  We study the spectral properties of the magnitudes of river flux increments,
the volatility. The volatility series exhibits (i) strong seasonal periodicity
and (ii) strongly power-law correlations for time scales less than one year. We
test the nonlinear properties of the river flux increment series by randomizing
its Fourier phases and find that the surrogate volatility series (i) has almost
no seasonal periodicity and (ii) is weakly correlated for time scales less than
one year. We quantify the degree of nonlinearity by measuring (i) the amplitude
of the power spectrum at the seasonal peak and (ii) the correlation power-law
exponent of the volatility series.
