Article ID Journal Published Year Pages File Type
974201 Physica A: Statistical Mechanics and its Applications 2017 16 Pages PDF
Abstract

•Warehouse-out behaviors exhibit coupling multifractal characteristics.•The fat-tail distribution contributes more to affecting behavioral dynamics features.•The long-term memory of rebar will be more influential than that of wire rod.•Significant coupling multifractal features emerged within time scale interval.

Interaction patterns among different warehouses could make the warehouse-out behavioral sequences less predictable. We firstly take a coupling detrended fluctuation analysis on the warehouse-out quantity, and find that the multivariate sequences exhibit significant coupling multifractal characteristics regardless of the types of steel products. Secondly, we track the sources of multifractal warehouse-out sequences by shuffling and surrogating original ones, and we find that fat-tail distribution contributes more to multifractal features than the long-term memory, regardless of types of steel products. From perspective of warehouse contribution, some warehouses steadily contribute more to multifractal than other warehouses. Finally, based on multiscale multifractal analysis, we propose Hurst surface structure to investigate coupling multifractal, and show that multiple behavioral sequences exhibit significant coupling multifractal features that emerge and usually be restricted within relatively greater time scale interval.

Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
, , ,