dorsal/arxiv
View SchemaLong-term persistence and multifractality of river runoff records: Detrended fluctuation studies
| Authors | Eva Koscielny-Bunde, Jan W. Kantelhardt, Peter Braun, Armin Bunde, Shlomo Havlin |
|---|---|
| Categories | |
| ArXiv ID | physics/0305078 |
| URL | https://arxiv.org/abs/physics/0305078 |
Abstract
We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply several recently developed methods [detrended fluctuation analysis (DFA), wavelet analysis, and multifractal DFA] that can systematically detect and overcome nonstationarities in the data at all time scales. We find that above some crossover time that usually is several weeks, the daily runoffs are long-term correlated, being characterized by a correlation function C(s) that decays as C(s) ~ s^(gamma). The exponent gamma varies from river to river in a wide range between 0.1 and 0.9. The power-law decay of C(s) corresponds to a power-law increase of the related fluctuation function F_2(s) ~ s^H where H = 1-gamma/2. We also find that in most records, for large times, weak multifractality occurs. The Renyi exponent tau(q) for q between -10 and +10 can be fitted to the remarkably simple form tau(q) = -ln(a^q+b^q) /ln 2, with solely two parameters a and b between 0 and 1 with a+b >= 1. This type of multifractality is obtained from a generalization of the multiplicative cascade model.
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"abstract": "We study temporal correlations and multifractal properties of long river\ndischarge records from 41 hydrological stations around the globe. To detect\nlong-term correlations and multifractal behaviour in the presence of trends, we\napply several recently developed methods [detrended fluctuation analysis (DFA),\nwavelet analysis, and multifractal DFA] that can systematically detect and\novercome nonstationarities in the data at all time scales. We find that above\nsome crossover time that usually is several weeks, the daily runoffs are\nlong-term correlated, being characterized by a correlation function C(s) that\ndecays as C(s) ~ s^(gamma). The exponent gamma varies from river to river in a\nwide range between 0.1 and 0.9. The power-law decay of C(s) corresponds to a\npower-law increase of the related fluctuation function F_2(s) ~ s^H where H =\n1-gamma/2. We also find that in most records, for large times, weak\nmultifractality occurs. The Renyi exponent tau(q) for q between -10 and +10 can\nbe fitted to the remarkably simple form tau(q) = -ln(a^q+b^q) /ln 2, with\nsolely two parameters a and b between 0 and 1 with a+b \u003e= 1. This type of\nmultifractality is obtained from a generalization of the multiplicative cascade\nmodel.",
"arxiv_id": "physics/0305078",
"authors": [
"Eva Koscielny-Bunde",
"Jan W. Kantelhardt",
"Peter Braun",
"Armin Bunde",
"Shlomo Havlin"
],
"categories": [
"physics.geo-ph",
"cond-mat.stat-mech",
"physics.data-an"
],
"title": "Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies",
"url": "https://arxiv.org/abs/physics/0305078"
},
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