I’ve had a few references sent in to me on applications of arima to surface temperature series.
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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 tendencies for ARMA processes in this parameter range to produce spurious trends. Continue reading →
John Hekman has posted up a couple of comments on the possible effect of Owens Lake desiccation (due to diversion of Los Angeles water supply) on bristlecones. His notes and link are extremely interesting. Continue reading →
Here’s an interesting little graphic and analysis of the new satellite data. It’s hard not to scratch your head sometimes at this entire subject matter, when you see the effect of pretty simple alternatives. The satellite data is modelled very nicely as ARMA c(1,0,1), which would imply entirely different conclusions about this data set and completely different projections.
Figure 1. Global Satellite (downloaded August 9, 2005). Black- raw data; red- arima c(1,0,1) fit and projections; blue – "trend". Updated below. Continue reading →
One point that intrigued me about the Muscheler vs Solanki dispute was to see what the underlying data looked like. Here’s a graph and some comments. I don’t purport to know a lot about this; I just wanted to get a feel for the data.
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Spencer and Christy have amended their satellite algorithm. Here are some links and comments, courtesy of ukweatherworld. I anticipate that there will some huffing and puffing about this, but Hans Erren’s graph should keep matters in perspective.
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Readers of this blog may have noticed some chaffing back and forth between me and Tim Lambert. Anyone that’s followed the chaffing may have noticed that Lambert has spent a lot of time criticizing studies by John Lott on guns on statistical grounds. On a personal basis, I dislike/hate guns and cannot imagine why anyone would want one in their house. I have pretty typical urban Canadian views. Intuitively, I’d be inclined to think that anyone purporting to prove that more guns leads to less crime is likely engaging in pretty suspect statistics and would be inclined to think that Lambert’s criticisms of Lott are probably meritorious. But it’s not a topic that so far has interested me enough even to read Lambert’s criticisms of Lott.
By chance, while I was googling a complete different statistical topic, I stumbled across another statistical take on Lott, also severely critical. What intrigued me is that these criticisms of Lott’s methodology parallel my criticisms of Mann’s methodology. Maybe I’ll have to look at the Lott criticisms some more. Continue reading →
I think that Preisendorfer would roll over in his grave if he saw how Ammann, Schmidt and Mann were bastardizing his Rule N. Continue reading →
realclimate has posted up a discussion of a recent Brief Communications Arising in Nature by Muscheler et al., commenting on Solanki et al. [2004]. They haven’t posted up the Solanki et al. reply, which argues that Muschelerr et al. have screwed up their normalization. However here it is . There are two points of interest to this: one substantive and one bitchy. Continue reading →
Here’s a comment on handling of Preisendorfer’s Rule N in the code dump; I’ll post some further comments on Preisendorfer on Preisendorfer’s Rule N in a few days. There is NO source code showing the application of Preisendorfer’s Rule N to tree ring networks – a battleground issue, if you will. There is some source code showing the application of a procedure described as "Rule N" to determine the number of temperature PCs to retain, but the procedure in the source code is not consistent either with Rule N of Preisendorfer [1988] or with the procedure illustrated for tree ring networks at realclimate here Continue reading →
Climate Audit 