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Persistence Models

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Book cover Climate Time Series Analysis

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

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Abstract

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.

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  1. Climate Risk Analysis, Schneiderberg 26, 30167, Hannover, Germany

    Dr. Manfred Mudelsee

  2. Alfred Wegener Institute for Polar and Marine Research, Bussestrasse 24, 27570, Bremerhaven, Germany

    Dr. Manfred Mudelsee

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Mudelsee, M. (2010). Persistence Models. In: Climate Time Series Analysis. Atmospheric and Oceanographic Sciences Library, vol 42. Springer, Dordrecht. https://doi.org/10.1007/978-90-481-9482-7_2

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