Abstract
The paper analyzes sea temperature series measured at two geographical locations along the coast of Norway. We address the question whether the series are stable over the sample period 1936–2012 and whether we can measure any signal of climate change in the regional data. We use nonstandard supF, OLS-based CUSUM, RE, and Chow tests in combination with the Bai-Perron’s structural break test to identify potential changes in the temperature. The augmented Dickey-Fuller, the KPSS, and the nonparametric Phillips-Perron tests are in addition applied in the evaluation of the stochastic properties of the series. The analysis indicates that both series undergo similar structural instabilities in the form of small shifts in the temperature level. The temperature at Lista (58° 06′ N, 06° 38′ E) shifts downward about 1962 while the Skrova series (68° 12′ N, 14° 10′ E) shifts to a lower level about 1977. Both series shift upward about 1987, and after a period of increasing temperature, both series start leveling off about the turn of the millennium. The series have no significant stochastic or deterministic trend. The analysis indicates that the mean temperature has moved upward in decadal, small steps since the 1980s. The result is in accordance with recent analyses of sea temperatures in the North Atlantic. The findings are also related to the so-called hiatus phenomenon where natural variation in climate can mask global warming processes. The paper contributes to the discussion of applying objective methods in measuring climate change.
Similar content being viewed by others
References
Ådlandsvik B (2008) Marine downscaling of the future climate scenario for the North Sea. Tellus 60A:451–458
Årthun M, Eldevik T, Smedrun LH, Skagseth Ø, Ingvaldsen RB (2012) Quantifying the influence of atlantic heat on Barents Sea ice variability and retreat. J Clim 25:4736–4742
Ådlandsvik OE, Bentsen M (2007) Downscaling a 20th century global climate simulation to the North Sea. Ocean Dyn 57:453–466
ACIA (2005) Arctic climate impact assessment. Cambridge University Press. Overview Report, Cambridge University Press. http://www.acia.uaf.edu/pages/overview.html
Albretsen J, Aure J, Sætre R, Danielssen D (2011) Climate variability in the Skagerrak and coastal waters of Norway. ICES J Mar Sci. doi:10.1093/icesjms/fsr187
Anderson TW (1971) The statistical analysis of time series. Wiley, New York
Andrews DWK (1993) Tests for parameter instability and statistical change with unknown change point. Econometrica 61:821–856
Andrews DWK (2003) Test for parameter instability and structural change with unknown change point: a corrigendum. Econometrica 71:395–397
Andrews DWK, Ploberger W (1994) Optimal tests when a nuisance parameter is present only under the alternative. Econometrica 62:1383–1414
Bai J (1997) Estimating multiple breaks one at a time. Econ Theory 13(3):315–352
Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66:47–78
Bai J, Perron P (2003) Computation and analysis of multiple structural change models. J Appl Econ 18:1–22
Balmaseda M, Trenberth KE, Källén E (2013) Distinctive climate signals in reanalysis of global ocean heat content. Am Geophys Union. doi:10.1002/grl.50382
Bartlett MS (1966) An introduction to stochastic processes with special reference to methods and applications, 2nd edn. Cambridge University Press, Cambridge
Bellman RE, Roth R (1969) Curve fitting by segmented stright lines. J Am Stat Assoc 64:1079–1084
Belkin IM (2009) Rapid warming of large marine ecosystems. Progr Oceanogr 81:207–213
Bengtsson L, Semenov VA, Johannessen OM (2004) The early twentiet century warming in the Arctic a possible mechanism. J Clim 17:4045–4057
Bentsen M, Drange H, Furevik T, Zhou T (2004) Simulated variability of Atlantic meridional overturning circulation
Box GEP, Jenkins GM (1970) Time series analysis: forecasting and control. Holden-Day, San Francisco
Breusch TS (1978) Testing for autocorrelation in dynamic linear models. Aust Econ Pap 17:334–355
Breusch TS, Pagan AR (1979) A simple test for heteroscedasticity and random coefficient variation. Econometrica 47:1287–1294
California Department of Fish and Wildlife (2013) El Niño information. http://www.dfg.ca.gov/marine/elnino.asp
Chiu ST (1989) Detecting periodic components in a white gaussian time series. J R Stat Soc Ser B Methodol 51(2):249–259. http://www.jstor.org/page/info/about/policies/terms.jsp
Chow GC (1960) Tests of equality between sets of coefficients in two linear regressions. Econometrica 28(3):591–605
CIMAS - Cooperative Institute for Marine and Atmospheric Studies (2010) http://oceancurrents.rsmas.miami.edu/index.html
Danielssen DS, Edler L, Fonselius S, Henroth L, Ostrowski M, Svendsen E, Talpsepp L (1997) Oceanographic variability in the Skagerrak and Northern Kattegat, May–June, 1990. ICES J Mar Sci 54:753–773
Dickey D, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74:427–431
Dickey D, Fuller DW (1981) Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49:1057–72
Dickson B, Østerhus S (2009) One hundred years in the Nordic Seas. Nor J Geogr 61:56–75. Oslo, ISSN, 0029-1954
Drange H, Dokken T, Furevik T, Gerdes R, Berger W, editors (2005) The Nordic Seas—an integrated perspective. Gepphys Monogr 158. Amaerican Geophysical Union Washington, DC. ISBN 978-0-87590-423-8
Easterling DR, Wehner MF (2009) Is the climate warming or cooling? Geophys Res Lett 36:L08706. doi:10.1029/2009GL037810
Efron B (1979) The 1977 Rietz lecture. Nootstrap methods: another look at the Jackknife. Ann Stat 7(1):1–26
Eldevik T, Nilsen JEO, Iovino D, Andersen Olsson K, Sandø AB, Drange H (2009) Observed sources and variability of Nordic seas overflow. Nat Geosci 2:406–410
Ellingsen IH, Dalpadado P, Slagstad D, Loeng L (2008) Impact on climate change on the biological production in the Barents Sea. Clim Change 87:155–175
Engle RF (1982) Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation. Econometrica 50:987–1008
Feng MM, McPhaden MJ, Lee T (2010) Decadal variability of the Pacific subtropical cells and their influence on the southeast Indian Ocean. Geophys Res Lett 37:L09606. doi:10.1029/2010GL042796
Foster R, Rahmstorf S (2011) Global temperature evolution 1979–2010, Environmental Research Letters, 6. doi:10.1088/17489326/6/4/044022
Fuller WA (1976) Introduction to statistical time series. Wiley, New York
Furevik T (2001) Annual and interannual variability of atlantic water temperatures in the Norwegian and Barents Seas: 1980–1996. Deep Sea Res 48(2):383–404
Furevik T, Bertsen M, Drange H, Kindem IKT, Kvamstø NG, Sorteberg A (2003) Description and validation of the Bergen Climate Modell (BCM): ARPEGE coupled with MICOM, vol 10, pp 249–266
Furevik T, Drange H, Sorteberg A (2002) Anticipated changes in the Nordic Seas marine climate Scenarios for 2020, 2050, and 2080. Fisken og Havet, No. 4, 2002. Havforskningsinstituttet. The Fish and the Sea, no. 4, 2002. Institute of Marine Research Bergen, Norway
Godfrey LG (1978) Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables. Econometrica 46:1293–1302
Goldfeld S, Quandt R (1972) Nonlinear methods in econometrics. North-Holland
Gulev SK, Latif M, Keelyside N, Park W, Koltermann KP (2013) North Atlantic Ocean control on surface heat flux on multidecadal timescale. Nature 499:464–467
Guthery SB (1974) Partition regression. J Am Stat Assoc 69:945–947
Hansen B, Østerhus S (2000) North Atlantic—Nordic Seas exchanges. J Oceanogr 45:109–208
Hansen BE (1992) Testing the parameter instability in linear models. J Policy Model 14:517–533
Hansen BE (2000) Testing for structural change in the conditional models. J Econ 97:93–115
Hansen JE (2005) A slippery slope: how much global warming constitutes dangerous anthropogenic interference? An editorial essay. Clim Chang 68:269–279. doi:10.1007/s10584-005-4135-0
Hansen J (2008) Tipping point: perspective of a climatologist. In: Ward woods. State of the wild 2008–2009: a global portrait of wildlife, Wildlands, and Oceans (State of the Wild). Island Press, Washington, DC, pp 6–15. ISBN 1-59726-135-1. OCLC 429495689
Hansen J (2012) Perception of climate change. PNAS early edn. www.pnas.org/cgi/doi/10.1073/pnas.1205276109, Ruedy R
Hansen J, Ruedy R, Sato M, Lo K (2010) Global surface temperature change. Rev Geophys 48:RG4004. doi:10.1029/2010RG000345
Hátun H, Sandø AB, Drange H, Hansen B, Valdemarsen H (2005) Influence of the Atlantic Subpolar Gyre on the thermohaline circulation. Science 309:1841–1844
Haugan PM, Evensen G, Johannessen JA, Johannessen OM, Pettersson LH (1991) Modeled and observed mesoscale circulation and wave current refraction during the 1988 Norwegian continental shelf experiment. J Geophys Res 96:10487–10506
Hayashi F (2000) Econometrics. Princeton University Press, Princeton
Hobijn B, Franses PH, Ooms M (1998) Generalizations of the KPSS-test for Stationarity. Econometric Institute, Erasmus University Rotterdam, The Netherlands. http://www.eur.nl/few/ei/papers
Hoerling MP, Hurrell J, Xu T (2001) Tropical origins for North Atlantic climate change. Science 292:90–92
Holliday NP, et al (2008) Reversal of the 1960s to 1990s freshening trend in the northeast North and Nordic Seas. Geophys Res Lett 35:L03614
Huges SL, Holliday PN, Gaillard F (2012) Variability in the ICES/NAFO region between 1950 and 2009: observations from the ICES Report on Ocean Climate. ICES J Mar Sci. doi:10.1093/icesjms/fss044
Hurrell JW (1995) Decadal trends in the North Atlantic Oscillation: regional temperatures and precipitation. Science 269:676–679
Ingvaldsen R, Loeng H, Ottersen H, Ådlandsvik B (2003) Climate variability in the Barents Sea during the 20th century with focus on the 1990s. ICES Mar Sci Symp 219:160–168
IPCC (2001) Intergovernmental panel on climate change: Climate Change 2001: synthesis report, intergovernmental panel on climate change. Cambridge University Press
IPCC (2003) Intergovernmental panel on climate change: international panel for climate change. Website, www.ipcc.ch
IPCC (2007a) Intergovernmental panel on climate change: climate change 2007: physical science basis. Summary for Policymakers. IPCC Secretariat, c/o WMO, Geneva, Switzerland
IPCC (2007b) A report of working group I. Summary for policy makers. http://www.ipcc.ch/pdf/assessment-report/ar4/wg1/ar4-wg1-spm.pdf
IPCC (2013) Summary for policymakers. In: Stocker TF, Qin D, Plattner G-K, Tignor M, Allen SK, Boschung J, Nauels A, Xia Y, Bex V, Midgley PM (eds) Climate Change 2013: the physical science basis. Contribution of working group I to the fifth assessment report of the intergovernmental panel on climate change. Cambridge University Press, Cambridge, United Kingdom and New York, NY
Iversen T et al (2005) RegClim-Norges klima om 100 år. Usikkerheter og risiko. RegClim-Norway’s climate in 100 years. Unscertainty and risk, Oslo, Norway. http://regclim.met.no
Jones PD, Lister DH, Osborn TJ, Harpham C, Salmon M, Morice CP (2012) Hemispheric and large-scale land-surface air temperature variations: an extensive revision and an update to 2010. Journal of Geophysical Research 117:2012. doi:10.1029/2011JD017139
Katsman CA, von Oldenborgh GJ (2011) Tracing the upper ocean’s “missing heat”. Geophys Res Lett 38:L14610. doi:10.1029/2011GL048417
Keeling CD (1960) The concentration and isotopic abundances of carbon dioxide in the atmosphere. Tellus 12:200–2003
Keenlyside NS, Latif M, Jungclaus J, Kornblueh L, Roeckner E (2008) Advancing decadal-scale climate prediction in the North Atlantic sector. Nature 453:84–88
Kosaka Y, Ping-Xie S (2013) Recent global-warming hiatus tied to equitorial pacific surfcae cooling. Lett, Nat 501:403–407. doi:10.1038/nature12534
Krämer W, Ploberger W, Alt R (1988) Testing for structural change in dynamic models. Econometrica 56:1355–1369
Kuan CM, Hornik K (1995) The generalized fluctuation test: a unified view. Econ Rev 14:135–161
Kushnir Y (1994) Interdecadal variations in North Atlantic sea surface temperature and associated atmospheric conditions. J Clim 7:141–157
Kwiatowski D, Phillips PCB, Schmidt P, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of unit root. J Econ 54:159–178
Lenton TM, Held H, Kriegler E, Hall JW, Lucht W, Rahmstorf S, Schellnhuber HJ (2008) Tipping elements in the Earth’s climate system. Proc Natl Acad Sci 105(6):1786–1793. doi:10.1073/pnas.0705414105
Levitus S, Antonov JI, Boyer TP, Baranova OK, Garcia HE, Locarnini RA, Mishonov AV, Reagan JR, Seidov D, Yarosh ES, Zweng MM (2012) World ocean heat content and thermosteric sea level change (0-2,000 m). pp 1955–2010
Lockwood M, Harrison RG, Woollings T, Solanki SK (2010) Are cold winters in Europe associated with low solar activity? Environ Res Lett. doi:10.1088/1748-9326/5/2/024001
Lorentzen T (2013) Statistical analysis of temperature data sampled at station-M in the Norwegian Sea. J Mar Syst. doi:10.1016/j.marsys.2013.09.009
Lyman JM, Good CA, Gouretski VV, Ishii M, Johanson GC, Palmer MD, Smith DM, Willis JK (2010) Robust warming of the global upper ocean
Matulla C et al (2007) European storminess: late nineteenth century to present. Clim Dyn doi:10.1007/s00382-007-0333-y, published online, 6 November 2007
McLeod A, Li W (1983) Diagnostic checking ARMA time series models using squared residual correlations. J Time Ser Anal 4:269–273
Meehl GA, Arblaster JM, Fasullo J, Hu A, Trenberth KE (2011) Model-based evidence of deep ocean heat uptake during surface temperature hiatus periods. Nat Clim Chang 1:360–364. doi:10.1038/nclimate1229
Meehl GA, Hu A, Arblaster JM, Fasullo J, Trenberth KE (2013) Externally forced and internally generated decadal climate variability associated with the interdecadal pacific oscillation. J Clim 26:7298–7310
Melsom A, Lien V, Budgell WP (2009) Using the regional Ocean Modeling System (ROMS) to improve the ocean circulation from a GCM 20th century simulation. Ocean Dyn 59:969–981
Newey W, West K (1987) A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix. Econometrica 55:703–708
NOU (2010) Noregs offentlege utgreiingar 2010:10. Tilpassing til eit klima i endring. Samfunnet si sårbarhet og behov for tilpassing til konsekvensar av klimaendringane. Oslo, 2010
Nyquist H (1924) Certain factors affecting telegraph speed. Bell Syst Tech J 3:324–346
Nyquist H (1928) Certain topics in telegraph transmission theory. AIEE Trans 47:617–644
Orvik KA, Skagseth O (2005) Heat flux variations in the eastern Norwegian Atlantic Current toward the Artic from moored instruments, 1995–2005. Geophys Res Lett 32:L14610. doi:10.1029/2005GL023487
Overland JE, Spillane MC, Perceival DB, Wang M, Mofjeld HO (2004) Seasonal and regional variation of pan-Arctic surface air temperature over the instrumental record. J Clim 17:3263–3282
Perron P (1988) Trends and random walks in macroeconomic time series: further evidence from a new approach. J Econ Dyn Control 12:297–332
Perron P (1989) The great crash, the oil price shock and the unit root hypothesis. Econometrica 57:1361–1401
Perron P (1990) Testing for a unit root in a time series with a changing mean. J Bus Econ Stat 8:153–162
Perron P, Vogelsang TJ (1992) Testing for a unit root in the time series with a changing mean: corrections and extensions. J Bus Econ Stud 41:153–171
Phillips PCB (1987) Time series regression with a unit root. Econometrica 55:277–301
Phillips PCB, Perron P (1988) Testing for a unit root in time series regression. Biometrica 75:335–446
Ploberger W, Krämer W (1992) The CUSUM test with OLS residuals. Econometrica 60(2):271–285
Ploberger W, Krämer W, Kontrus K (1989) A new test for structural stability in the linear regression model. J Econ 40:307–318
Quenouille MH (1952) Associated measurements. Butterworths, London
Ramsey JB (1969) Test for specification error in classical linear least squares regression analysis. J R Stat Soc B 31:350–371
Rohde R, Muller RA, Perlmutter S, Rosenfeld A, Wurtele J, Curry J, Wickham C, Mosher S (2013) Berkeley earth temperature averaging process. Geoinfor Geostat: An Overview 1:2 doi:10.4172/gigs.1000103
Sætre R(ed) (2007) The Norwegian coastal current—oceanography and climate. Institute of Marine Research, Tapir Academic Press, Trondheim, Norway
Sandø AB, Nilsen JEØ, Gao DY, Lohmann K (2010) Importance of heat transport and local air-sea heat fluxes for Barents Sea climate variability. J Geophys Res 115:CO1713. doi:10.1029/2009JC005884
Scripps Institute of Oceanography (2013) http://scrippsco2.ucsd.edu/home/index.php. See also the reference to Charles David Keeling article from 1960
Shannon CE (1949) Communication in the present of noise. Proc Inst Radio Eng 37(1):10–21, January 1949. Reprint as classic paper In: Proc. IEEE, vol 86, No 2, February 1996
Skagseth Ø, Furevik T, Ingvaldsen R, Loeng H, Mork KA, Orvik KA, Ozhigin V (2008) Volume and heat transports to the arctic ocean via the Norwegian and Barents Seas. In: Dickson, RR, Meincke, J, Rhines, P (eds) Arctic-subarctic ocean fluxes: 45 defining the role of the northern seas in climate. Springer Science, Business Media B.V. ISBN 978-1-4020-6773-0
Solomon S, et al (2010) Contributions of stratospheric water vapor to decadal changes in the rate of global warming. Science 327:1219–1223
Solomon S, et al (2011) The persistently variable “background” stratospheric aerosol layer and global climate change. Science 333:866–870
Sorteberg A, Andersen MS (2008) Regional precipitation an temperature changes for Norway 2010 and 2025. Report No. 28, Bjerknes Centre for Climate Research, Bergen, Norway
Stephenson D, Pavan V, Bojariu R (2000) Is the North Atlantic oscillation a random walk? Int J Clim 20:1–18
Stroeve JC, Holland MM, Kay JE, Malanik J, Barrett APB (2012) The Arctic’s rapidly sea ice cover: a research synthesis. Clim Change 110:1005–1027. doi:10.1007/s10584-011-0101-1
Subba Rao E, Priestly MB, Lessi O (1997) Application of time series analysis in astronomy and meterology. Chapman and Hall, London
Thomson DJ (1982) Spectrum estimation and harmonic analysis. Proc IEEE 70(9):1055–1096
White H (1980) A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity. Econometrica 48:827–838
Wichert S, Fokianos K, Strimmer K (2004) Identifying periodically expressed transcripts in microarray time series data. Bioinformatics 20(1):5–20. doi:10.1093/bioinformatics/btg364
UN’s World Meteorological Organization (2010) Homepage, http://www.wmo.int/pages/index_en.html
Whistler D, White KJ, Donna Wong S, Bates D (2006) Shazam, version 10. Northwest Econometrics, Ltd, Vancouver
Zeileis A (2005) A unified approach to structural change tests based on ML scores, F-statistics and OLS residuals. Econ Rev 24(4):445–466
Acknowledgments
I thank an anonymous reviewer, Nils Gunnar Kvamstøand, Iselin Medhaug, both Geophysical Institute, University of Bergen, Norway, for valuable comments. I also thank oceanographer Jan Aure at the Institute of Marine Research (IMR), Bergen, Norway for information about the hydrographic stations located at Skrova and Lista.
Author information
Authors and Affiliations
Corresponding author
Additional information
This work is funded by the Norwegian Research Council and Uni Research Climate.
Rights and permissions
About this article
Cite this article
Lorentzen, T. A statistical analysis of sea temperature data. Theor Appl Climatol 119, 585–610 (2015). https://doi.org/10.1007/s00704-014-1119-x
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00704-014-1119-x