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Effect of extreme value loss on long-term correlated time series

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Abstract

Effects of extreme value loss on long-term correlated time series are analyzed by means of detrended fluctuation analysis (DFA) and power spectral density analysis. Weaker memory can be detected after removing of extreme values for the artificial long-term correlated data, indicating the emergence of extreme events may be closely related to long-term memory. For observational temperature records, similar results are obtained, but not in all stations. For example, in some stations, only extending of scaling range to smaller time scales occurs, which may be due to the asymmetric distribution of values in the record. By comparing our findings with previous works, clustered positions of the extreme events are recognized as an important property in long-term correlated records. Through a simple numerical test, close relations between extreme events and long-term memory are discovered, which is helpful for our understanding of the effects of extreme value loss on long-term correlated records.

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Acknowledgements

Many thanks are due to supports from National Natural Science Foundation of China (No.40775040) and from the Knowledge Innovation Program of the Chinese Academy of Sciences (IAP09301). N. Yuan also likes to acknowledge financial support from the China Scholarship Council (CSC).

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Authors and Affiliations

  1. Laboratory for Climate and Ocean–Atmosphere Studies, Peking University, Beijing, 100871, China

    Naiming Yuan, Zuntao Fu & Huiqun Li

  2. Department of Atmospheric and Oceanic Sciences, School of Physics, Peking University, Beijing, 100871, China

    Naiming Yuan, Zuntao Fu & Huiqun Li

  3. LASG, Institute of Atmospheric Physics, CAS, Beijing, 100029, China

    Jiangyu Mao

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  1. Naiming Yuan
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  2. Zuntao Fu
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  3. Huiqun Li
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  4. Jiangyu Mao
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Correspondence to Zuntao Fu.

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Yuan, N., Fu, Z., Li, H. et al. Effect of extreme value loss on long-term correlated time series. Theor Appl Climatol 109, 133–140 (2012). https://doi.org/10.1007/s00704-011-0566-x

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  • DOI: https://doi.org/10.1007/s00704-011-0566-x

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