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Climate change, the Hurst phenomenon, and hydrological statistics

Koutsoyiannis, D., Climate change, the Hurst phenomenon, and hydrological statistics, Hydrological Sciences Journal, 48 (1), 3–24, 2003.

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[English]

The intensive research of the recent years on climate change has led to the strong conclusion that climate has always, through the planet history, changed irregularly on all time scales. Climate changes are closely related to the Hurst phenomenon, which has been detected in many long hydroclimatic time series and is stochastically equivalent with a simple scaling behaviour of climate variability over timescale. The climate variability, anthropogenic or natural, increases the uncertainty of the hydrologic processes. It is shown that hydrologic statistics, the branch of hydrology that deals with uncertainty, in its current state is not consistent with the varying character of climate. Typical statistics used in hydrology such as means, variances, cross- and auto-correlations and Hurst coefficients, and the variability thereof, are revisited under the hypothesis of a varying climate following a simple scaling law, and new estimators are studied which in many cases differ dramatically from the classic ones. The new statistical framework is applied to real-world examples for typical tasks such as estimation and hypothesis testing where again the results depart significantly from those of the classic statistics.

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See also: http://dx.doi.org/10.1623/hysj.48.1.3.43481

Remarks:

Alternative names for Hurst phenomenon are Hurst effect, Joseph effect, Long term persistence, Long range dependence, Scaling behaviour (in time), Multi-scale fluctuation, Hurst-Kolmogorov pragmaticity, etc.

Erratum: The runoff of the Boeotikos Kephisos catchment (Fig. 3, p. 7, and p. 21, first full paragraph) should be corrected to volume units, i.e. cubic hectometers (instead of millimeters).

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Our works that reference this work:

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Tagged under: Course bibliography: Stochastic methods, Climate stochastics, Hurst-Kolmogorov dynamics, Papers initially rejected, Stochastics, Uncertainty