IDEAS home Printed from https://ideas.repec.org/a/spr/waterr/v28y2014i12p3891-3903.html
   My bibliography  Save this article

Multiscaling Analysis of Monthly Runoff Series Using Improved MF-DFA Approach

Author

Listed:
  • Xiaohui Yuan
  • Bin Ji
  • Hao Tian
  • Yuehua Huang

Abstract

An improved multifractal detrended fluctuation analysis(MF-DFA) method is applied to analyze the long-term monthly runoff records of a hydrological station in the Yangtze River with seasonal trend eliminated, through which the long-range correlation and the multifractal characteristics have been found. The multifractal spectrum has been fitted by a generalized expression of the multiplicative cascade model, and the results show that the monthly runoff series has strong multifractal characteristics. Comparing the results for the original runoff series with those of shuffled and surrogate series, it concludes that the multifractal characteristics of the monthly runoff time series is due to the broadness of both the probability density function and long-range correlation, and the broadness of the probability density function is dominant. Copyright Springer Science+Business Media Dordrecht 2014

Suggested Citation

  • 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.
    • Handle: RePEc:spr:waterr:v:28:y:2014:i:12:p:3891-3903
    DOI: 10.1007/s11269-014-0715-y
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11269-014-0715-y
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s11269-014-0715-y?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. Subimal Ghosh & Sudhir Katkar, 2012. "Modeling Uncertainty Resulting from Multiple Downscaling Methods in Assessing Hydrological Impacts of Climate Change," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 26(12), pages 3559-3579, September.
    2. Abhijit Bhuyan & Munindra Borah & Rakesh Kumar, 2010. "Regional Flood Frequency Analysis of North-Bank of the River Brahmaputra by Using LH-Moments," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 24(9), pages 1779-1790, July.
    3. 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.
    4. Govindasamy Agoramoorthy, 2014. "David Groenfeldt: Water Ethics: A Values Approach to Solving the Water Crisis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(6), pages 1481-1483, April.
    5. Hong Wu & Leen-Kiat Soh & Ashok Samal & Xun-Hong Chen, 2008. "Trend Analysis of Streamflow Drought Events in Nebraska," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 22(2), pages 145-164, February.
    6. Zooho Kim & Vijay Singh, 2014. "Assessment of Environmental Flow Requirements by Entropy-Based Multi-Criteria Decision," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(2), pages 459-474, January.
    7. Zhenxing Zhang & Andrew Dehoff & Robert Pody & John Balay, 2010. "Detection of Streamflow Change in the Susquehanna River Basin," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 24(10), pages 1947-1964, August.
    8. Sadegh Movahed, M. & Hermanis, Evalds, 2008. "Fractal analysis of river flow fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 915-932.
    9. Chianca, C.V. & Ticona, A. & Penna, T.J.P., 2005. "Fourier-detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 357(3), pages 447-454.
    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. Zhong-kai Feng & Wen-jing Niu & Peng-fei Shi & Tao Yang, 2022. "Adaptive Neural-Based Fuzzy Inference System and Cooperation Search Algorithm for Simulating and Predicting Discharge Time Series Under Hydropower Reservoir Operation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 36(8), pages 2795-2812, June.
    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. 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.
    4. Zhong-kai Feng & Wen-jing Niu & Zhi-qiang Jiang & Hui Qin & Zhen-guo Song, 2020. "Monthly Operation Optimization of Cascade Hydropower Reservoirs with Dynamic Programming and Latin Hypercube Sampling for Dimensionality Reduction," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(6), pages 2029-2041, April.
    5. 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).
    6. 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).
    7. 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.
    8. 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.

    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. 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.
    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. Weibin Zhang & Xiaochun Zha & Jiaxing Li & Wei Liang & Yugai Ma & Dongmei Fan & Sha Li, 2014. "Spatiotemporal Change of Blue Water and Green Water Resources in the Headwater of Yellow River Basin, China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(13), pages 4715-4732, October.
    4. Zhao, Xiaojun & Shang, Pengjian & Zhao, Chuang & Wang, Jing & Tao, Rui, 2012. "Minimizing the trend effect on detrended cross-correlation analysis with empirical mode decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 166-173.
    5. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    6. Mali, Provash & Mukhopadhyay, Amitabha & Singh, Gurmukh, 2016. "Multifractal detrended moving average analysis of particle density functions in relativistic nuclear collisions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 323-332.
    7. Sarker, Alivia & Mali, Provash, 2021. "Detrended multifractal characterization of Indian rainfall records," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    8. Jamshid Ardalankia & Mohammad Osoolian & Emmanuel Haven & G. Reza Jafari, 2019. "Scaling Features of Price-Volume Cross-Correlation," Papers 1903.01744, arXiv.org, revised Aug 2020.
    9. Erjia Ge & Yee Leung, 2013. "Detection of crossover time scales in multifractal detrended fluctuation analysis," Journal of Geographical Systems, Springer, vol. 15(2), pages 115-147, April.
    10. Gui, Jun & Zheng, Zeyu & Fu, Dianzheng & Fu, Yang & Liu, Zhi, 2021. "Long-term correlations and multifractality of toll-free calls in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 567(C).
    11. Kiyono, Ken & Tsujimoto, Yutaka, 2016. "Nonlinear filtering properties of detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 807-815.
    12. 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.
    13. Wang, Fang & Liao, Gui-ping & Li, Jian-hui & Li, Xiao-chun & Zhou, Tie-jun, 2013. "Multifractal detrended fluctuation analysis for clustering structures of electricity price periods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5723-5734.
    14. Liu, Chenggong & Shang, Pengjian & Feng, Guochen, 2017. "The high order dispersion analysis based on first-passage-time probability in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 1-9.
    15. Chatterjee, Sucharita & Ghosh, Dipak, 2021. "Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
    16. Ruan, Qingsong & Zhou, Mi & Yin, Linsen & Lv, Dayong, 2021. "Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    17. Serinaldi, Francesco, 2010. "Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2770-2781.
    18. 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.
    19. Chatterjee, Sucharita, 2020. "Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    20. Kar, Alpa & Chatterjee, Sucharita & Ghosh, Dipak, 2019. "Multifractal detrended cross correlation analysis of Land-surface temperature anomalies and Soil radon concentration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 236-247.

    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:28:y:2014:i:12:p:3891-3903. 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.