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

DOI10.1142/S0218127416500073MaRDI QIDQ2800692zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 4027357 (Why is no real title available?)
• scientific article; zbMATH DE number 1912121 (Why is no real title available?)
• A wavelet-based method for multifractal analysis of medical signals: application to dynamic infrared thermograms of breast cancer
• Fractal and complex network analyses of protein molecular dynamics
• Minimizing the effect of periodic and quasi-periodic trends in detrended fluctuation analysis
• Multifractal detrended fluctuation analysis of nonstationary time series

Cited in

(1)

• Wavelet Multiresolution Complex Network for Analyzing Multivariate Nonlinear Time Series

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