IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v172y2023ics0960077923005015.html
   My bibliography  Save this article

Multifractal analysis of standardized precipitation index in Northeast Brazil

Author

Listed:
  • da Silva, Antonio Samuel Alves
  • Stosic, Tatijana
  • Arsenić, Ilija
  • Menezes, Rômulo Simões Cezar
  • Stosic, Borko

Abstract

Northeast Brazil (NEB) is one of the world's most densely populous dryland regions most vulnerable to the impacts of climate change. It is expected that the risk of natural disasters related to excess or lack of water (flash floods and severe droughts) will continue increasing in the region until the end of the century. In this work, we study multifractal properties of the Standardized precipitation index (SPI) which is commonly used to evaluate the degree of severity of drought and humid conditions at different time scales and can be compared among regions with distinct climatic conditions. The method Multifractal detrended fluctuation analysis (MFDFA) is used to analyze SPI for 1, 3, 6, and 12-month accumulation periods at 133 locations across the state of Pernambuco, with climate varying from tropical humid in the coastal area to semiarid in the deep inland region. The results show that all SPI series (independently of time scale and climatic conditions) display multifractal dynamics, which can be described by properties of the multifractal spectrum. It was found that SPI series exhibit long-term persistence and multifractality that becomes stronger as accumulation time increases. For all temporal scales, the values of Hurst exponent increase in the west-east direction indicating stronger persistence of dry/wet conditions in the coastal region Zona da Mata, with a tropical humid climate, than in the dry semiarid inland Sertão region. For SPI-1, SPI-3, and SPI-6 which describe short and medium conditions the width of the multifractal spectrum (degree of multifractality) doesn't vary across the studied area, while for SPI-12 which describes long-term conditions the width of the multifractal spectrum decreases in a west-east direction, indicating stronger multifractality and higher complexity in long duration precipitation anomalies in the semiarid Sertão region.

Suggested Citation

  • da Silva, Antonio Samuel Alves & Stosic, Tatijana & Arsenić, Ilija & Menezes, Rômulo Simões Cezar & Stosic, Borko, 2023. "Multifractal analysis of standardized precipitation index in Northeast Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
  • Handle: RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923005015
    DOI: 10.1016/j.chaos.2023.113600
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077923005015
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2023.113600?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kalisa, Wilson & Zhang, Jiahua & Igbawua, Tertsea & Ujoh, Fanan & Ebohon, Obas John & Namugize, Jean Nepomuscene & Yao, Fengmei, 2020. "Spatio-temporal analysis of drought and return periods over the East African region using Standardized Precipitation Index from 1920 to 2016," Agricultural Water Management, Elsevier, vol. 237(C).
    2. Robin Chadwick & Peter Good & Gill Martin & David P. Rowell, 2016. "Large rainfall changes consistently projected over substantial areas of tropical land," Nature Climate Change, Nature, vol. 6(2), pages 177-181, February.
    3. Jose Marengo & Mauro Bernasconi, 2015. "Regional differences in aridity/drought conditions over Northeast Brazil: present state and future projections," Climatic Change, Springer, vol. 129(1), pages 103-115, March.
    4. F. Sönmez & Ali Kömüscü & Ayhan Erkan & Ertan Turgu, 2005. "An Analysis of Spatial and Temporal Dimension of Drought Vulnerability in Turkey Using the Standardized Precipitation Index," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 35(2), pages 243-264, June.
    5. da Silva, Hérica Santos & Silva, José Rodrigo Santos & Stosic, Tatijana, 2020. "Multifractal analysis of air temperature in Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
    6. Kantelhardt, Jan W. & Zschiegner, Stephan A. & Koscielny-Bunde, Eva & Havlin, Shlomo & Bunde, Armin & Stanley, H.Eugene, 2002. "Multifractal detrended fluctuation analysis of nonstationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 316(1), pages 87-114.
    7. Fernando Oñate-Valdivieso & Veronica Uchuari & Arianna Oñate-Paladines, 2020. "Large-Scale Climate Variability Patterns and Drought: A Case of Study in South – America," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(6), pages 2061-2079, April.
    8. Gómez-Gómez, Javier & Carmona-Cabezas, Rafael & Sánchez-López, Elena & Gutiérrez de Ravé, Eduardo & Jiménez-Hornero, Francisco José, 2022. "Multifractal fluctuations of the precipitation in Spain (1960–2019)," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    9. Xi Hu & Jim W. Hall & Peijun Shi & Wee Lim, 2016. "The spatial exposure of the Chinese infrastructure system to flooding and drought hazards," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 80(2), pages 1083-1118, January.
    10. Xi Hu & Jim W. Hall & Peijun Shi & Wee Ho Lim, 2016. "The spatial exposure of the Chinese infrastructure system to flooding and drought hazards," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 80(2), pages 1083-1118, January.
    11. I. Nalbantis & G. Tsakiris, 2009. "Assessment of Hydrological Drought Revisited," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 23(5), pages 881-897, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Farhang Rahmani & Mohammad Hadi Fattahi, 2021. "A multifractal cross-correlation investigation into sensitivity and dependence of meteorological and hydrological droughts on precipitation and temperature," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 109(3), pages 2197-2219, December.
    2. Javad Bazrafshan & Somayeh Hejabi & Jaber Rahimi, 2014. "Drought Monitoring Using the Multivariate Standardized Precipitation Index (MSPI)," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(4), pages 1045-1060, March.
    3. Edward J. Oughton & Daniel Ralph & Raghav Pant & Eireann Leverett & Jennifer Copic & Scott Thacker & Rabia Dada & Simon Ruffle & Michelle Tuveson & Jim W Hall, 2019. "Stochastic Counterfactual Risk Analysis for the Vulnerability Assessment of Cyber‐Physical Attacks on Electricity Distribution Infrastructure Networks," Risk Analysis, John Wiley & Sons, vol. 39(9), pages 2012-2031, September.
    4. Jessica B. Moraes & Henderson S. Wanderley & Rafael C. Delgado, 2023. "Areas susceptible to desertification in Brazil and projected climate change scenarios," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 116(2), pages 1463-1483, March.
    5. Nurulkamal Masseran, 2022. "Multifractal Characteristics on Temporal Maximum of Air Pollution Series," Mathematics, MDPI, vol. 10(20), pages 1-15, October.
    6. Milena Kojić & Petar Mitić & Marko Dimovski & Jelena Minović, 2021. "Multivariate Multifractal Detrending Moving Average Analysis of Air Pollutants," Mathematics, MDPI, vol. 9(7), pages 1-17, March.
    7. Hong, Wei-Ting & Clifton, Geoffrey & Nelson, John D., 2022. "Rail transport system vulnerability analysis and policy implementation: Past progress and future directions," Transport Policy, Elsevier, vol. 128(C), pages 299-308.
    8. Veysel Gumus & Oguz Simsek & Yavuz Avsaroglu & Berivan Agun, 2021. "Spatio‐temporal trend analysis of drought in the GAP Region, Turkey," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 109(2), pages 1759-1776, November.
    9. Alves Xavier, Sílvio Fernando & Xavier, Érika Fialho Morais & Jale, Jader Silva & Stosic, Tatijana & Santos, Carlos Antonio Costa dos, 2021. "Multiscale entropy analysis of monthly rainfall time series in Paraíba, Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    10. Gómez-Gómez, Javier & Carmona-Cabezas, Rafael & Sánchez-López, Elena & Gutiérrez de Ravé, Eduardo & Jiménez-Hornero, Francisco José, 2022. "Multifractal fluctuations of the precipitation in Spain (1960–2019)," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    11. Silva, Antonio Samuel Alves & Menezes, Rômulo Simões Cezar & Rosso, Osvaldo A. & Stosic, Borko & Stosic, Tatijana, 2021. "Complexity entropy-analysis of monthly rainfall time series in northeastern Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    12. Antonio Samuel Alves da Silva & Ikaro Daniel de Carvalho Barreto & Moacyr Cunha-Filho & Rômulo Simões Cezar Menezes & Borko Stosic & Tatijana Stosic, 2022. "Spatial and Temporal Variability of Precipitation Complexity in Northeast Brazil," Sustainability, MDPI, vol. 14(20), pages 1-16, October.
    13. Ryley, Tim & Baumeister, Stefan & Coulter, Liese, 2020. "Climate change influences on aviation: A literature review," Transport Policy, Elsevier, vol. 92(C), pages 55-64.
    14. Gómez-Gómez, Javier & Carmona-Cabezas, Rafael & Ariza-Villaverde, Ana B. & Gutiérrez de Ravé, Eduardo & Jiménez-Hornero, Francisco José, 2021. "Multifractal detrended fluctuation analysis of temperature in Spain (1960–2019)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 578(C).
    15. Fernando Oñate-Valdivieso & Veronica Uchuari & Arianna Oñate-Paladines, 2020. "Large-Scale Climate Variability Patterns and Drought: A Case of Study in South – America," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(6), pages 2061-2079, April.
    16. İşcanoğlu-Çekiç, Ayşegül & Gülteki̇n, Havva, 2019. "Are cross-correlations between Turkish Stock Exchange and three major country indices multifractal or monofractal?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 978-990.
    17. Lavička, Hynek & Kracík, Jiří, 2020. "Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    18. L. Telesca & T. Matcharashvili & T. Chelidze & N. Zhukova & Z. Javakhishvili, 2015. "Investigating the dynamical features of the time distribution of the reservoir-induced seismicity in Enguri area (Georgia)," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(1), pages 117-125, May.
    19. N. Subash & H. Mohan, 2011. "A Simple Rationally Integrated Drought Indicator for Rice–Wheat Productivity," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(10), pages 2425-2447, August.
    20. Kakinaka, Shinji & Umeno, Ken, 2021. "Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923005015. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.