Application of hurst rescaling to geophysical serial data

Auteur(s) et Affiliation(s)

BRAZEL, A.J.

Dept. of Geography, Arizona State University, Etats-Unis

Description :
The AA. will demonstrate the power of Hurst rescaling in screening serial data for regime transitions. These occur at significant rescaled trace inflections, which signal the boundary of time series segments characterized by statistical properties differing from the complete time series. Analysis of sunspot numbers, monthly precipitation records from the midwestern United States, and annual watershed discharge yield regimes that correlate to well-documented periods of extreme activity. Rescaling appears to be useful in screening time series of unknown characteristics to differentiate periods dominated by regime-specific physical processes.

Type de document :
Article de périodique

Source :
Geographical analysis, issn : 0016-7363, 1997, vol. 29, n°. 1, p. 72-87, Collation : Illustration, Références bibliographiques : 25 ref.

Date :
1997

Editeur :
Pays édition : Etats-Unis, Columbus, OH, Ohio State University Press

Langue :
Anglais