Multiscaling Analysis of Monthly Runoff Series Using Improved MF-DFA Approach

• DOI: 10.1007/s11269-014-0715-y
• Publication Date: 2014-06-21T21:43:24Z
• Authors: Xiaohui Yuan; Bin Ji; Hao Tian; Yuehua Huang
• Keywords: Multifractal system

An improved multifractal detrended fluctuation analysis(MF-DFA) method is applied to analyze the long-term monthly runoff records of a hydrological station in the Yangtze River with seasonal trend eliminated, through which the long-range correlation and the multifractal characteristics have been found. The multifractal spectrum has been fitted by a generalized expression of the multiplicative cascade model, and the results show that the monthly runoff series has strong multifractal characteristics. Comparing the results for the original runoff series with those of shuffled and surrogate series, it concludes that the multifractal characteristics of the monthly runoff time series is due to the broadness of both the probability density function and long-range correlation, and the broadness of the probability density function is dominant.