IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v82y2016icp103-115.html
   My bibliography  Save this article

On fractal nature of groundwater level fluctuations due to rainfall process

Author

Listed:
  • Joelson, Maminirina
  • Golder, Jacques
  • Beltrame, Philippe
  • Néel, Marie-Christine
  • Di Pietro, Liliana

Abstract

Hourly resolution time series of groundwater level fluctuations are analyzed after removing the seasonal cycle. It is found that fluctuations of groundwater levels have fractal scaling and a persistent behavior. We show also that groundwater level fluctuations exhibit non-Gaussian heavy tailed probability distribution that is well fitted by the Lévy stable distribution. Implications of the present results on the groundwater system modeling as a fractional Lévy motion and the connection with the anomalous diffusion inside the soil are discussed.

Suggested Citation

  • Joelson, Maminirina & Golder, Jacques & Beltrame, Philippe & Néel, Marie-Christine & Di Pietro, Liliana, 2016. "On fractal nature of groundwater level fluctuations due to rainfall process," Chaos, Solitons & Fractals, Elsevier, vol. 82(C), pages 103-115.
    • Handle: RePEc:eee:chsofr:v:82:y:2016:i:c:p:103-115
    DOI: 10.1016/j.chaos.2015.11.010
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077915003690
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.chaos.2015.11.010?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. Weron, Rafał, 2002. "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 285-299.
    2. Melvin J. Hinich, 1982. "Testing For Gaussianity And Linearity Of A Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(3), pages 169-176, May.
    3. Shang, Pengjian & Kamae, Santi, 2005. "Fractal nature of time series in the sediment transport phenomenon," Chaos, Solitons & Fractals, Elsevier, vol. 26(3), pages 997-1007.
    4. Metzler, Ralf & Chechkin, Aleksei V. & Gonchar, Vsevolod Yu. & Klafter, Joseph, 2007. "Some fundamental aspects of Lévy flights," Chaos, Solitons & Fractals, Elsevier, vol. 34(1), pages 129-142.
    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. Yoshioka, Hidekazu & Yoshioka, Yumi, 2024. "Assessing fluctuations of long-memory environmental variables based on the robustified dynamic Orlicz risk," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).
    2. Burnecki, Krzysztof & Sikora, Grzegorz, 2017. "Identification and validation of stable ARFIMA processes with application to UMTS data," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 456-466.

    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. Kian-Ping Lim & Melvin J. Hinich & Venus Khim-Sen Liew, 2005. "Statistical Inadequacy of GARCH Models for Asian Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 4(3), pages 263-279, December.
    2. de Lima, Pedro J. F., 1997. "On the robustness of nonlinearity tests to moment condition failure," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 251-280.
    3. Kaijian He & Rui Zha & Jun Wu & Kin Keung Lai, 2016. "Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price," Sustainability, MDPI, vol. 8(4), pages 1-11, April.
    4. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015. "Endogenous crisis dating and contagion using smooth transition structural GARCH," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 71-79.
    5. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
    6. Vasile Brătian & Ana-Maria Acu & Camelia Oprean-Stan & Emil Dinga & Gabriela-Mariana Ionescu, 2021. "Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion," Mathematics, MDPI, vol. 9(22), pages 1-20, November.
    7. William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan, 2004. "Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size," Contributions to Economic Analysis, in: Functional Structure and Approximation in Econometrics, pages 529-548, Emerald Group Publishing Limited.
    8. Mohan, Shiv & Tsai, Christina W., 2024. "Derivation of vertical concentration profile for nonuniform sediment in suspension using Shannon entropy," Chaos, Solitons & Fractals, Elsevier, vol. 178(C).
    9. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
    10. Hirsch, Christian & Jahnel, Benedikt & Cali, Elie, 2022. "Percolation and connection times in multi-scale dynamic networks," Stochastic Processes and their Applications, Elsevier, vol. 151(C), pages 490-518.
    11. Cecen, Aydin & Xiao, Linlan, 2014. "Capital flows and current account dynamics in Turkey: A nonlinear time series analysis," Economic Modelling, Elsevier, vol. 39(C), pages 240-246.
    12. Czamanski, Daniel & Dormaar, Paul & Hinich, Melvin J. & Serletis, Apostolos, 2007. "Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets," Energy Economics, Elsevier, vol. 29(1), pages 94-104, January.
    13. Politis, D N, 2006. "Can the Stock Market be Linearized?," University of California at San Diego, Economics Working Paper Series qt8th5q5hq, Department of Economics, UC San Diego.
    14. A. Gómez-Águila & J. E. Trinidad-Segovia & M. A. Sánchez-Granero, 2022. "Improvement in Hurst exponent estimation and its application to financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
    15. Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung, 2012. "New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion," MPRA Paper 41872, University Library of Munich, Germany.
    16. Garcin, Matthieu, 2017. "Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 462-479.
    17. Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.
    18. Kumbhakar, Manotosh & Tsai, Christina W., 2022. "A probabilistic model on streamwise velocity profile in open channels using Tsallis relative entropy theory," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
    19. Abdul Rahman & Samir Saadi, 2007. "Is South Korea's stock market efficient? A note," Applied Economics Letters, Taylor & Francis Journals, vol. 14(1), pages 71-74.
    20. Park Joon Y. & Whang Yoon-Jae, 2005. "A Test of the Martingale Hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-32, June.

    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:82:y:2016:i:c:p:103-115. 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.