Vestnik КRAUNC. Fiz.-Mat. Nauki. 2026. vol. 54. no. 2. P. 142 – 165. ISSN 2079-6641

PHYSICS
https://doi.org/10.26117/2079-6641-2026-54-2-142-165
Research Article
Full text in English
MSC 86A60, 62M10, 65C20

Contents of this issue

Read Russian Version

Dedicated to the 85th anniversary of Professor P.P. Firstov

Evaluation of the Quality of Periodic Variation Extraction in Model Time Series Under Various Levels of Flicker Noise 1/f^{\alpha}

V.E. Glukhov¹²^{\ast}

¹Kamchatka Branch of the Geophysical Survey of the Russian Academy of Sciences, Piipa Blvd., 9, Petropavlovsk-Kamchatsky, 683006, Russia
²Vitus Bering Kamchatka State University, 4 Pogranichnaya str., Petropavlovsk-Kamchatsky, 683032, Russia

Abstract. A comparison of seven methods for extracting the seasonal component was performed on model data simulating tiltmeter observations in Kamchatka. The seasonal signal was a smoothed meander (period 365 days, duty cycle 0.6), and the noise was flicker noise with exponent \alpha = 2.9. The signal-to-noise ratio (SNR) was varied from –25 to +20 dB, with 30 realizations generated for each of the 12 SNR levels. Quality was assessed using RMSE, correlation, standard deviation ratio, and a developed residual periodicity metric. The mean seasonal function (MSF) method consistently outperformed all other methods across all metrics over the entire SNR range. GPR and FFT showed acceptable results but with limitations (GPR unstable under strong noise; FFT requires precise knowledge of the period). STL, SARIMA, SSA, and the Chebyshev filter are not recommended for standalone seasonal extraction due to systematic distortions or increasing error. For processing Kamchatka data, MSF is optimal. The conclusions are specific to the smoothed meander model, known period, absence of trend, and \alpha = 2.9.

Key words: seasonal component extraction; flicker noise; smoothed meander; tiltmeter observations; Kamchatka; comparison of decomposition methods; mean seasonal function; Chebyshev filter; residual periodicity metric.

Received: 18.05.2026; Revised: 23.06.2026; Accepted: 24.06.2026; First online: 14.09.2026

For citation. Glukhov V.E. Evaluation of the quality of periodic variation extraction in model time series under various levels of flicker noise 1/f^{\alpha}. Vestnik KRAUNC. Fiz.-mat. nauki. 2026, 54: 2, 142-165. EDN: FRTMHZ. https://doi.org/10.26117/2079-6641-2026-54-2-142-165.

Funding. This work used data obtained from the unique research facility “Seismoinfrasound Complex for Monitoring the Arctic Permafrost Zone and the Complex for Continuous Seismic Monitoring of the Russian Federation, Adjacent Territories, and the World” (https://ckp-rf.ru/usu/507436/). The work was funded within the framework of the state assignment of KamGU (Kamchatka State University) of the Ministry of Education and Science of the Russian Federation, Grant No. FSS-2025-0007.

Competing interests. There are no conflicts of interest regarding authorship and publication.

Contribution and Responsibility. The author contributed to this article and is solely responsible for providing the final version of the article in print. The final version of the manuscript was approved by the author.

^{\ast}Correspondence: E-mail: glukhov_v@emsd.ru

The content is published under the terms of the Creative Commons Attribution 4.0 International License

© Glukhov V.E., 2026

© Institute of Cosmophysical Research and Radio Wave Propagation, 2026 (original layout, design, compilation)

References

  1. Mandelbrot B.B., Van Ness J.W. Fractional Brownian motions, fractional noises and applications, SIAM Review, 1968. vol. 10, no. 4, pp. 422–437 DOI: 10.1137/1010093.
  2. West B.J., Shlesinger M.F.On the ubiquity of 1/f noise, International Journal of Modern Physics B, 1989. vol. 3, no. 6, pp. 795–819.
  3. Desherevskii A.V., Lukk A.A., Sidorin A.Ya. Flicker-noise spectroscopy in earthquake prediction research, Natural Hazards and Earth System Sciences, 2003. vol. 3, no. 3/4, pp. 159–164.
  4. Glukhov V.E., Makarov E.O., Boldina S.V. Hardware-software complex of the tiltmeter observation network for deformation processes on the Kamchatka Peninsula, Vestnik KRAUNTS. Fiz.-mat. nauki, 2023. vol. 44, no. 3, pp. 157–172 DOI: 10.26117/2079-6641-2023-44-3-157-172.
  5. Glukhov V.E., Deshcherevsky A.V. Search, systematization and algorithms for correction of instrumental defects in the data of the Kamchatka tiltmeter observation network for 2010–2019, Seismic Instruments, 2025. vol. 61, no. 2, pp. 50–94 DOI: 10.21455/si2025.2-4.
  6. Ryabinin G.V., Polyakov Yu.S., Gavrilov V.A., Timashev S.F. Identification of earthquake precursors in the hydrogeochemical and geoacoustic data for the Kamchatka peninsula by flicker-noise spectroscopy, Natural Hazards and Earth System Sciences, 2011. vol. 11, pp. 541–548.
  7. Firstov P.P., Glukhov V.E., Makarov E.O., Zharinov N.A., Titkov N.N., Serovetnikov S.S., Takahashi H. Geodynamic processes preceding the deep Sea of Okhotsk earthquake of May 24, 2013 with magnitude MW = 8.3, Doklady Earth Sciences, 2019. vol. 489, no. 3, pp. 83–86 DOI: 10.31857/S0869- 56524893303-306.
  8. Firstov P.P., Makarov E.O., Glukhov V.E., Titkov N.N., Zharinov N.A., Takahashi H. Tiltmeter observations on the Kamchatka Peninsula in 2012–2016, Seismic Instruments, 2021. vol. 57, no. 1, pp. 49–68 DOI: 10.21455/si2021.1-4.
  9. Deshcherevskii A.V., Sidorin A.Ya.A two-component model of geophysical processes: Seasonal variations and flicker noise, Doklady Earth Sciences, 2001. vol. 376, no. 1, pp. 59–62.
  10. Glukhov V.E., Makarov E.O., Boldina S.V., Izrapil R.I. Organization of tiltmeter observation sites for recording ground surface deformations at Kamchatka geodynamic polygons and some observation results, Geophysical Processes and Biosphere, 2025. vol. 24, no. 2, pp. 42–66 DOI: 10.21455/GPB2025.2-4.
  11. Oppenheim A.V., Schafer R.W. Digital Signal Processing. Englewood Cliffs: Prentice-Hall, 1975. 585 pp.
  12. Welch P.D. The use of Fast Fourier transform for the estimation of power spectra: a method based on time averaging over short, modified periodograms, IEEE Transactions on Audio and Electroacoustics, 1967. vol. 15, no. 2, pp. 70–73 DOI: 10.1109/TAU.1967.1161901.
  13. Timashev S.F. Flicker-Noise Spectroscopy: Information in Chaotic Signals. Moscow: FIZMATLIT, 2007. 248 pp.
  14. Rasmussen C.E., Williams C.K.I. Gaussian Processes for Machine Learning. Cambridge: MIT Press, 2006. 248 pp.
  15. Cooley J.W., Tukey J.W. An algorithm for the machine calculation of complex Fourier series, Math. of Comput., 1965. vol. 19, no. 90, pp. 297–301 DOI: 10.1090/S0025-5718-1965-0178586-1.
  16. Box G.E.P., Jenkins G.M. Time Series Analysis: Forecasting and Control. San Francisco: Holden-Day, 1976. 575 pp.
  17. Savitzky A., Golay M.J.E. Smoothing and differentiation of data by simplified least squares procedures, Analytical Chemistry, 1964. vol. 36, no. 8, pp. 1627–1639 DOI: 10.1021/ac60214a047.
  18. Golyandina N., Nekrutkin V., Zhigljavsky A. Analysis of Time Series Structure: SSA and Related Techniques. Boca Raton: Chapman & Hall/CRC, 2001. 320 pp.
  19. Cleveland R.B., Cleveland W.S., McRae J.E., Terpenning I.J. STL: A seasonal-trend decomposition procedure based on loess, Journal of Official Statistics, 1990. vol. 6, no. 1, pp. 3–33.
  20. Buys Ballot C.H.D. Les Changements Périodiques de Température. Utrecht, 1847.
  21. Lomb N.R. Least-squares frequency analysis of unequally spaced data, Astrophysics and Space Science, 1976. vol. 39, no. 2, pp. 447–462 DOI: 10.1007/BF00648343.
  22. Press W.H., Teukolsky S.A., Vetterling W.T., Flannery B.P. Numerical Recipes in C: The Art of Scientific Computing. Cambridge: Cambridge University Press, 1992.
  23. Deshcherevsky A.V., Zhuravlev V.I., Nikolsky A.N., Sidorin A.Ya.Technologies for analysis of geophysical time series. Part 2. WinABD – a software package for support and analysis of geophysical monitoring data, Seismic Instruments, 2016. vol. 52, no. 3, pp. 50–80 DOI: 10.3103/S0747923917030021.

Information about the author

Glukhov Vitaly Evgenevich – engineer, Laboratory of research and monitoring of strong earthquakes, Kamchatka branch of Federal Research Center “Unified Geophysical Service of RAS” (KF FRC EGS RAS), Kamchatka, Petropavlovsk-Kamchatsky, Piipa, 9, Russia, ORCID 0009-0003-7098-6469.