Long-Term Persistence in Observed Temperature and Precipitation Series

The Hurst phenomenon is regarded as an intrinsic characteristic of many natural processes closely related to high uncertainty and long-term persistence. Temperature and precipitation are the two important meteorological factors characterizing the climate conditions of different regions. Analyzing th...

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Main Authors: Huayu Zhong, Yiping Guo
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/9/6/385
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author Huayu Zhong
Yiping Guo
author_facet Huayu Zhong
Yiping Guo
author_sort Huayu Zhong
collection DOAJ
description The Hurst phenomenon is regarded as an intrinsic characteristic of many natural processes closely related to high uncertainty and long-term persistence. Temperature and precipitation are the two important meteorological factors characterizing the climate conditions of different regions. Analyzing the Hurst phenomenon in precipitation and temperature are crucial for understanding the long-term dynamics of our climate system. This study examines the annual mean temperature (AMT) and annual total precipitation (ATP) series for regions across all the land areas of the world, using both gridded climate data and ground station records. The results demonstrate that, in most regions, the Hurst exponent of AMT is higher than that of ATP, particularly with larger spatial scales of averaging. Like ATP, the Hurst exponents of AMT also increase with the spatial scale of averaging. Unlike AMT, ATP is more controlled by local meteorological conditions which tend to weaken its long-term persistence. Moreover, the cumulative departure from the mean series of ATP is much more variable across different regions, whereas those of AMT for different regions are more similar. What is identified for the first time in this study is the strong similarity in the cumulative departure from the mean patterns of regionally averaged and individual stations’ ATP and AMT series over many regions of the world. At most of these regions and stations where such similarities are identified, more than half have confirmed that AMT is the Granger cause of ATP variations. Moreover, the fluctuation functions obtained in multifractal detrended cross-correlation analysis exhibit approximately linear behavior in the log–log spaces across all regions at both global and continental scales, indicating that ATP and AMT series are long-range cross-correlated.
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spelling doaj-art-3731e5ef0037487581f42a2c7a94f0302025-08-20T03:27:07ZengMDPI AGFractal and Fractional2504-31102025-06-019638510.3390/fractalfract9060385Long-Term Persistence in Observed Temperature and Precipitation SeriesHuayu Zhong0Yiping Guo1College of Water Conservancy and Hydropower Engineering, Hohai University, Nanjing 210098, ChinaDepartment of Civil Engineering, McMaster University, Hamilton, ON L8S 4L8, CanadaThe Hurst phenomenon is regarded as an intrinsic characteristic of many natural processes closely related to high uncertainty and long-term persistence. Temperature and precipitation are the two important meteorological factors characterizing the climate conditions of different regions. Analyzing the Hurst phenomenon in precipitation and temperature are crucial for understanding the long-term dynamics of our climate system. This study examines the annual mean temperature (AMT) and annual total precipitation (ATP) series for regions across all the land areas of the world, using both gridded climate data and ground station records. The results demonstrate that, in most regions, the Hurst exponent of AMT is higher than that of ATP, particularly with larger spatial scales of averaging. Like ATP, the Hurst exponents of AMT also increase with the spatial scale of averaging. Unlike AMT, ATP is more controlled by local meteorological conditions which tend to weaken its long-term persistence. Moreover, the cumulative departure from the mean series of ATP is much more variable across different regions, whereas those of AMT for different regions are more similar. What is identified for the first time in this study is the strong similarity in the cumulative departure from the mean patterns of regionally averaged and individual stations’ ATP and AMT series over many regions of the world. At most of these regions and stations where such similarities are identified, more than half have confirmed that AMT is the Granger cause of ATP variations. Moreover, the fluctuation functions obtained in multifractal detrended cross-correlation analysis exhibit approximately linear behavior in the log–log spaces across all regions at both global and continental scales, indicating that ATP and AMT series are long-range cross-correlated.https://www.mdpi.com/2504-3110/9/6/385multifractalHurst phenomenondetrended fluctuation analysiswhittle maximum likelihood estimationspatial dependencecumulative departure from the mean
spellingShingle Huayu Zhong
Yiping Guo
Long-Term Persistence in Observed Temperature and Precipitation Series
Fractal and Fractional
multifractal
Hurst phenomenon
detrended fluctuation analysis
whittle maximum likelihood estimation
spatial dependence
cumulative departure from the mean
title Long-Term Persistence in Observed Temperature and Precipitation Series
title_full Long-Term Persistence in Observed Temperature and Precipitation Series
title_fullStr Long-Term Persistence in Observed Temperature and Precipitation Series
title_full_unstemmed Long-Term Persistence in Observed Temperature and Precipitation Series
title_short Long-Term Persistence in Observed Temperature and Precipitation Series
title_sort long term persistence in observed temperature and precipitation series
topic multifractal
Hurst phenomenon
detrended fluctuation analysis
whittle maximum likelihood estimation
spatial dependence
cumulative departure from the mean
url https://www.mdpi.com/2504-3110/9/6/385
work_keys_str_mv AT huayuzhong longtermpersistenceinobservedtemperatureandprecipitationseries
AT yipingguo longtermpersistenceinobservedtemperatureandprecipitationseries