Abstract

In this paper, multifractal properties of the Southern Oscillation Index (SOI) have been analyzed using Empirical Mode Decomposition (EMD) and Multifractal Detrended Fluctuation Analysis (MFDFA) for the time interval between 1991 to 2020. The joint application of the EMD and detrended fluctuation analysis methods allowed the signal to be separated into three subsets, each with different scaling properties. Then each of these subsequences was analyzed using the MFDFA.Results show that a different multifractality structure characterizes each subset. We observe the strongest multifractality in the macroscale component followed by the medium-scale subsequence. The microscale has the lowest multifractality of the three. The removal of temporal correlations by shuffling the sequences showed that the leading cause of multifractality is the different long-range correlations for small and large fluctuations.

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