Eur. Phys. J. B 72, 679-683 (2009)
https://doi.org/10.1140/epjb/e2009-00402-2

Multifractal detrended cross-correlation analysis of temporal and spatial seismic data

¹ Department of Physics and Astronomy, University of California, Los Angeles, California, 90095, USA
² Department of Physics, Shahid Beheshti University, G.C., Evin, Tehran, 19839, Iran
³ IFISC, Instituto de Física Interdisciplinary Sistemas Complejos (UIB-CSIC), Campus UIB, 07122 Palma de Mallorca, Spain

Corresponding author: ^a g_jafari@sbu.ac.ir

Received: 6 May 2009
Revised: 12 October 2009
Published online: 1 December 2009

Abstract

We use Multi-Fractal Detrended Cross-Correlation Analysis (MF-DXA) method to investigate the cross-correlation of temporal and spatial inter-events seismic data, which expected to be correlated. The mentioned data are the California earthquakes' data which are simultaneously recorded, over an extended period of time. We get the cross-correlation exponent 0.76 ± 0.01. We determine generalized Hurst exponent and singularity spectrum and find that these sequences are joined in various scales and have a multifractality behavior. It means that the correlation in small scales of the sequences (the earthquakes which are close together in space and time) are different from in the large ones. We also find that in spite of the multifractal behavior of temporal and spatial time series, their cross series shows fractal behavior, meaning that the statistical properties of the cross series are invariant under the change of scale.