The Long-Range Memory and the Fractal Dimension: a Case Study for Alcântara

ABSTRACT: This study aimed to analyze the time series behavior of the Southern Oscillation Index through techniques using Fast Fourier Transform, computing the autocorrelation function, and the calculation of the Hurst coefficient. The methodology of Hurst Exponent calculation uses different lags, which are computed in the time series of Southern Oscillation Index. The persistent behavior in the time series can be characterized by calculating the Hurst Exponent, seeking for more behavioral information, as the existence of persistence and/or terms of long-range memory in the series. The results...