IDEAS home Printed from https://ideas.repec.org/a/spr/waterr/v30y2016i2p505-522.html
   My bibliography  Save this article

Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis

Author

Listed:
  • Dong Liu
  • Mingjie Luo
  • Qiang Fu
  • Yongjia Zhang
  • Khan Imran
  • Dan Zhao
  • Tianxiao Li
  • Faiz Abrar

Abstract

The stability of current methods of complexity measurement are generally Inefficient. In this study, multifractal spectra (MFS) analysis, which depends on empirical mode decomposition detrended fluctuation analysis (EMD–DFA), was used to measure the complexity of the monthly precipitation series from 1964 to 2013 (50 years) of 11 districts in Harbin, Heilongjiang Province, China. By comparing the anti-noise capability of MFS–EMD–DFA with that of conventional complexity measurement approaches, such as sample entropy, Lempel–Ziv complexity, and approx mate entropy, it was established that MFS–EMD–DFA has greater robustness in anti-noise jamming, and thus it could be applied more widely. The precipitation series complexity strength map of the 11 regions was drawn using a geographical information system. This study analyzed the correlation between precipitation and some meteorological factors and then ranked their strengths. The results showed that many meteorological factors have strong connections with the regional precipitation series in the study area. This study provided a solid foundation for further extraction of hydrological information in Harbin and proposed a new method for complexity analysis. The novel MFS–EMD–DFA approach could also be applied to the analysis of multifractal characteristics as well as complexity measurement in various other disciplines. Copyright Springer Science+Business Media Dordrecht 2016

Suggested Citation

  • Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan Imran & Dan Zhao & Tianxiao Li & Faiz Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
  • Handle: RePEc:spr:waterr:v:30:y:2016:i:2:p:505-522
    DOI: 10.1007/s11269-015-1174-9
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11269-015-1174-9
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s11269-015-1174-9?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. Philip Wallis & Raymond Ison, 2011. "Appreciating Institutional Complexity in Water Governance Dynamics: A Case from the Murray-Darling Basin, Australia," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(15), pages 4081-4097, December.
    2. Suleymanov, Arif A. & Abbasov, Askar A. & Ismaylov, Aydin J., 2009. "Fractal analysis of time series in oil and gas production," Chaos, Solitons & Fractals, Elsevier, vol. 41(5), pages 2474-2483.
    3. Qian, Xi-Yuan & Gu, Gao-Feng & Zhou, Wei-Xing, 2011. "Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4388-4395.
    4. Zhenfang He & Yaonan Zhang & Qingchun Guo & Xueru Zhao, 2014. "Comparative Study of Artificial Neural Networks and Wavelet Artificial Neural Networks for Groundwater Depth Data Forecasting with Various Curve Fractal Dimensions," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(15), pages 5297-5317, December.
    5. Cao, Guangxi & Cao, Jie & Xu, Longbing, 2013. "Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 797-807.
    6. Benoit Mandelbrot, 1999. "Survey of Multifractality in Finance," Cowles Foundation Discussion Papers 1238, Cowles Foundation for Research in Economics, Yale University.
    7. Benoit Mandelbrot & Adlai Fisher & Laurent Calvet, 1997. "A Multifractal Model of Asset Returns," Cowles Foundation Discussion Papers 1164, Cowles Foundation for Research in Economics, Yale University.
    8. Miao Yu & Dong Liu & Jean Dieu Bazimenyera, 2013. "Diagnostic Complexity of Regional Groundwater Resources System Based on time series fractal dimension and Artificial Fish Swarm Algorithm," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(7), pages 1897-1911, May.
    9. Xiaohui Yuan & Bin Ji & Hao Tian & Yuehua Huang, 2014. "Multiscaling Analysis of Monthly Runoff Series Using Improved MF-DFA Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(12), pages 3891-3903, September.
    10. Breslin, M.C. & Belward, J.A., 1999. "Fractal dimensions for rainfall time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 437-446.
    11. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3218-3229.
    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. Rizvi, Syed Aun R. & Dewandaru, Ginanjar & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 86-99.
    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. Muhammad Imran Khan & Dong Liu & Qiang Fu & Shuhua Dong & Umar Waqas Liaqat & Muhammad Abrar Faiz & Yuxiang Hu & Qaisar Saddique, 2016. "Recent Climate Trends and Drought Behavioral Assessment Based on Precipitation and Temperature Data Series in the Songhua River Basin of China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(13), pages 4839-4859, October.
    2. Qiang Fu & Ye Liu & Tianxiao Li & Dong Liu & Song Cui, 2017. "Analysis of Irrigation Water Use Efficiency Based on the Chaos Features of a Rainfall Time Series," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(6), pages 1961-1973, April.
    3. Hasan Tatli & H. Nüzhet Dalfes, 2020. "Long-Time Memory in Drought via Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(3), pages 1199-1212, February.

    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. Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan M. Imran & Dan Zhao & Tianxiao Li & Faiz M. Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
    2. 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).
    3. Raza, Syed Ali & Shah, Nida & Suleman, Muhammed Tahir, 2024. "A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic," International Economics, Elsevier, vol. 177(C).
    4. Chenyu Han & Yiming Wang & Yingying Xu, 2019. "Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash," Sustainability, MDPI, vol. 11(6), pages 1-15, March.
    5. Lee, Minhyuk & Song, Jae Wook & Park, Ji Hwan & Chang, Woojin, 2017. "Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA," Chaos, Solitons & Fractals, Elsevier, vol. 97(C), pages 28-38.
    6. Yun-Jung Lee & Neung-Woo Kim & Ki-Hong Choi & Seong-Min Yoon, 2020. "Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach," Energies, MDPI, vol. 13(9), pages 1-14, May.
    7. Ruan, Qingsong & Zhang, Manqian & Lv, Dayong & Yang, Haiquan, 2018. "SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1009-1022.
    8. Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei, 2017. "Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 119-130.
    9. Ning, Ye & Han, Chenyu & Wang, Yiming, 2018. "The multifractal properties of Euro and Pound exchange rates and comparisons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 578-587.
    10. Caraiani, Petre & Haven, Emmanuel, 2015. "Evidence of multifractality from CEE exchange rates against Euro," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 395-407.
    11. Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min, 2021. "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    12. Chen, Yuwen & Zheng, Tingting, 2017. "Asymmetric joint multifractal analysis in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 10-19.
    13. Gajardo, Gabriel & Kristjanpoller, Werner, 2017. "Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 121-128.
    14. Wang, Qizhen & Zhu, Yingming & Yang, Liansheng & Mul, Remco A.H., 2017. "Coupling detrended fluctuation analysis of Asian stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 337-350.
    15. Fan, Qingju, 2016. "Asymmetric multiscale detrended fluctuation analysis of California electricity spot price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 252-260.
    16. Mensi, Walid & Tiwari, Aviral Kumar & Yoon, Seong-Min, 2017. "Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 135-146.
    17. Zhang, Shuchang & Guo, Yaoqi & Cheng, Hui & Zhang, Hongwei, 2021. "Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    18. Wang, Jian & Huang, Menghao & Wu, Xinpei & Kim, Junseok, 2023. "A local fitting based multifractal detrend fluctuation analysis method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
    19. Han, Chenyu & Wang, Yiming & Ning, Ye, 2019. "Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    20. Guo, Yaoqi & Shi, Fengyuan & Yu, Zhuling & Yao, Shanshan & Zhang, Hongwei, 2022. "Asymmetric multifractality in China’s energy market based on improved asymmetric multifractal cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(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:spr:waterr:v:30:y:2016:i:2:p:505-522. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.