A Model Based on Fractional Brownian Motion for Temperature Fluctuation in the Campi Flegrei Caldera

Abstract

The aim of this research is to identify an efficient model to describe the fluctuations around the trend of the soil temperatures monitored in the volcanic caldera of the Campi Flegrei area in Naples (Italy). This study focuses on the data concerning the temperatures in the mentioned area through a seven-year period. The research is initially finalized to identify the deterministic component of the model given by the seasonal trend of the temperatures, which is obtained through an adapted regression method on the time series. Subsequently, the stochastic component from the time series is tested to represent a fractional Brownian motion (fBm). An estimation based on the periodogram of the data is used to estabilish that the data series follows an fBm motion rather than fractional Gaussian noise. An estimation of the Hurst exponent H of the process is also obtained. Finally, an inference test based on the detrended moving average of the data is adopted in order to assess the hypothesis that the time series follows a suitably estimated fBm.

Keywords

• fractional Brownian motion
• stochastic model
• regression
• time series
• residuals analysis
• Hurst exponent