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R/S analysis of pluviometric records: comparison with numerical experiments

Author

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  • Miranda, José G.V
  • Andrade, Roberto F.S

Abstract

Hurst's exponent H is obtained for historical precipitation data in northeast Brazil. The influence of periodic natural forces in the data is reflected by the presence of breaks and steps in the plots of the R/S signal vs. the time lag τ. The reliability of the results for actual data is tested by the comparison to those for numerical simulations of random variables under the influence of an external periodic modulated forcing.

Suggested Citation

  • Miranda, José G.V & Andrade, Roberto F.S, 2001. "R/S analysis of pluviometric records: comparison with numerical experiments," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(1), pages 38-41.
    • Handle: RePEc:eee:phsmap:v:295:y:2001:i:1:p:38-41
    DOI: 10.1016/S0378-4371(01)00171-6
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    Cited by:

    1. Figueiredo, Thiago C. & Vivas, Jamile & Peña, Norberto & Miranda, José G.V., 2016. "Fractal measures of video-recorded trajectories can classify motor subtypes in Parkinson’s Disease," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 12-20.
    2. Chávez Muñoz, Pablo & Fernandes da Silva, Marcus & Vivas Miranda, José & Claro, Francisco & Gomez Diniz, Raimundo, 2007. "Influence of government controls over the currency exchange rate in the evolution of Hurst's exponent: An autonomous agent-based model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(2), pages 786-790.

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