IS THE NILE OUTFLOW FRACTAL?
HURST'S ANALYSIS REVISITED

HAROLD M. HASTINGS

Abstract:

In a now classic study, Hurst [1951, 1955] found significant long-term correlations among fluctuations in Nile River outflows and described these correlations in terms of power laws. Mandelbrot's theory of random fractals [1982] later provided an axiomatic framework for Hurst's work. More recently, Bak, Tang and Weisenfeld's [1987] theory of ``self-organized criticality'' predicted that the fluctuations in Nile River outflows should follow power laws such as those observed by Hurst. In reexamining Hurst's data, we found small but significant deviations from these power laws, and in particular, evidence for a natural time scale of 32-128 years in global climate dynamics, possibly driven by ocean dynamics.