R/S analysis of pluviometric records: comparison with numerical experiments

Hurst's exponent H is obtained for historical precipitation data in northeast Brazil. The influence of periodic natural forces in the data is reflected by the presence of breaks and steps in the plots of the R/S signal vs. the time lag τ. The reliability of the results for actual data is tested by the comparison to those for numerical simulations of random variables under the influence of an external periodic modulated forcing.

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Year of publication:	2001
Authors:	Miranda, José G.V ; Andrade, Roberto F.S
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 295.2001, 1, p. 38-41
Publisher:	Elsevier
Subject:	R/S analysis \| Pluviometric records \| Numerical simulation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011064626