| I compute the approximate Hurst exponent (H) reported in acf
data files (.out)
by the eq.(5) of the
Koutsoyiannis', 2003
paper. Please note that eq.(5) refers to an "aggregated process", what our processes may not be; so use the H-value only as a simple indication of the value the Hurst exponent really owns. H=(1.+sqrt(1.+8.*acf(1)))/4 from: acf(1)=H(2H-1) or eq.(5) when lag=1. Please note that the auto-correlation function acf assumes values only between 0 and 1, so if acf(1) has negative value the computed H exponent is given as NaN (not a number). We can consider the negative acf value as a fluctation around zero and assign zero-value to it: in such a case the Hurst exponent is 0.5 and identifies a not-autocorrelated series which can be managed with normal statistics. |
| Plots | Orig | ||||||
|---|---|---|---|---|---|---|---|
| year | temp | temp | dat | acf | mem | ||
| 2011 | png | dat | out | out | |||
| 2012 | png | dat | out | out | |||
| 2013 | png | dat | out | out | |||
| 2014 | png | dat | out | out | |||
| 2015 | png | dat | out | out | |||
| 2016 | png | dat | out | out | |||
| 2017 | png | dat | out | out | |||
| 2018 | png | dat | out | out | |||
| 2019 | png | dat | out | out | |||
| 2020 | png | dat | out | out | |||
| ACF Obs | png | ||||||
| Plots | Diff | ||||||
| year | temp | temp | dat | acf | mem | ||
| 2011 | png | out | out | out | |||
| 2012 | png | out | out | out | |||
| 2013 | png | out | out | out | |||
| 2014 | png | out | out | out | |||
| 2015 | png | out | out | out | |||
| 2016 | png | out | out | out | |||
| 2017 | png | out | out | out | |||
| 2018 | png | out | out | out | |||
| 2019 | png | out | out | out | |||
| 2020 | png | out | out | out | |||
| ACF Diff | png |
• diff-11.bon, diff-12.bon, diff-13.bon, diff-14.bon, diff-15.bon, diff-16.bon, diff-17.bon, diff-18.bon, diff-19.bon, diff-20.bon,
• noaa-11-cos.bon, noaa-12-cos.bon, noaa-13-cos.bon, noaa-14-cos.bon, noaa-15-cos.bon, noaa-16-cos.bon, noaa-17-cos.bon, noaa-18-cos.bon, noaa-19-cos.bon, noaa-20-cos.bon,