On the long-term correlations and multifractal properties of electric arc furnace time series

DOI10.1142/S0218127416500073zbMATH Open1335.62136arXiv1503.03332OpenAlexW3102526075MaRDI QIDQ2800692FDOQ2800692

Authors: Lorenzo Livi, Enrico Maiorino, A. Sadeghian, Antonello Rizzi 

Publication date: 18 April 2016

Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Abstract: In this paper, we study long-term correlations and multifractal properties elaborated from time series of three-phase current signals coming from an industrial electric arc furnace plant. Implicit sinusoidal trends are suitably detected by considering the scaling of the fluctuation functions. Time series are then filtered via a Fourier-based analysis, removing hence such strong periodicities. In the filtered time series we detected long-term, positive correlations. The presence of positive correlations is in agreement with the typical V--I characteristic (hysteresis) of the electric arc furnace, providing thus a sound physical justification for the memory effects found in the current time series. The multifractal signature is strong enough in the filtered time series to be effectively classified as multifractal.

Full work available at URL: https://arxiv.org/abs/1503.03332

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zbMATH Keywords

time series analysismultifractal analysiselectric arc furnaceFourier detrending

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
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• Minimizing the effect of periodic and quasi-periodic trends in detrended fluctuation analysis
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Cited In (1)

• Wavelet Multiresolution Complex Network for Analyzing Multivariate Nonlinear Time Series

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