet for the horizontal geomagnetic field with minute sampling at the MAGDAS stations of Davao and Langkawi during the quiet month of February 2007.

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Hw of 0.35-0.43 (i.e. anti-persistent) for this solar quiet month

for the minute sampled horizontal geomagnetic fieldat both stations

Station H w

Davao 0.35±0.01Langkawi 0.43±0.02

Wavelet Hurst exponents of SIMULATED FBM TIME SERIES

Hurst exponents, Hw, derived from the wavelet variance analysis using the Mexican mother wavelet for simulated fractional Brownian motion (FBM) time series with input Hurst exponents of H. The sample sizes N are chosen to represent the number of minutes and seconds in a day, respectively.

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Hw tend to diverge at larger H (i.e. nearer 1 or more persistent) for a smaller size sample (i.e. shorter time series).

Thus the larger the sample size of the time series, the better

NH 1440 86400

0.4 0.40±0.00 0.41±0.010.5 0.50±0.01 0.50±0.000.6 0.62±0.01 0.60±0.010.7 0.65±0.02 0.71±0.01

CONCLUSION• Calculated Hurst exponents of horizontal geomagnetic field

time series at equatorial regions using wavelet variance analysis

• Found that the horizontal geomagnetic field is moderately anti-persistent (wavelet Hurst exponent of 0.35 – 0.48) during solar quiet period and persistent (wavelet Hurst exponent of 0.61 – 0.75) during solar active period.

• Similar trends of Hurst exponents were observed for different sampling rates and different locations

• The Hurst exponent, specifically derived by the wavelet variance method, could be used to quantify geomagnetic activity.

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ACKNOWLEDGEMENTAND THANK YOU

We thank the Space Environment Research Center (SERC) of Kyushu University, United Nation (UN), National Aeronautic and Space Administration (NASA), Japan Aerospace Exploration Agency (JAXA) and Helwan University for financial support and organisation of ISWI Workshop. This work was also supported by the Ministry of Higher Education (MOHE) of Malaysia under grant UKM-LL-02-FRGS0002-2007.

SHUKRAN …

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