Dh. Lenschow et al., HOW LONG IS LONG ENOUGH WHEN MEASURING FLUXES AND OTHER TURBULENCE STATISTICS, Journal of atmospheric and oceanic technology, 11(3), 1994, pp. 661-673
It is determined how long a time series must be to estimate covariance
s and moments up to fourth order with a specified statistical signific
ance. For a given averaging time T there is a systematic difference be
tween the true flux or moment and the ensemble average of the time mea
ns of the same quantities. This difference, referred to here as the sy
stematic error, is a decreasing function of T tending to zero for T --
> infinity. The variance of the time mean of the flux or moment, the s
o-called error variance, represents the random scatter of individual r
ealizations, which, when T is much larger than the integral time scale
T of the time series, is also a decreasing function of T. This makes
it possible to assess the minimum value of T necessary to obtain syste
matic and random errors smaller than specified values. Assuming that t
he time series are either Gaussian processes with exponential correlat
ion functions or a skewed process derived from a Gaussian, we obtain e
xpressions for the systematic and random errors. These expressions sho
w that the systematic error and the error variance in the limit of lar
ge T are both inversely proportional to T, which means that the random
error, that is, the square root of the error variance, will in this l
imit be larger than the systematic error. It is demonstrated theoretic
ally, as well as experimentally with aircraft data from the convective
boundary layer over the ocean and over land, that the assumption that
the time series are Gaussian leads to underestimation of the random e
rrors, while derived processes with a more realistic skewness and kurt
osis give better estimates. For fluxes, the systematic and random erro
rs are estimated when the time series are sampled instantaneously, but
the samples separated in time by an amount DELTA. It is found that th
e random error variance and the systematic error increase by less than
8% over continuously sampled data if DELTA is no larger than the inte
gral scale obtained from the flux time series and the cospectrum, resp
ectively.