Multifractality of river runoff and precipitation: Comparison of fluctuation analysis and wavelet methods

By Jan W. Kantelhardt, Diego Rybski, S. Zschiegner, P. Braun, Eva Koscielny-Bunde, Valerie N. Livina, Shlomo Havlin, Armin Bunde. 2003

211 citations recorded by the source corpus.

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet-transform modulus maxima technique and obtain agreement within the error margins. In contrast to previous studies, we find non-universal behaviour: on long time scales, above a crossover time scale of several weeks, the runoff records are described by fluctuation exponents varying from river to river in a wide range. Similar variations are observed for the precipitation records which exhibit weaker, but still significant multifractality. For all runoff records the type of multifractality is consistent with a modified version of the binomial multifractal model, while several precipitation records seem to require different models.

Subfields: Condensed Matter Physics, Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/6a1e1add64a571612d497c9d2de1bd1261db12b1

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Citations in the corpus

A multifractal description of wind speed records (2004, background): “(9) can be estimated by the formula h(q) = 1 q − ln(a + b) qln2 (10) assuming a binomial multiplicative cascade model [7] which has served as one of the standard paradigms to describe multifractal scaling, (see [26], [7], [22] for details).”
Analysis of daily river flow fluctuations using Empirical Mode Decomposition and arbitrary order Hilbert spectral analysis (2009, methodology): “…have tried different25 methods to characterize the (multi)scaling properties in river flows (Hurst26 et al., 1965; Tessier et al., 1996; Pandey et al., 1998; Jánosi and Gallas,27 1999; Kantelhardt et al., 2003, 2006; Livina et al., 2003a,b; Koscielny-Bunde28 et al., 2006; Mauas et al., 2008).”
Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies (2003, methodology): “According to Kantelhardt et al. (2002, 2003), the method is as accurate as the wavelet methods.”
Complexity–entropy analysis of daily stream flow time series in the continental United States (2014, methodology): “…is a common property of daily stream flow records and the deseasonalization is a common preprocessing procedure (e.g., Montanari et al. 1997, 2000; Kantelhardt et al. 2003; Montanari 2005; Koscielny-Bunde et al. 2006) it is worth studying its effect on the complexity and entropy quantifiers.”