MULTISCALE AND FRACTAL ANALYSIS OF SILICON CONTENT TIME SERIES OBSERVED IN BLAST FURNACE HOT METAL USING HURST EXPONENT CHAIN

作者：Luo, Shihua^*; Guo, Fan; Lai, Dejian; Yan, Fang; Tang, Feilai

来源：Fractals-Complex Geometry Patterns and Scaling in Nature and Society, 2015, 23(4): 1550036.

DOI：10.1142/S0218348X1550036X

• Hurst Exponent
• Generalized Hurst Exponent
• Multiscale Hurst Exponent
• Coarse-Grained
• Silicon Content ([Si]) in Hot Metal

Hurst exponent is an important measure of nonlinearity of dynamical time series. In this paper, using rescaled-range (R/S) analysis, multi-fractal detrended fluctuation analysis (MF-DFA) methods, the multiscale Hurst exponent (MHE) and the multiscale generalized Hurst exponent (MGHE) of coarse-grained silicon content ([Si]) time series in blast furnace (BF) hot metal were calculated. First, we collected these [Si] time series from No. 1 BF of Nanchang Iron and Steel Co. and No. 10 BF of Xinyu Iron and Steel Co. in Jiangxi Province, China. Then, we analyzed and compared the estimated Hurst exponents and the generalized Hurst exponent of these observed time series with some simulated time series. Our results show that the observed time series from these BFs have negative correlation with the Hurst exponent less than 0.5, the generalized Hurst exponent H(q) is a nonlinear function of q, and such negative correlation and local various structure persist in their moving averages of the observed time series up to lag 5 or 10.

• 出版日期2015-12
• 单位江西财经大学