Abstract

https://ssrn.com/abstract=2767274
 


 



The Hurst Exponent of Sunspot Counts: A Note


Jamal Munshi


Sonoma State University

April 19, 2016


Abstract:     
It is shown that the time series of sunspot counts may be represented as the sum of a regular cyclical process and a random Hurst process. In the 2375-month study period 1/1818-11/2015, the optimal cyclical components of mean monthly sunspot counts consist of a short wave function with a period of 131 months and a long wave function in which the amplitude of the short wave undergoes a 100-year cycle. The residuals of this model, though random, exhibit properties of the Hurst phenomenon in which dependence, memory, and persistence generate apparent patterns out of randomness. The findings imply that not all patterns in the empirical record of sunspot counts contain useful information because some patterns represent random behavior.

Number of Pages in PDF File: 10

Keywords: Hurst exponent, persistence, solar cycle, sunspot, solar activity


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Date posted: April 19, 2016  

Suggested Citation

Munshi, Jamal, The Hurst Exponent of Sunspot Counts: A Note (April 19, 2016). Available at SSRN: https://ssrn.com/abstract=2767274 or http://dx.doi.org/10.2139/ssrn.2767274

Contact Information

Jamal Munshi (Contact Author)
Sonoma State University ( email )
1801 East Cotati Avenue
Rohnert Park, CA 94928
United States
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