Anti-Persistence

Anti-Persistence

In R/S Analysis, an anti-persistent time series reverses itself more often than a random series would. If the system had been up in the previous period, it is more likely that it will be down in the next period and vice versa. Also called pink noise, or 1/f noise. See: Persistence, R/S Analysis, Hurst Exponent, Joseph Effect, Noah Effect.
References in periodicals archive ?
This is an attempt to explain how the annual cycle plays a crucial role in causing the long-term anti-persistence in the globally averaged case.