Nonlinear Time Series Analysis of Sunspot Data

This paper deals with the analysis of sunspot number time series using the Hurst exponent. We use the rescaled range (R/S) analysis to estimate the Hurst exponent for 259-year and 11360-year sunspot data. The results show a varying degree of persistence over shorter and longer time scales corresponding to distinct values of the Hurst exponent. We explain the presence of these multiple Hurst exponents by their resemblance to the deterministic chaotic attractors having multiple centers of rotation.