Abstract: Rescaled range (R/S) analysis is a useful method in representing fractal structures. To study the complex stochastic and undulatory property of the runoff time series, an R/S method is used. Through the time varying Hurst index, complicated properties of runoff time series are investigated from a new angle. The results indicate that runoff time series in the upstream of the Yellow River follow a fractal distribution, showing a strong persistence and a certain non periodic cycle. This provides a new idea and method for the rational exploitation and utilization of the water resources.

Key words: runoff time series, R/S analytical method, Hurst index, fractal characteristic