Time series analysis of monthly rainfall in Nigeria with emphasis on self-organized criticality

Monthly rainfall data of twenty-one years (1980 – 2000) were analyzed for the six regions of Nigeria using the rescaled range (R/S) statistic, the standard fluctuation analysis (FA) and the detrended fluctuation analysis (DFA). The results indicated that the distribution of monthly rainfall has a Hurst exponent of 1 in the short term which is an evidence of self-organized criticality, and a Hurst exponent of about 0.5 in the long run which is an evidence of a random walk. The Hurst exponents decreased from around 1 for small window sizes and reached 0.5 after 36 months and then remained fairly constant. The R/S statistic was found to perform better than the FA and the linear DFA used in the analysis.