Open AccessOn the statistical modeling of persistence in total ozone anomalies
Author(s) -
Vyushin D. I.,
Shepherd T. G.,
Fioletov V. E.
Publication year - 2010
Publication title -
journal of geophysical research: atmospheres
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.67
H-Index - 298
eISSN - 2156-2202
pISSN - 0148-0227
DOI - 10.1029/2009jd013105
Subject(s) - hurst exponent , spurious relationship , series (stratigraphy) , detrended fluctuation analysis , range (aeronautics) , time series , exponent , autocorrelation , autoregressive model , limit (mathematics) , meteorology , moving average , middle latitudes , statistical physics , environmental science , statistics , climatology , mathematics , geology , physics , paleontology , mathematical analysis , linguistics , materials science , geometry , philosophy , scaling , composite material
Geophysical time series sometimes exhibit serial correlations that are stronger than can be captured by the commonly used first‐order autoregressive model. In this study we demonstrate that a power law statistical model serves as a useful upper bound for the persistence of total ozone anomalies on monthly to interannual timescales. Such a model is usually characterized by the Hurst exponent. We show that the estimation of the Hurst exponent in time series of total ozone is sensitive to various choices made in the statistical analysis, especially whether and how the deterministic (including periodic) signals are filtered from the time series, and the frequency range over which the estimation is made. In particular, care must be taken to ensure that the estimate of the Hurst exponent accurately represents the low‐frequency limit of the spectrum, which is the part that is relevant to long‐term correlations and the uncertainty of estimated trends. Otherwise, spurious results can be obtained. Based on this analysis, and using an updated equivalent effective stratospheric chlorine (EESC) function, we predict that an increase in total ozone attributable to EESC should be detectable at the 95% confidence level by 2015 at the latest in southern midlatitudes, and by 2020–2025 at the latest over 30°–45°N, with the time to detection increasing rapidly with latitude north of this range.