Use of prewhitening in climate regime shift detection

Details Use of prewhitening in climate regime shift detection Use of prewhitening in climate regime shift detection

Jun 2006

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2006georl..3312707r&link_type=abstract

Geophysical Research Letters, Volume 33, Issue 12, CiteID L12707

Physics

Geophysics

14

Global Change: Abrupt/Rapid Climate Change (4901, 8408), Global Change: Oceans (1616, 3305, 4215, 4513), Global Change: Instruments And Techniques, Mathematical Geophysics: Time Series Analysis (1872, 4277, 4475)

Scientific paper

Time series of observations generated by a stationary red noise process are characterized by long intervals when the observations remain above or below the overall mean value. These intervals can be easily misinterpreted as ``climatic regimes'' with different statistics. A ``prewhitening'' procedure that removes the red noise component from the time series prior to an application of a regime shift detection technique is discussed. The key elements of this procedure are subsampling and bias correction of the least squares estimate of the serial correlation. A new technique to obtain a bias-corrected estimate of the autoregressive parameter is proposed. It is shown that the Pacific Decadal Oscillation (PDO) appears to be more than just a manifestation of a red noise process.

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