The Hurst phenomenon and fractional Gaussian noise made easy

Koutsoyiannis, D

dc.contributor.author	Koutsoyiannis, D	en
dc.date.accessioned	2014-03-01T01:52:13Z
dc.date.available	2014-03-01T01:52:13Z
dc.date.issued	2002	en
dc.identifier.issn	0262-6667	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/26598
dc.subject	Hurst phenomenon	en
dc.subject	fractional Gaussian noise	en
dc.subject	persistence	en
dc.subject	climate change	en
dc.subject.classification	Water Resources	en
dc.subject.other	HYDROLOGIC TIME-SERIES	en
dc.subject.other	COMPUTER EXPERIMENTS	en
dc.subject.other	SIMULATION	en
dc.subject.other	PERSISTENCE	en
dc.subject.other	STREAMFLOW	en
dc.subject.other	MODELS	en
dc.subject.other	TRENDS	en
dc.title	The Hurst phenomenon and fractional Gaussian noise made easy	en
heal.type	journalArticle	en
heal.language	English	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.publisher	IAHS PRESS, INST HYDROLOGY	en
heal.journalName	HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES	en
dc.identifier.isi	ISI:000177622000003	en
dc.identifier.volume	47	en
dc.identifier.issue	4	en
dc.identifier.spage	573	en
dc.identifier.epage	595	en