IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v609y2023ics0378437122008639.html
   My bibliography  Save this article

Multifractal characteristics of multiscale drought in the Yellow River Basin, China

Author

Listed:
  • Zhan, Cun
  • Liang, Chuan
  • Zhao, Lu
  • Jiang, Shouzheng
  • Niu, Kaijie
  • Zhang, Yaling

Abstract

As a climate-sensitive area in China, the Yellow River Basin (YRB) is increasingly affected by droughts resulting from climate change and frequent human activities. Droughts in the YRB are non-stationary, yet the temporal scaling properties of their complex fluctuations are still unclear. To address this deficiency, we investigated the spatiotemporal characteristics of multifractal nature and their sources through the multifractal detrended fluctuation analysis (MFDFA). Our research was conducted utilizing the Standardized Precipitation Evapotranspiration Index (SPEI) derived for 80 meteorological stations located within the YRB between 1961 and 2017 on various timescales. The main findings were as follows: (1) YRB droughts exhibited persistence since the Hurst exponent exceeded 0.5, indicating that future drought trends were expected to be consistent with the present. Drought persistence increased with increasing timescales, with the strongest persistence recorded in the mid-temperate semi-arid zone. (2) Multifractality was observed in all the SPEI series, as evidenced by the Generalized Hurst Exponent [h(q)] varied nonlinearly with q. Multifractal intensity strengthen with increasing drought duration, as measured by the width in the multifractal spectrum presented in detail at different timescales. (3) Small fluctuations dominated the multifractal behaviors of droughts as most of the multifractal spectrums were right-skewed. (4) In contrast to the original series, the shuffle and surrogate procedures significantly narrowed the width of the multifractal spectrum (while spectrum width remained greater than 0.05), revealing that the multifractality of the drought originated from the long-range correlations (LRC) and the broad probability density distribution (PDF). Moreover, the spectrum width of the shuffled sequences was more variable, demonstrating that LRC was a dominant source of multifractality. This study contributes to a better understanding of the complex fluctuations of drought, as well as a new perspective for improving the accuracy of drought prediction.

Suggested Citation

  • Zhan, Cun & Liang, Chuan & Zhao, Lu & Jiang, Shouzheng & Niu, Kaijie & Zhang, Yaling, 2023. "Multifractal characteristics of multiscale drought in the Yellow River Basin, China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 609(C).
    • Handle: RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008639
    DOI: 10.1016/j.physa.2022.128305
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437122008639
    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.2022.128305?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. Aiguo Dai, 2011. "Drought under global warming: a review," Wiley Interdisciplinary Reviews: Climate Change, John Wiley & Sons, vol. 2(1), pages 45-65, January.
    2. Zhan, Cun & Liang, Chuan & Zhao, Lu & Zhang, Yaling & Cheng, Long & Jiang, Shouzheng & Xing, Liwen, 2021. "Multifractal characteristics analysis of daily reference evapotranspiration in different climate zones of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
    3. Stanis{l}aw Dro.zd.z & Rafa{l} Kowalski & Pawe{l} O'swic{e}cimka & Rafa{l} Rak & Robert Gc{e}barowski, 2018. "Dynamical variety of shapes in financial multifractality," Papers 1809.06728, arXiv.org.
    4. Gao, Meng & Zhang, Aidi & Zhang, Han & Pang, Yufei & Wang, Yueqi, 2022. "Multifractality of global sea level heights in the satellite altimeter-era," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
    5. Sarker, Alivia & Mali, Provash, 2021. "Detrended multifractal characterization of Indian rainfall records," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    6. 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).
    7. Zhou, Wei-Xing, 2012. "Finite-size effect and the components of multifractality in financial volatility," Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 147-155.
    8. Zou, Shaohui & Zhang, Tian, 2020. "Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    9. 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.
    10. Oświe¸cimka, P. & Kwapień, J. & Drożdż, S., 2005. "Multifractality in the stock market: price increments versus waiting times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 347(C), pages 626-638.
    11. Laib, Mohamed & Golay, Jean & Telesca, Luciano & Kanevski, Mikhail, 2018. "Multifractal analysis of the time series of daily means of wind speed in complex regions," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 118-127.
    12. 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.
    13. Kevin E. Trenberth & Aiguo Dai & Gerard van der Schrier & Philip D. Jones & Jonathan Barichivich & Keith R. Briffa & Justin Sheffield, 2014. "Global warming and changes in drought," Nature Climate Change, Nature, vol. 4(1), pages 17-22, January.
    14. Stanisław Drożdż & Rafał Kowalski & Paweł Oświȩcimka & Rafał Rak & Robert Gȩbarowski, 2018. "Dynamical Variety of Shapes in Financial Multifractality," Complexity, Hindawi, vol. 2018, pages 1-13, September.
    15. Christopher R. Schwalm & William R. L. Anderegg & Anna M. Michalak & Joshua B. Fisher & Franco Biondi & George Koch & Marcy Litvak & Kiona Ogle & John D. Shaw & Adam Wolf & Deborah N. Huntzinger & Kev, 2017. "Global patterns of drought recovery," Nature, Nature, vol. 548(7666), pages 202-205, August.
    16. Wang, Jian & Shao, Wei & Kim, Junseok, 2020. "Multifractal detrended cross-correlation analysis between respiratory diseases and haze in South Korea," Chaos, Solitons & Fractals, Elsevier, vol. 135(C).
    17. 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).
    18. Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka & Rafal Rak, 2009. "Quantitative features of multifractal subtleties in time series," Papers 0907.2866, arXiv.org, revised Feb 2010.
    19. Shi, Linna & Wang, Yongsheng, 2021. "Evolution characteristics and driving factors of negative decoupled rural residential land and resident population in the Yellow River Basin," Land Use Policy, Elsevier, vol. 109(C).
    20. Ding, Yibo & Gong, Xinglong & Xing, Zhenxiang & Cai, Huanjie & Zhou, Zhaoqiang & Zhang, Doudou & Sun, Peng & Shi, Haiyun, 2021. "Attribution of meteorological, hydrological and agricultural drought propagation in different climatic regions of China," Agricultural Water Management, Elsevier, vol. 255(C).
    21. Baranowski, Piotr & Gos, Magdalena & Krzyszczak, Jaromir & Siwek, Krzysztof & Kieliszek, Adam & Tkaczyk, Przemysław, 2019. "Multifractality of meteorological time series for Poland on the base of MERRA-2 data," Chaos, Solitons & Fractals, Elsevier, vol. 127(C), pages 318-333.
    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. Tatijana Stosic & Ivana Tošić & Irida Lazić & Milica Tošić & Lazar Filipović & Vladimir Djurdjević & Borko Stosic, 2024. "Multifractal Analysis of Standardized Precipitation Evapotranspiration Index in Serbia in the Context of Climate Change," Sustainability, MDPI, vol. 16(22), pages 1-18, November.
    2. Lailei Gu & Sajad Jamshidi & Mingjun Zhang & Xiufen Gu & Zhilan Wang, 2024. "Multifractal Description of the Agricultural and Meteorological Drought Propagation Process," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 38(10), pages 3607-3622, August.

    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. 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.
    2. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
    3. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A., 2022. "Multifractal risk measures by Macroeconophysics perspective: The case of Brazilian inflation dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
    4. Choi, Sun-Yong, 2021. "Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
    5. Li, Xing, 2021. "On the multifractal analysis of air quality index time series before and during COVID-19 partial lockdown: A case study of Shanghai, China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    6. Meo, Marcos M. & Iaconis, Francisco R. & Del Punta, Jessica A. & Delrieux, Claudio A. & Gasaneo, Gustavo, 2024. "Multifractal information on reading eye tracking data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 638(C).
    7. Wang, Jian & Jiang, Wenjing & Wu, Xinpei & Yang, Mengdie & Shao, Wei, 2023. "Role of vaccine in fighting the variants of COVID-19," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
    8. Liu, Hongzhi & Zhang, Xingchen & Zhang, Xie, 2020. "Multiscale multifractal analysis on air traffic flow time series: A single airport departure flight case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    9. Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Pawe{l} O'swik{e}cimka & Tomasz Stanisz & Marcin Wk{a}torek, 2020. "Complexity in economic and social systems: cryptocurrency market at around COVID-19," Papers 2009.10030, arXiv.org.
    10. Méndez-Gordillo, Alma Rosa & Cadenas, Erasmo, 2021. "Wind speed forecasting by the extraction of the multifractal patterns of time series through the multiplicative cascade technique," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    11. Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Marcin Wk{a}torek, 2023. "What is mature and what is still emerging in the cryptocurrency market?," Papers 2305.05751, arXiv.org.
    12. Mendonça, Suzielli M. & Cabella, Brenno C.T. & Martinez, Alexandre S., 2024. "A Multifractal Detrended Fluctuation Analysis approach using generalized functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
    13. Kristjanpoller, Werner & Nekhili, Ramzi & Bouri, Elie, 2024. "Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
    14. Schadner, Wolfgang, 2022. "U.S. Politics from a multifractal perspective," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
    15. Marcin Wk{a}torek & Marcin Kr'olczyk & Jaros{l}aw Kwapie'n & Tomasz Stanisz & Stanis{l}aw Dro.zd.z, 2024. "Approaching multifractal complexity in decentralized cryptocurrency trading," Papers 2411.05951, arXiv.org.
    16. Lee, Hojin & Chang, Woojin, 2015. "Multifractal regime detecting method for financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 70(C), pages 117-129.
    17. Antoniades, I.P. & Brandi, Giuseppe & Magafas, L. & Di Matteo, T., 2021. "The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    18. Zhou, Weijie & Dang, Yaoguo & Gu, Rongbao, 2013. "Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1429-1438.
    19. 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.
    20. Haider Ali & Faheem Aslam & Paulo Ferreira, 2021. "Modeling Dynamic Multifractal Efficiency of US Electricity Market," Energies, MDPI, vol. 14(19), pages 1-16, September.

    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:609:y:2023:i:c:s0378437122008639. 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.