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Record W2969346547 · doi:10.5194/npg-2019-39

Fractional relaxation noises, motions and the fractional energy balance equation

2019· article· en· W2969346547 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsMcGill University
Fundersnot available
KeywordsFractional Brownian motionFractional calculusRelaxation (psychology)White noiseMathematicsContext (archaeology)Noise (video)Statistical physicsHurst exponentScalingMathematical analysisApplied mathematicsBrownian motionPhysicsStatisticsComputer science

Abstract

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Abstract. We consider the statistical properties of solutions of the stochastic fractional relaxation equation that has been proposed as a model for the earth's energy balance. In this equation, the (scaling) fractional derivative term models energy storage processes that occur over a wide range of space and time scales. Up until now, stochastic fractional relaxation processes have only been considered with Riemann-Liouville fractional derivatives in the context of random walk processes where it yields highly nonstationary behaviour. For our purposes we require the stationary processes that are the solutions of the Weyl fractional relaxation equations whose domain is −∞ to t rather than 0 to t. We develop a framework for handling fractional equations driven by white noise forcings. To avoid divergences, we follow the approach used in fractional Brownian motion (fBm). The resulting fractional relaxation motions (fRm) and fractional relaxation noises (fRn) generalize the more familiar fBm and fGn (fractional Gaussian noise). We analytically determine both the small and large scale limits and show extensive analytic and numerical results on the autocorrelation functions, Haar fluctuations and spectra. We display sample realizations. Finally, we discuss the prediction of fRn, fRm which – due to long memories is a past value problem, not an initial value problem. We develop an analytic formula for the fRn forecast skill and compare it to fGn. Although the large scale limit is an (unpredictable) white noise that is attained in a slow power law manner, when the temporal resolution of the series is small compared to the relaxation time, fRn can mimick a long memory process with a wide range of exponents ranging from fGn to fBm and beyond. We discuss the implications for monthly, seasonal, annual forecasts of the earth's temperature.

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Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.913
Threshold uncertainty score0.995

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0060.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.191
Teacher spread0.172 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Quick stats

Citations14
Published2019
Admission routes1
Has abstractyes

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