Persistence Models

  • Manfred Mudelsee
Part of the Atmospheric and Oceanographic Sciences Library book series (ATSL, volume 42)


Climatic noise often exhibits persistence (Section 1.3). Chapter 3 presents bootstrap methods as resampling techniques aimed at providing realistic confidence intervals or error bars for the various estimation problems treated in the subsequent chapters. The bootstrap works with artificially produced (by means of a random number generator) resamples of the noise process. Accurate bootstrap results need therefore the resamples to preserve the persistence of X noise(i). To achieve this requires a model of the noise process or a quantification of the size of the dependence. Model fits to the noise data inform about the “memory” of the climate fluctuations, the span of the persistence. The fitted models and their estimated parameters can then be directly used for the bootstrap resampling procedure.


Detrended Fluctuation Analysis Random Walk Process Process Process Instrumental Period Climate Time Series 
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© Springer Science+Business Media B.V. 2010

Authors and Affiliations

  1. 1.Climate Risk AnalysisHannoverGermany
  2. 2.Alfred Wegener Institute for Polar and Marine ResearchBremerhavenGermany

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