Evaluation of proxy-based millennial reconstruction methods
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A range of existing statistical approaches for reconstructing historical temperature variations from proxy data are compared using both climate model data and real-world paleoclimate proxy data. We also propose a new method for reconstruction that is based on a state-space time series model and Kalman filter algorithm. The state-space modelling approach and the recently developed RegEM method generally perform better than their competitors when reconstructing interannual variations in Northern Hemispheric mean surface air temperature. On the other hand, a variety of methods are seen to perform well when reconstructing surface air temperature variability on decadal time scales. An advantage of the new method is that it can incorporate additional, non-temperature, information into the reconstruction, such as the estimated response to external forcing, thereby permitting a simultaneous reconstruction and detection analysis as well as future projection. An application of these extensions is also demonstrated in the paper.