Climate change, the Hurst phenomenon, and hydrological statistics

Koutsoyiannis, D

dc.contributor.author	Koutsoyiannis, D	en
dc.date.accessioned	2014-03-01T01:18:45Z
dc.date.available	2014-03-01T01:18:45Z
dc.date.issued	2003	en
dc.identifier.issn	02626667	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/15180
dc.subject	Climate change	en
dc.subject	Hurst phenomenon	en
dc.subject	Hydrological estimation	en
dc.subject	Hydrological persistence	en
dc.subject	Hydrological prediction	en
dc.subject	Hydrological statistics	en
dc.subject	Statistical testing	en
dc.subject	Uncertainty	en
dc.subject.other	Climate change	en
dc.subject.other	Correlation methods	en
dc.subject.other	Stochastic control systems	en
dc.subject.other	Time series analysis	en
dc.subject.other	Hurst phenomenon	en
dc.subject.other	Hydrology	en
dc.subject.other	climate change	en
dc.subject.other	hydrological change	en
dc.subject.other	statistical analysis	en
dc.subject.other	uncertainty analysis	en
dc.title	Climate change, the Hurst phenomenon, and hydrological statistics	en
heal.type	journalArticle	en
heal.identifier.primary	10.1623/hysj.48.1.3.43481	en
heal.identifier.secondary	http://dx.doi.org/10.1623/hysj.48.1.3.43481	en
heal.publicationDate	2003	en
heal.abstract	The intensive research of recent years on climate change has led to the strong conclusion that climate has always, throughout the Earth's 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 to a simple scaling behaviour of climate variability over time scale. The climate variability, anthropogenic or natural, increases the uncertainty of the hydrological processes. It is shown that hydrological 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 classical 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 classical statistics.	en
heal.journalName	Hydrological Sciences Journal	en
dc.identifier.doi	10.1623/hysj.48.1.3.43481	en
dc.identifier.volume	48	en
dc.identifier.issue	1	en
dc.identifier.spage	3	en
dc.identifier.epage	24	en