Modelling directionality for paleoclimatic time series

• Published in: ANZIAM Journal
• Main Authors: Mansor, Mahayaudin M., Mohd. Isa, Farah L., Green, David A., Metcalfe, Andrew V.
• Format: Article in Journal/Newspaper
• Language: English
• Published: Australian Mathematical Society 2016
• Subjects: Directional time series; reversibility; ice cores; threshold autoregressive models; penalised least squares; 62M10; Greenland; Itise; Lawrance; Lorius; Metcalfe; Rojas; Vostok Station; Antarc*; Antarctica; Greenland ice core; Greenland Ice core Project; ice core; North Greenland; North Greenland Ice Core Project
• Online Access: https://journal.austms.org.au/ojs/index.php/ANZIAMJ/article/view/10415

The ice core time series from Vostok Station in Antarctica and the North Greenland Ice Core Project have seasonal variation corresponding to the Milankovitch cycles. After removing these cycles, and interpolating to equal time intervals, stationary time series models are fitted. The series show clea...