Evidence for nonstationarity as a physical explanation of the Hurst Phenomenon | Zendy

Potter Kenneth W. | Zendy

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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.

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