Detection of climate transitions and discontinuities by Hurst rescaling

Abstract

AbstractThe method of Outcalt et al., based on work developed originally by Hurst, is re‐examined to evaluate its efficacy in delineating changes in trends and identifying regime shifts in climatic‐related time series. This technique is based on the concept of the normalized rescaled running sum where temporal changes in the Hurst exponent can be used to identify climatic trends from one regime to another as each regime has a characteristic distribution that differs from the statistical characteristics of the complete time series. An examination of the temporal change in the amplitude of the normalized rescaled running sum can be used as a method to identify these regime changes, which may be either real (i.e., a true climatic shift) or induced (i.e., through a change in measurement bias, station location, or other nonclimatic influence). Examples shown here focus on examining time series of the Pacific Decadal Oscillation, Arctic thaw depth, the Northern Hemisphere snow cover extent, treeflow data from Lees Ferry (AZ), North Atlantic tropical cyclone frequency, and central England air temperatures.