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Fractal analysis of river flow fluctuations

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  • Sadegh Movahed, M.
  • Hermanis, Evalds

Abstract

We use some fractal analysis methods to study river flow fluctuations. The result of the Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover timescales at s1×∼12 and s2×∼130 months in the fluctuation function. We discuss how the existence of the crossover timescales are related to a sinusoidal trend. The first crossover is due to the seasonal trend and the value of second one is approximately equal to the well-known cycle of sun activity. Using Fourier Detrended Fluctuation Analysis, the sinusoidal trend is eliminated. The values of Hurst exponents of the runoff water of rivers without the sinusoidal trend show a long-range correlation behavior. For the Daugava river, the value of Hurst exponent is 0.52±0.01 and also we find that these fluctuations have multifractal nature. Comparing the MF-DFA results for the remaining data set of Daugava river to those for shuffled and surrogate series, we conclude that its multifractal nature is almost entirely due to the broadness of probability density function.

Suggested Citation

  • Sadegh Movahed, M. & Hermanis, Evalds, 2008. "Fractal analysis of river flow fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 915-932.
    • Handle: RePEc:eee:phsmap:v:387:y:2008:i:4:p:915-932
    DOI: 10.1016/j.physa.2007.10.007
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    12. Mihailović, D.T. & Nikolić-Đorić, E. & Drešković, N. & Mimić, G., 2014. "Complexity analysis of the turbulent environmental fluid flow time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 96-104.
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    14. Pakrashi, Vikram & Kelly, Joe & Harkin, Julie & Farrell, Aidan, 2013. "Hurst exponent footprints from activities on a large structural system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1803-1817.
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    18. Chatterjee, Sucharita & Ghosh, Dipak, 2021. "Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
    19. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    20. Braga, A.C. & Alves, L.G.A. & Costa, L.S. & Ribeiro, A.A. & de Jesus, M.M.A. & Tateishi, A.A. & Ribeiro, H.V., 2016. "Characterization of river flow fluctuations via horizontal visibility graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 1003-1011.
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    24. Mulligan, Robert F., 2014. "Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 252-264.
    25. Erjia Ge & Yee Leung, 2013. "Detection of crossover time scales in multifractal detrended fluctuation analysis," Journal of Geographical Systems, Springer, vol. 15(2), pages 115-147, April.

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