Time Series Analysis of Holocene Climate Data
Holocene climate records are imperfect proxies for processes containing complicated mixtures of periodic and random signals. I summarize time series analysis methods for such data with emphasis on the multiple-data-window technique. This method differs from conventional approaches to time series analysis in that a set of data tapers is applied to the data in the time domain before Fourier transforming. The tapers, or data windows, are discrete prolate spheroidal sequences characterized as being the most nearly band-limited functions possible among functions defined on a finite time domain. The multiple-window method is a small-sample theory and essentially an inverse method applied to the finite Fourier transform. For climate data it has the major advantage of providing a narrowband F-test for the presence and significance of periodic components and of being able to separate them from the non-deterministic part of the process. Confidence intervals for the estimated quantities are found by jack-knifing across windows. Applied to 14C records, this method confirms the presence of the `Suess wiggles' and give an estimated period of 208.2 years. Analysis of the thickness variations of bristlecone pine growth rings shows a general absence of direct periodic components but a variation in the structure of the time series with a 2360-year period.
Philosophical Transactions of the Royal Society of London Series A
- Pub Date:
- April 1990