Detecting persistence of meteorological drought via the Hurst exponent

Abstract

ABSTRACTThis study proposes the Hurst exponent (H) to detect persistence in the Palmer Drought Severity Index (PDSI) over Turkey. Since a fractal structure admits the behaviour of global determinism and local randomness, the H exponent values could be used to detect self‐similar statistical structure of the time series. Additionally, the H value >0.5 and near 1 shows the intensity level of persistence. The term persistence may be assessed as a criterion to be used as a measure of predictability. Moreover, the predictability index, fractal dimension and autocorrelation function of the PDSI values can also be obtained from the H values. Nevertheless, it is not easy to find a spatial meaning of information content of the results obtained by the methods used in the present study. For that reason, the Mann‐Kendall (MK) trend test was also used, and the results showed that significant negative trends are widespread throughout the country. As expected, the H values were close to 1 in places where statistically significant trends exist. The high values of the H exponent in all the regions can be explained by the droughts observed there that might be caused due to the possible associations with the large‐scale atmospheric circulations. In this context, it is suggested that the droughts can be predictable by constructing the appropriate general climate circulation models.