Time series analysis of Earth's Northern Hemisphere temperature reconstructions using non-linear tools and statistical tests

George Halkos, Kyriaki Tsilika and Aggelos C. Iliopoulos

International Journal of Innovation and Sustainable Development, 2018, vol. 12, issue 1/2, 220-245

Abstract: This paper presents results concerning the non-linear analysis of the Earth's Northern Hemisphere mean annual land temperature reconstructions for the time period of 713-2004. The non-linear analysis consists of the application of several filtering methods, the estimation of geometrical and dynamical characteristics in the reconstructed phase space, techniques of discrimination between non-linear low-dimensional and linear high-dimensional (stochastic) dynamics and tests for serial dependence and non-linear structure. The results of this study indicate the efficiency of the filtering methods in revealing non-linear structures and correlations in short noisy time series, such as Earth's Northern Hemisphere temperature reconstructions. No low-dimensional chaotic behaviour evidence was found from the analysis.

Keywords: non-linear time series analysis; temperature reconstructions; filtering methods; discriminating statistics; environmental economics computation. (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijisde:v:12:y:2018:i:1/2:p:220-245

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