Detection of climate transitions and discontinuities by Hurst rescaling
Journal: International Journal of Climatology
Year: 2021

Abstract The 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 charact