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A Dynamical Systems Explanation of the Hurst Effect and Atmospheric Low-Frequency Variability

The Hurst effect plays an important role in many areas such as physics, climate and finance. It describes the anomalous growth of range and constrains the behavior and predictability of these systems. The Hurst effect is frequently taken to be synonymous with Long-Range Dependence (LRD) and is typic...

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Detalles Bibliográficos
Autores principales: Franzke, Christian L. E., Osprey, Scott M., Davini, Paolo, Watkins, Nicholas W.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4358026/
https://www.ncbi.nlm.nih.gov/pubmed/25765880
http://dx.doi.org/10.1038/srep09068