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

Jan W. Kantelhardt, Diego Rybski, Stephan A. Zschiegner, Peter Braun, Eva Koscielny-Bunde, Valerie Livina, Shlomo Havlin and Armin Bunde

Physica A: Statistical Mechanics and its Applications, 2003, vol. 330, issue 1, 240-245

Abstract: 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.

Keywords: Time series; Long-term correlations; Multifractality; Fluctuation analysis; Wavelet analysis; Runoff; Precipitation (search for similar items in EconPapers)
Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (31)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:330:y:2003:i:1:p:240-245

DOI: 10.1016/j.physa.2003.08.019

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