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Evidence for nonstationarity as a physical explanation of the Hurst Phenomenon
Author(s) -
Potter Kenneth W.
Publication year - 1976
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr012i005p01047
Subject(s) - phenomenon , hurst exponent , climatology , atmosphere (unit) , precipitation , detrended fluctuation analysis , meteorology , geology , mechanism (biology) , econometrics , geography , economics , mathematics , statistics , epistemology , philosophy , geometry , scaling
Analysis of six precipitation records from the east coast of the United States supports nonstationarity of the mean as a physical explanation of the Hurst phenomenon. One possible mechanism is ‘almost intransitivity,’ a concept which implies that the atmosphere‐earth‐ocean system may exist in a number of distinct quasi‐stable regimes.