New tools for analyzing time series relationships and trends


Moore, JC, Aslak Grinsted, and S Jevrejeva. “New tools for analyzing time series relationships and trends.” Eos, Transactions American Geophysical Union 86, no. 24 (2005): 226–232.


Geophysical studies are plagued by short and noisy time series. These time series are typically nonstationary contain various long-period quasi-periodic components, and have rather low signal-to-noise ratios and/or poor spatial sampling. Classic examples of these time series are tide gauge records, which are influenced by ocean and atmospheric circulation patterns, twentieth-century warming, and other long-term variability. Remarkable progress recently has been made in the statistical analysis of time series. Ghil et al. [2002] presented a general review of several advanced statistical methods with a solid theoretical foundation. This present article highlights several new approaches that are easy to use and that may be of general interest.