IDEAS home Printed from https://ideas.repec.org/a/spr/waterr/v34y2020i3d10.1007_s11269-020-02493-9.html
   My bibliography  Save this article

Long-Time Memory in Drought via Detrended Fluctuation Analysis

Author

Listed:
  • Hasan Tatli

    (Faculty of Sciences and Arts, Çanakkale Onsekiz Mart University)

  • H. Nüzhet Dalfes

    (Istanbul Technical University)

Abstract

The persistence of drought events largely determines the severity of socioeconomic and ecological impacts, unfortunately the performance of current weather forecasting models (WFM) to simulate such events is subject to great uncertainties. This study is investigating time-domain characteristics of drought persistence over Turkey by applying the detrended fluctuation analysis (DFA) method to the Palmer drought severity index (PDSI). The existence of long-range power-law correlation in PDSI fluctuations is demonstrated for time scales ranging from monthly to decadal. Understanding of such statistical patterns in PDSI values can definitely be a step forward in drought predictability. From a climatological point of view, it is found that the areas with high level DFA scaling exponent (generalized Hurst) indicate the areas of higher sensitivity to droughts and associated risks. Furthermore, the characteristics of the persistence of the PDSI in climate zones have also been examined by applying the Holdridge Life Zones (HLZ) classification. HLZ classification over Turkey leads to two climate-zones: cool-temperate and warm-temperate. In addition, when topography is taken in account, montane (cool-temperate) and lower-montane (warm-temperate) climate zones can be treated as two different zones. It has been observed that the predictable index (PI) of the PDSI derived from the DFA Hurst exponent is relatively high in the cool-temperate and montane climate zones compared to others. In fact, very different PI values were also obtained in a few HLZ climate classes within the same climate zone and with same vegetation index (i.e. steppe, dry-forest, warm-forest etc.).

Suggested Citation

  • 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.
  • Handle: RePEc:spr:waterr:v:34:y:2020:i:3:d:10.1007_s11269-020-02493-9
    DOI: 10.1007/s11269-020-02493-9
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11269-020-02493-9
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11269-020-02493-9?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. 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. 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.
    3. U. Surendran & V. Kumar & S. Ramasubramoniam & P. Raja, 2017. "Development of Drought Indices for Semi-Arid Region Using Drought Indices Calculator (DrinC) – A Case Study from Madurai District, a Semi-Arid Region in India," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(11), pages 3593-3605, September.
    4. G. Tsakiris & D. Pangalou & H. Vangelis, 2007. "Regional Drought Assessment Based on the Reconnaissance Drought Index (RDI)," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 21(5), pages 821-833, May.
    5. 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.
    6. Donald Wilhite & Mark Svoboda & Michael Hayes, 2007. "Understanding the complex impacts of drought: A key to enhancing drought mitigation and preparedness," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 21(5), pages 763-774, May.
    7. 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.
    8. Ivanova, K & Ausloos, M, 1999. "Application of the detrended fluctuation analysis (DFA) method for describing cloud breaking," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 274(1), pages 349-354.
    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. 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. Humberto Millán & Idalberto Macías & Jakeline Rabelo-Lima, 2022. "Hurst scaling with crossover of a drought indicator: a case study in Belem and Manaus, Brazil," 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. 110(1), pages 69-93, January.

    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. 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. 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).
    3. Mohammad Ghabaei Sough & Hamid Zare Abyaneh & Abolfazl Mosaedi, 2018. "Assessing a Multivariate Approach Based on Scalogram Analysis for Agricultural Drought Monitoring," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(10), pages 3423-3440, August.
    4. Lampros Vasiliades & Athanasios Loukas & Nikos Liberis, 2011. "A Water Balance Derived Drought Index for Pinios River Basin, Greece," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(4), pages 1087-1101, March.
    5. Dimitrios Myronidis & Konstantinos Ioannou & Dimitrios Fotakis & Gerald Dörflinger, 2018. "Streamflow and Hydrological Drought Trend Analysis and Forecasting in Cyprus," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(5), pages 1759-1776, March.
    6. Kononovicius, A., 2019. "Illusion of persistence in NBA 1995–2018 regular season data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 250-256.
    7. E. Preziosi & A. Bon & E. Romano & A. Petrangeli & S. Casadei, 2013. "Vulnerability to Drought of a Complex Water Supply System. The Upper Tiber Basin Case Study (Central Italy)," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(13), pages 4655-4678, October.
    8. Nadjib Haied & Atif Foufou & Samira Khadri & Adel Boussaid & Mohamed Azlaoui & Nabil Bougherira, 2023. "Spatial and Temporal Assessment of Drought Hazard, Vulnerability and Risk in Three Different Climatic Zones in Algeria Using Two Commonly Used Meteorological Indices," Sustainability, MDPI, vol. 15(10), pages 1-25, May.
    9. Jiang, Lei & Zhang, Jiping & Liu, Xinwei & Li, Fei, 2016. "Multi-fractal scaling comparison of the Air Temperature and the Surface Temperature over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 783-792.
    10. 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.
    11. 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.
    12. Michele Caraglio & Fulvio Baldovin & Attilio L. Stella, 2021. "How Fast Does the Clock of Finance Run?—A Time-Definition Enforcing Stationarity and Quantifying Overnight Duration," JRFM, MDPI, vol. 14(8), pages 1-15, August.
    13. Kavasseri, Rajesh G. & Nagarajan, Radhakrishnan, 2005. "A multifractal description of wind speed records," Chaos, Solitons & Fractals, Elsevier, vol. 24(1), pages 165-173.
    14. 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.
    15. Pavlov, A.N. & Dubrovsky, A.I. & Koronovskii Jr, A.A. & Pavlova, O.N. & Semyachkina-Glushkovskaya, O.V. & Kurths, J., 2020. "Extended detrended fluctuation analysis of sound-induced changes in brain electrical activity," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    16. 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.
    17. Santos, J.V.C. & Moreira, D.M. & Moret, M.A. & Nascimento, E.G.S., 2019. "Analysis of long-range correlations of wind speed in different regions of Bahia and the Abrolhos Archipelago, Brazil," Energy, Elsevier, vol. 167(C), pages 680-687.
    18. Yong-Wei Liu & Wen Wang & Yi-Ming Hu & Zhong-Min Liang, 2014. "Drought assessment and uncertainty analysis for Dapoling basin," 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. 74(3), pages 1613-1627, December.
    19. 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.
    20. Abolfazl Mosaedi & Hamid Zare Abyaneh & Mohammad Ghabaei Sough & S. Samadi, 2015. "Quantifying Changes in Reconnaissance Drought Index using Equiprobability Transformation Function," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(8), pages 2451-2469, June.

    More about this item

    Keywords

    DFA; Drought; PDSI; HLZ; Long-memory; Turkey;
    All these keywords.

    Statistics

    Access and download statistics

    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:34:y:2020:i:3:d:10.1007_s11269-020-02493-9. 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.