An analysis of multifractal characteristics of API time series in Nanjing, China

Chen-hua Shen, Yi Huang and Ya-ni Yan

Physica A: Statistical Mechanics and its Applications, 2016, vol. 451, issue C, 171-179

Abstract: This paper describes multifractal characteristics of daily air pollution index (API) records in Nanjing from 2001 to 2012. The entire daily API time series is first divided into 12 parts that serve as research objects, and the generalized Hurst exponent is calculated for each series. And then, the multifractal sources are analyzed and singularity spectra are shown. Next, based on a singularity spectrum, the multifractal-characteristics parameters (maximum exponent α0, spectrum width Δα, and asymmetry Δαas) are introduced. The results show that the fractality of daily API for each year is multifractal. The multifractal sources originate from both a broad probability density function and different long-range correlations with small and large fluctuations. The strength of the distribution multifractality is stronger than that of the correlation multifractality. The variation in the structure of API time series with increasing years is mainly related to long-range correlations. The structure of API time series in some years is richer. These findings can provide a scientific basis for further probing into the complexity of API.

Keywords: Multifractality; Multifractal detrended fluctuation analysis; Multifractal characteristics; Long-range correlations; A broad probability density function; API (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:451:y:2016:i:c:p:171-179

DOI: 10.1016/j.physa.2016.01.061

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