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Does temperature contain a stochastic trend? Evaluating conflicting statistical results

机译:温度是否包含随机趋势?评估冲突的统计结果

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We evaluate the claim by Gay et al. (Clim Change 94:333–349, 2009) that “surface temperature can be better described as a trend stationary process with a one-time permanent shock” than efforts by Kaufmann et al. (Clim Change 77:249–278, 2006) to model surface temperature as a time series that contains a stochastic trend that is imparted by the time series for radiative forcing. We test this claim by comparing the in-sample forecast generated by the trend stationary model with a one-time permanent shock to the in-sample forecast generated by a cointegration/error correction model that is assumed to be stable over the 1870–2000 sample period. Results indicate that the in-sample forecast generated by the cointegration/error correction model is more accurate than the in-sample forecast generated by the trend stationary model with a one-time permanent shock. Furthermore, Monte Carlo simulations of the cointegration/error correction model generate time series for temperature that are consistent with the trend-stationary-with-a-break result generated by Gay et al. (Clim Change 94:333–349, 2009), while the time series for radiative forcing cannot be modeled as trend stationary with a one-time shock. Based on these results, we argue that modeling surface temperature as a time series that shares a stochastic trend with radiative forcing offers the possibility of greater insights regarding the potential causes of climate change and efforts to slow its progression.
机译:我们评估了盖伊等人的主张。 (Clim Change 94:333–349,2009),与Kaufmann等人的努力相比,“表面温度可以更好地描述为具有一次永久性冲击的趋势平稳过程”。 (Clim Change 77:249–278,2006)将表面温度建模为一个时间序列,该时间序列包含一个随机趋势,该趋势由辐射强迫时间序列所赋予。我们通过将趋势平稳模型产生的样本内预测与一次永久性震荡与协整/误差校正模型产生的样本内预测进行比较来检验此说法,该协整/误差校正模型假设在1870-2000年样本中是稳定的期。结果表明,由协整/误差校正模型生成的样本内预测比具有一次性永久性冲击的趋势平稳模型生成的样本内预测更准确。此外,协整/误差校正模型的蒙特卡洛模拟生成温度的时间序列,该时间序列与Gay等人生成的趋势平稳带断裂结果一致。 (气候变化94:333–349,2009),而辐射强迫的时间序列不能建模为一次冲击的趋势平稳。基于这些结果,我们认为将表面温度建模为一个与辐射强迫具有随机趋势的时间序列,可以提供有关气候变化的潜在原因以及减缓其进展的更多见解的可能性。

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