The Hurst phenomenon and fractional Gaussian noise made easy

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The Hurst phenomenon and fractional Gaussian noise made easy

The Hurst phenomenon, which characterizes hydrological and other geophysical time series, is formulated and studied in an easy manner in terms of the variance and autocorrelation of a stochastic process on multiple temporal scales. In addition, a simple explanation of the Hurst phenomenon based on the fluctuation of a hydrological process upon different temporal scales is presented. The stochas...

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ژورنال

عنوان ژورنال: Hydrological Sciences Journal

سال: 2002

ISSN: 0262-6667,2150-3435

DOI: 10.1080/02626660209492961