The Hurst phenomenon and fractional Gaussian noise made easy   总被引：1，自引：0，他引：1  

DEMETRIS KOUTSOYIANNIS 《水文科学杂志》2013,58(4):573-595

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.  相似文献   

Trends in hydrological and climatic variables affected by four variations of the Mann-Kendall approach in Urmia Lake basin,Iran     

Farshad Fathian  Zohreh Dehghan  Mohammad Hadi Bazrkar  Saeid Eslamian 《水文科学杂志》2013,58(5):892-904

ABSTRACT

The trends in hydrological and climatic time series data of Urmia Lake basin in Iran were examined using the four different versions of the Mann-Kendall (MK) approach: (i) the original MK test; (ii) the MK test considering the effect of lag-1 autocorrelation; (iii) the MK test considering the effect of all autocorrelation or sample size; and (iv) the MK test considering the Hurst coefficient. Identification of hydrological and climatic data trends was carried out at monthly and annual time scales for 25 temperature, 35 precipitation and 35 streamflow gauging stations selected from the Urmia Lake basin. Mann-Kendall and Pearson tests were also applied to explore the relationships between temperature, precipitation and streamflow trends. The results show statistically significant upward and downward trends in the annual and monthly hydrological and climatic variables. The upward trends in temperature, unlike streamflow, are much more pronounced than the downward trends, but for precipitation the behaviour of trend is different on monthly and annual time scales. Furthermore, the trend results were affected by the different approaches. Specifically, the number of stations showing trends in hydrological and climatic variables decreased significantly (up to 50%) when the fourth test was considered instead of the first and the absolute value of the Z statistic for most of the time series was reduced. The results of correlations between streamflow and climatic variables showed that the streamflow in Urmia Lake basin is more sensitive to changes in temperature than those of precipitation. The observed decreases in streamflow and increases in temperature in the Urmia Lake basin in recent decades may thus have serious implications for water resources management under the warming climate with the expected population growth and increased freshwater consumption in this region.