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Revisiting long-range dependence in annual precipitation

Author:
Iliopoulou, Theano, Papalexiou, Simon Michael, Markonis, Yannis, Koutsoyiannis, Demetris
Source:
Journal of hydrology 2018 v.556 pp. 891-900
ISSN:
0022-1694
Subject:
autocorrelation, hydrology, rain, time series analysis
Abstract:
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 100years or more, as well as a smaller number of paleoclimatic reconstructions covering the last 12,000years. 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).
Agid:
5249166