Update: a new heavily-edited version sent to me this a.m. by Ross, edited somewhat through the day here. Ross to the rescue. Here’s a draft Powerpoint presentation for AGU. As with most first drafts, it’s pretty uneven. The topic of the session is variability, so I’ve spent the first part of the presentation on that. […]
We’ve obviously spent quite a bit of time analyzing the effect of the weird and incorrect MBH principal components method on red noise series. We’ve not argued that doing the principal components calculation correctly necessarily results in a meaningful index, only that doing it incorrectly cannot result in a meaningful index. One thing that I […]
TCO has inquired about whether there is a legitimate purpose for using off-center PCs. I can’t think of any valid purpose. Here’s a good reason why not from our E&E article, where we showed how the MBH algorithm turned series upside down if it improved the hockey stick fit. Here’s how we wrote it up.
UCAR scientist Kevin Trenberth was quoted by Environmental Science & Technology as saying that newcomers to the climate field sometimes do “incredibly stupid” things. I don’t necessarily disagree with this and we have intentionally kept our published comments to very narrow matters that have been resistant to refutation attempts to date. The concern about over-reaching […]
Update: also see posts 382, 460, 462, 460. We often hear a distinction made between “climate” and “weather”. It may surprise people that the famous mathematician, Benoit Mandelbrot, thought about this problem with completely opposite conclusions to realclimate. Mandelbrot is a prolific author who invented and popularized the concept of fractals . His popular book, […]
TCO asked about physical processes that can generate time series with autocorrelation properties. This is a harder question than it seems and leads into the giant topic of stochastic processes, which rapidly gets very complicated. I’m not in a position to give a thorough answer, although it’s a topic that interests me a lot. I’ve […]
One of the papers that has most informed my views on multiproxy studies (and I’ve mentioned it from time to time) is Ferson et al. [2003], Understanding Spurious Regressions in Financial Economics which I read a couple of years ago. "Spurious regression" here is a false relationship between series, frequently observed with highly autocorrelated series […]
Huybers’ second and more interesting (to me) issue pertains to the benchmarking of the RE statistic.I’m going to start in the middle of this issue. If I start with the history e.g. defining the RE statistic and showing its history (and I just tried), it’s hard to get to the punch line. So what I’m […]
What is the standard deviation (variance) of an autocorrelated series? Sounds like an easy question, but it isn’t. This issue turns out to affect the spurious regression problem, so I’m posting up a short note on the problem. These issues are well-known in econometrics, where they have led to “heteroskedastic-autocorrelation consistent” estimators. There’s an interesting […]
Chas. has sent in a recipe for showing random walks in Excel. These sorts of things are much, much easier in R (see http://www.r-project.org for free download). I’ve posted up a little script below which generates random walks and ARMA(1,1) walks together with trend lines and t-statistics.
Climate Audit 
Trenberth [1984]
UCAR scientist Kevin Trenberth was quoted by Environmental Science & Technology as saying that newcomers to the climate field sometimes do “incredibly stupid” things. I don’t necessarily disagree with this and we have intentionally kept our published comments to very narrow matters that have been resistant to refutation attempts to date. The concern about over-reaching […]