Regensburg 2004 – scientific programme

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DY: Dynamik und Statistische Physik

DY 42: Long-Range Correlations and Multifractals

DY 42.3: Talk

Thursday, March 11, 2004, 12:00–12:15, H2

Multifractal Detrended Fluctuation Analysis: Application to Rainfall Records — •Diego Rybski^1,2, Jan W. Kantelhardt¹, Armin Bunde¹, and Shlomo Havlin² — ¹Institut für Theoretische Physik III, Justus-Liebig-Universität Giessen — ²Department of Physics and Minerva Center, Bar-Ilan University, Ramat-Gan, Israel

We use the Multifractal Detrended Fluctuation Analysis (MF-DFA) [1] in order to characterize the fluctuations of long daily precipitation records. We find that the records cannot be characterized by a single multifractal model. For some records, the multifractal spectrum is described by a modified binomial multifractal process, while for others a bifractal model is most appropriate. For positive moments, the Lovejoy-Schertzer ansatz provides a good fit to most records.

[1] J.W. Kantelhardt et al., Physica A 316, 87 (2002).