Using the R/S method to determine the periodicity of time series

R/S method is widely used to estimate long-range dependence of a time series, but few papers do research Oil how to use the R/S method to determine the periodicity. In this paper, the log(h) - log((R/S)(h)) figures and the log(h) - V-h figures Lire further studied by lots of numeral simulations, which shows that the two figures Of a periodic time series both have obviously similar structures. Based oil these structures, a new method, similar figure method (SFM), is established to estimate whether a time series has periodicity and determine the length of the periodicity. SFM is tested with a disturbed nonlinear time series, ail actual monthly runoff series and a random series. The results show that SFM is effective. This method is ail extension to the R/S analysis. (C) 2007 Elsevier Ltd. All rights reserved.