TY - JOUR
T1 - Multifractal and long memory of humidity process in the Tarim River Basin
AU - Liu, Zuhan
AU - Xu, Jianhua
AU - Chen, Zhongsheng
AU - Nie, Qin
AU - Wei, Chunmeng
PY - 2014/6
Y1 - 2014/6
N2 - Based on the daily data of relative humidity from 23 meteorological stations in the Tarim River Basin of northwest China during the period from 1961 to 2010, this paper analyzed the multifractal and long memory property of humidity process. Main findings are as follows: (1) The processes present scaling and multifractal property. (2) The left-skewed multifractal spectrum f(α) indicates that the time series of relative humidity is predominated by small fluctuations. (3) There exists long memory with the δ ∈ (0, 0.5) in the processes, except for Kalpin and Aksu's exhibiting non-stationary long memory with the parameter δ being 0.67 and 0.69 respectively. (4) We found that on the whole, the degree of multifractality exhibits a strengthening trend with the longitude and latitude increasing, but decreasing trend with elevation rising; For length of long memory, we investigated that on the whole, the δ values increased with the longitude and latitude increasing, which indicates that the bigger the longitude and latitude is, the longer the memory of humidity process is, but the higher the elevation is, the shorter the memory of humidity process is.
AB - Based on the daily data of relative humidity from 23 meteorological stations in the Tarim River Basin of northwest China during the period from 1961 to 2010, this paper analyzed the multifractal and long memory property of humidity process. Main findings are as follows: (1) The processes present scaling and multifractal property. (2) The left-skewed multifractal spectrum f(α) indicates that the time series of relative humidity is predominated by small fluctuations. (3) There exists long memory with the δ ∈ (0, 0.5) in the processes, except for Kalpin and Aksu's exhibiting non-stationary long memory with the parameter δ being 0.67 and 0.69 respectively. (4) We found that on the whole, the degree of multifractality exhibits a strengthening trend with the longitude and latitude increasing, but decreasing trend with elevation rising; For length of long memory, we investigated that on the whole, the δ values increased with the longitude and latitude increasing, which indicates that the bigger the longitude and latitude is, the longer the memory of humidity process is, but the higher the elevation is, the shorter the memory of humidity process is.
KW - Fractional difference
KW - Humidity process
KW - Long memory
KW - Multifractal
KW - The Tarim River Basin
UR - https://www.scopus.com/pages/publications/84903544267
U2 - 10.1007/s00477-013-0832-9
DO - 10.1007/s00477-013-0832-9
M3 - 文章
AN - SCOPUS:84903544267
SN - 1436-3240
VL - 28
SP - 1383
EP - 1400
JO - Stochastic Environmental Research and Risk Assessment
JF - Stochastic Environmental Research and Risk Assessment
IS - 6
ER -