The Hurst Exponent of Precipitation: England and Wales 1766-2016

7 Pages Posted: 13 Mar 2017 Last revised: 17 Jun 2017

Date Written: March 12, 2017


Month by month analysis of precipitation in England and Wales 1766-2016 is carried out at an annual time scale for all twelve calendar months. No evidence of dependence, long term memory, or persistence is found. All twelve of the observed Hurst exponents of precipitation are found to be H≈0.5 indicative of Gaussian randomness. Therefore, non-periodic clusters of flood years observed in this area are more likely to be irregular cyclical phenomena of nature than effects of the Hurst phenomenon.

Keywords: climate change, global warming, fossil fuel emissions, extreme weather, floods, rainfall, precipitation, Hurst exponent, dependence, persistence, Hurst phenomenon

Suggested Citation

Munshi, Jamal, The Hurst Exponent of Precipitation: England and Wales 1766-2016 (March 12, 2017). Available at SSRN: or

Jamal Munshi (Contact Author)

Sonoma State University ( email )

1801 East Cotati Avenue
Rohnert Park, CA 94928
United States

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