Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8895196 | Journal of Hydrology | 2018 | 31 Pages |
Abstract
Long-range dependence (LRD), the so-called Hurst-Kolmogorov behaviour, is considered to be an intrinsic characteristic of most natural processes. This behaviour manifests itself by the prevalence of slowly decaying autocorrelation function and questions the Markov assumption, often habitually employed in time series analysis. Herein, we investigate the dependence structure of annual rainfall using a large set, comprising more than a thousand stations worldwide of length 100Â years or more, as well as a smaller number of paleoclimatic reconstructions covering the last 12,000Â years. Our findings suggest weak long-term persistence for instrumental data (average HÂ =Â 0.59), which becomes stronger with scale, i.e. in the paleoclimatic reconstructions (average HÂ =Â 0.75).
Related Topics
Physical Sciences and Engineering
Earth and Planetary Sciences
Earth-Surface Processes
Authors
Theano Iliopoulou, Simon Michael Papalexiou, Yannis Markonis, Demetris Koutsoyiannis,