Abstract
The Hurst exponent can be estimated by different methods. Two estimation methods are considered in this study. In the first estimate, the rescaled range of a hydrometeorological series is plotted against the lag on a logarithmic scale and the slope of the line fitted by least squares. In the second method, the Hurst exponent is estimated by characterizing the time series by a fractional Gaussian noise (FGN) model, which is a long-memory model. The FGN parameter d, which is related to the Hurst exponent, is estimated by two methods. The Hurst exponent is subsequently estimated using the relationship h = d + 0.5. The Hurst estimate based on the rescaled range is robust and is recommended for use. Estimates based on methods that characterize the hydrologic time series by the FGN model are not robust. Hence, they are not recommended.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
