The Hurst phenomenon and fractional Gaussian noise made easy [Le phénomène de Hurst et le bruit fractionnel gaussien rendus faciles dans leur utilisation]

Koutsoyiannis, D

dc.contributor.author	Koutsoyiannis, D	en
dc.date.accessioned	2014-03-01T01:52:01Z
dc.date.available	2014-03-01T01:52:01Z
dc.date.issued	2002	en
dc.identifier.issn	02626667	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/26533
dc.relation.uri	http://www.scopus.com/inward/record.url?eid=2-s2.0-0036677908&partnerID=40&md5=fbd9481571e94b8ebe5b305f476ae683	en
dc.subject	Climate change	en
dc.subject	Fractional Gaussian noise	en
dc.subject	Hurst phenomenon	en
dc.subject	Persistence	en
dc.subject.other	Correlation methods	en
dc.subject.other	Hydrology	en
dc.subject.other	Random processes	en
dc.subject.other	Fractional Gaussian noise	en
dc.subject.other	Hydrological processes	en
dc.subject.other	Gaussian noise (electronic)	en
dc.subject.other	geophysical method	en
dc.subject.other	hydrology	en
dc.subject.other	stochasticity	en
dc.subject.other	time series	en
dc.title	The Hurst phenomenon and fractional Gaussian noise made easy [Le phénomène de Hurst et le bruit fractionnel gaussien rendus faciles dans leur utilisation]	en
heal.type	journalArticle	en
heal.publicationDate	2002	en
heal.abstract	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 stochastic process that was devised to represent the Hurst phenomenon, i.e. the fractional Gaussian noise, is also studied on the same grounds. Based on its studied properties, three simple and fast methods to generate fractional Gaussian noise, or good approximations of it, are proposed.	en
heal.journalName	Hydrological Sciences Journal	en
dc.identifier.volume	47	en
dc.identifier.issue	4	en
dc.identifier.spage	573	en
dc.identifier.epage	596	en