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; Armin Bunde

doi:10.1016/j.physa.2003.08.019

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, Armin Bunde

Department of Physics

Research output: Contribution to journal › Conference article › peer-review

206 Scopus citations

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.

Original language	English
Pages (from-to)	240-245
Number of pages	6
Journal	Physica A: Statistical Mechanics and its Applications
Volume	330
Issue number	1-2
DOIs	https://doi.org/10.1016/j.physa.2003.08.019
State	Published - 1 Dec 2003
Event	Randomes and Complexity - Eilat, Israel Duration: 5 Jan 2003 → 9 Jan 2003

Bibliographical note

Funding Information:
We would like to thank the German Science Foundation (DFG), the German Federal Ministry of Education and Research (BMBF), the Israel Science Foundation (ISF), and the Minerva Foundation for financial support. We also would like to thank H. Österle from PIK, Potsdam, for providing some of the observational data.

Funding

We would like to thank the German Science Foundation (DFG), the German Federal Ministry of Education and Research (BMBF), the Israel Science Foundation (ISF), and the Minerva Foundation for financial support. We also would like to thank H. Österle from PIK, Potsdam, for providing some of the observational data.

Funders	Funder number
Minerva Foundation
Deutsche Forschungsgemeinschaft
Bundesministerium für Bildung und Forschung
Israel Science Foundation

Keywords

Fluctuation analysis
Long-term correlations
Multifractality
Precipitation
Runoff
Time series
Wavelet analysis

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10.1016/j.physa.2003.08.019

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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.",

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AU - Koscielny-Bunde, Eva

AU - Livina, Valerie

AU - Havlin, Shlomo

AU - Bunde, Armin

N1 - Funding Information: We would like to thank the German Science Foundation (DFG), the German Federal Ministry of Education and Research (BMBF), the Israel Science Foundation (ISF), and the Minerva Foundation for financial support. We also would like to thank H. Österle from PIK, Potsdam, for providing some of the observational data.

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KW - Precipitation

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KW - Time series

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

Abstract

Bibliographical note

Funding

Keywords

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