Multifractal characterization of air polluted time series in China
Physica A: Statistical Mechanics and its Applications, 2019, vol. 514, issue C, 167-180
This paper adopts multifractal methods to analyze the multifractal characteristics of polluted time series in Beijing, Zhengzhou, and Jinan. The results of the multifractal detrended fluctuation analysis (MF-DFA) show that each of three air quality index (AQI) time series has multifractal characteristics, which provides evidence that the multifractal method but the traditional linear or monofractal method is feasible. The sources of multifractality in three AQI time series are all from long-range correlations and fat tail distributions, although the highlighted sources are different in three cities. The results of the coupling detrended fluctuation analysis (CDFA) show that SO2 has a vital impact on air quality in each of three cities. O3 has an important impact on air quality in Beijing and Jinan city and NO2 has an important impact on air quality in Zhengzhou city. It is noted that PM2.5 has not as large an impact as we imagine in three cities. It has a relatively large impact on air quality of Zhengzhou city, while it has a small impact on air quality of Beijing and Jinan city. The chi square χ2 test further confirms the above results.
Keywords: Multifractality; MF-DFA; CDFA; Air polluted time series (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:514:y:2019:i:c:p:167-180
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