Granular materials exhibit a complex variety of fluid and solid collective regimes which has led researchers to consider them as a new state of matter all on its own. In this paper we investigate the behaviour of granular materials by means of Hurst rescaled range analysis. We analyse records in time of the angle of the slope of granular materials partially filling a rotating drum and records of the local backscattered light from fluidized beds. We show that the Hurst analysis is able to identify phase transitions as well as to characterize spatio-temporal structures. The influence of interparticle attractive interactions on the memory of granular materials is also investigated.