Revisiting long-range dependence in annual precipitation
Publikationstyp
Journal Article
Date Issued
2018
Sprache
English
Journal
Volume
556
Start Page
891
End Page
900
Citation
Journal of hydrology 556: 891-900 (2018)
Publisher DOI
Scopus ID
Publisher
Elsevier
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).
Subjects
Hurst behaviour
Long-range dependence
Long-term persistence
Precipitation reconstructions
Proxy records
Rainfall variability
DDC Class
551: Geology, Hydrology Meteorology