IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v405y2014icp193-202.html
   My bibliography  Save this article

Multifractal analyses of daily rainfall time series in Pearl River basin of China

Author

Listed:
  • Yu, Zu-Guo
  • Leung, Yee
  • Chen, Yongqin David
  • Zhang, Qiang
  • Anh, Vo
  • Zhou, Yu

Abstract

The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal detrended fluctuation analysis (MF-DFA). The results from these two kinds of multifractal analyses show that the daily rainfall time series in this basin have multifractal behavior in two different time scale ranges. It is found that the empirical multifractal moment function K(q) of the daily rainfall time series can be fitted very well by the universal multifractal model (UMM). The estimated values of the conservation parameter H from UMM for these daily rainfall data are close to zero indicating that they correspond to conserved fields. After removing the seasonal trend in the rainfall data, the estimated values of the exponent h(2) from MF-DFA indicate that the daily rainfall time series in Pearl River basin exhibit no long-term correlations. It is also found that K(2) and elevation series are negatively correlated. It shows a relationship between topography and rainfall variability.

Suggested Citation

  • Yu, Zu-Guo & Leung, Yee & Chen, Yongqin David & Zhang, Qiang & Anh, Vo & Zhou, Yu, 2014. "Multifractal analyses of daily rainfall time series in Pearl River basin of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 193-202.
    • Handle: RePEc:eee:phsmap:v:405:y:2014:i:c:p:193-202
    DOI: 10.1016/j.physa.2014.02.047
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437114001563
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2014.02.047?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. Zhang, Qiang & Xu, Chong-Yu & Yu, Zuguo & Liu, Chun-Ling & Chen, Yongqin David, 2009. "Multifractal analysis of streamflow records of the East River basin (Pearl River), China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 927-934.
    2. 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.
    3. Kantelhardt, Jan W. & Rybski, Diego & Zschiegner, Stephan A. & Braun, Peter & Koscielny-Bunde, Eva & Livina, Valerie & Havlin, Shlomo & Bunde, Armin, 2003. "Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(1), pages 240-245.
    4. Livina, V. & Ashkenazy, Y. & Kizner, Z. & Strygin, V. & Bunde, A. & Havlin, S., 2003. "A stochastic model of river discharge fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(1), pages 283-290.
    5. Koscielny-Bunde, Eva & Bunde, Armin & Havlin, Shlomo & Goldreich, Yair, 1996. "Analysis of daily temperature fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 231(4), pages 393-396.
    6. Gian-Reto Walther & Eric Post & Peter Convey & Annette Menzel & Camille Parmesan & Trevor J. C. Beebee & Jean-Marc Fromentin & Ove Hoegh-Guldberg & Franz Bairlein, 2002. "Ecological responses to recent climate change," Nature, Nature, vol. 416(6879), pages 389-395, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Méndez-Gordillo, Alma Rosa & Campos-Amezcua, Rafael & Cadenas, Erasmo, 2022. "Wind speed forecasting using a hybrid model considering the turbulence of the airflow," Renewable Energy, Elsevier, vol. 196(C), pages 422-431.
    2. Sarker, Alivia & Mali, Provash, 2021. "Detrended multifractal characterization of Indian rainfall records," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    3. Lahmiri, Salim, 2015. "Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 437(C), pages 130-138.
    4. Morales Martínez, Jorge Luis & Segovia-Domínguez, Ignacio & Rodríguez, Israel Quiros & Horta-Rangel, Francisco Antonio & Sosa-Gómez, Guillermo, 2021. "A modified Multifractal Detrended Fluctuation Analysis (MFDFA) approach for multifractal analysis of precipitation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    5. 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.
    6. Adarsh Sankaran & Sagar Rohidas Chavan & Mumtaz Ali & Archana Devarajan Sindhu & Drisya Sasi Dharan & Muhammad Ismail Khan, 2021. "Spatiotemporal variability of multifractal properties of fineresolution daily gridded rainfall fields over India," 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. 106(3), pages 1951-1979, April.

    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. de Benicio, Rosilda B. & Stošić, Tatijana & de Figueirêdo, P.H. & Stošić, Borko D., 2013. "Multifractal behavior of wild-land and forest fire time series in Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6367-6374.
    2. Todd Zorick & Mark A Mandelkern, 2013. "Multifractal Detrended Fluctuation Analysis of Human EEG: Preliminary Investigation and Comparison with the Wavelet Transform Modulus Maxima Technique," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-7, July.
    3. Al Sawaf, Mohamad Basel & Kawanisi, Kiyosi & Kagami, Junya & Bahreinimotlagh, Masoud & Danial, Mochammad Meddy, 2017. "Scaling characteristics of mountainous river flow fluctuations determined using a shallow-water acoustic tomography system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 11-20.
    4. Provash Mali & Amitabha Mukhopadhyay, 2015. "Multifractal characterization of gold market: a multifractal detrended fluctuation analysis," Papers 1506.08847, arXiv.org.
    5. Kalamaras, N. & Philippopoulos, K. & Deligiorgi, D. & Tzanis, C.G. & Karvounis, G., 2017. "Multifractal scaling properties of daily air temperature time series," Chaos, Solitons & Fractals, Elsevier, vol. 98(C), pages 38-43.
    6. Kavasseri, Rajesh G. & Nagarajan, Radhakrishnan, 2005. "A multifractal description of wind speed records," Chaos, Solitons & Fractals, Elsevier, vol. 24(1), pages 165-173.
    7. Shang, Pengjian & Lu, Yongbo & Kamae, Santi, 2008. "Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 36(1), pages 82-90.
    8. Dashtian, Hassan & Jafari, G. Reza & Sahimi, Muhammad & Masihi, Mohsen, 2011. "Scaling, multifractality, and long-range correlations in well log data of large-scale porous media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2096-2111.
    9. Wu, Liang & Chen, Lei & Ding, Yiming & Zhao, Tongzhou, 2018. "Testing for the source of multifractality in water level records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 824-839.
    10. Olivares, Felipe & Zanin, Massimiliano, 2022. "Corrupted bifractal features in finite uncorrelated power-law distributed data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    11. 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).
    12. Schumann, Aicko Y. & Kantelhardt, Jan W., 2011. "Multifractal moving average analysis and test of multifractal model with tuned correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(14), pages 2637-2654.
    13. Ghosh, Dipak & Dutta, Srimonti & Chakraborty, Sayantan, 2014. "Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status," Chaos, Solitons & Fractals, Elsevier, vol. 67(C), pages 1-10.
    14. Mali, Provash & Mukhopadhyay, Amitabha, 2014. "Multifractal characterization of gold market: A multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 361-372.
    15. Jovanovic, Tijana & Mejía, Alfonso & Gall, Heather & Gironás, Jorge, 2016. "Effect of urbanization on the long-term persistence of streamflow records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 208-221.
    16. Linan Sun & Antao Wang & Jiayao Wang, 2022. "Spatial Characteristics Analysis for Coupling Strength among Air Pollutants during a Severe Haze Period in Zhengzhou, China," IJERPH, MDPI, vol. 19(14), pages 1-19, July.
    17. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
    18. Fan, Xinghua & Lv, Xiangxiang & Yin, Jiuli & Tian, Lixin & Liang, Jiaochen, 2019. "Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique," Applied Energy, Elsevier, vol. 251(C), pages 1-1.
    19. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    20. Rybski, Diego & Bunde, Armin, 2009. "On the detection of trends in long-term correlated records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1687-1695.

    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:phsmap:v:405:y:2014:i:c:p:193-202. 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: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    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.