New significance test methods for Fourier analysis of geophysical time series
When one applies the discrete Fourier transform to analyze finite-length time series, discontinuities at the data boundaries will distort its Fourier power spectrum. In this paper, based on a rigid statistics framework, we present a new significance test method which can extract the intrinsic featur...
| Published in: | Nonlinear Processes in Geophysics |
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| Main Authors: | , |
| Format: | Article in Journal/Newspaper |
| Language: | English |
| Published: |
Copernicus Publications
2011
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| Subjects: | |
| Online Access: | https://doi.org/10.5194/npg-18-643-2011 https://doaj.org/article/a304f69228094d6ba26e015b9d59e661 |
| Summary: | When one applies the discrete Fourier transform to analyze finite-length time series, discontinuities at the data boundaries will distort its Fourier power spectrum. In this paper, based on a rigid statistics framework, we present a new significance test method which can extract the intrinsic feature of a geophysical time series very well. We show the difference in significance level compared with traditional Fourier tests by analyzing the Arctic Oscillation (AO) and the Nino3.4 time series. In the AO, we find significant peaks at about 2.8, 4.3, and 5.7 yr periods and in Nino3.4 at about 12 yr period in tests against red noise. These peaks are not significant in traditional tests. |
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