I’ve been knuckling down to finishing off an article on the multiproxy study, Jones et al [1998], used in all the spaghetti diagrams. This is not robust to the Polar Urals reconstruction and a discussion of the Polar Urals site has taken on a life of its own. Many of the topics are familiar from […]
I’ve just updated my HADCRU2 dataset and, for good measure, also the current edition of CRUTEM2. I’ve updated my scripts and, for those brave souls that want their very own copy of HADCRU2 or CRUTEM2 in R format, I’ve posted up scripts to make R tables organized like time series usually are, with each column […]
The reason for looking at the form of stochastic process that bests suits the gridcell (and hemispheric) temperatures is that the statistical behavior of a random walk (one type of stochastic process) is very different than independent draw from a normal process.
Here are plots of the autocorrelation functions and time series for the 17 gridcells with the highest AR1 coefficients in an ARMA (1,1) model. The locations and patterns are a little curious.
Here is a plot of ARMA (1,1) coefficients for the CRU data set plotted up against a world map. I ‘ve not seen anything like this plotted up before. I think that the patterns are really quite pretty.
I tested some cells which were outliers under the ARMA(1,1) model. Here’s the result of the first cell that I looked at: the top panel shows the ACF – which has an unusual structure to say the least. The temperature anomaly plot is shown in the second panel and is also unusual to say the […]
We’ll reach 500,000 hits tomorrow (Aug. 14, 2005) since start of this blog on February 8, 2005. Traffic in July was nearly 130,000 hits. There are obviously a lot more visitors than people who post comments. If you’re someone that does visit the site, but who doesn’t feel comfortable posting comments on technical topics, I’d […]
I did an ARMA (1,1) on the CRU monthly (as opposed to the usual annual) global data set to see what it looked like. The ARMA (1,1) coefficients for the GL data for the second half of the data set were similar to those observed in the satellite data (AR1 +0.93; MA1 -0.46), but were […]
I’ve had a few references sent in to me on applications of arima to surface temperature series.
A couple of days ago, I pointed out that the satellite GLB series could be modeled very well as a ARMA (1,1) model with parameters of AR1 = 0.9215 and MA1= -0.3185. I’ve gotten increasingly interested in ARMA (1,1) models with very high (>0.9 AR1 coefficients.) Vogelsang [1998] has some tables showing some very unexpected […]
Climate Audit 