Journal
JOURNAL OF HYDROLOGY
Volume 556, Issue -, Pages 891-900Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.jhydrol.2016.04.015
Keywords
Long-range dependence; Hurst behaviour; Long-term persistence; Rainfall variability; Precipitation reconstructions; Proxy records
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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 100 years or more, as well as a smaller number of paleoclimatic reconstructions covering the last 12,000 years. Our findings suggest weak long-term persistence for instrumental data (average H = 0.59), which becomes stronger with scale, i.e. in the paleoclimatic reconstructions (average H = 0.75). (C) 2016 Elsevier B.V. All rights reserved.
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