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

José G.V Miranda and Roberto F.S Andrade

Physica A: Statistical Mechanics and its Applications, 2001, vol. 295, issue 1, 38-41

Abstract: 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.

Keywords: R/S analysis; Pluviometric records; Numerical simulation (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:295:y:2001:i:1:p:38-41

DOI: 10.1016/S0378-4371(01)00171-6

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