A time series is a set of observations ordered in time.
1900 1920 1940 1960 1980 2000
Year (A.D.)
-10
-5
0
5
10
PDSI
resolutionannual
chronological uncertaintysub-annual
time spanlast century
a statistical measure that describes how a set of numbers vary around their mean.
The second moment of a distribution.
variance
Variance
samplesize
variance observation
sample mean
1900 1920 1940 1960 1980 2000
Year (A.D.)
-10
-5
0
5
10
PDSI
empirical comparisons
Source: Hughes et al., 1999
tree rings
thermometers
Source: Hughes and Funkhouser, 1998
tree rings
rain gauges
correlation The Pearson product-moment correlation coefficient is probably the single most widely used statistic for summarizing the relationship between two variables.
Correlation Pearson’s product-moment correlation
covariance
product of both standard deviations
variable ‘X’
variable ‘Y’ r = +1.0
variable ‘X’
variable ‘Y’ r = -1.0
variable ‘X’
variable ‘Y’r = +0.85
Ring-width index
“SHARED”VARIANCE
1900 1920 1940 1960 1980 2000
Year (A.D.)
-10
-5
0
5
10
PDSI
-3
-2
-1
0
1
2
3
Ring
wid
th
St. George et al., (2009), Journal of Climate
r = 0.62 r2 = 0.622
r2 = 0.38
1900 1920 1940 1960 1980 2000
Year (A.D.)
-10
-5
0
5
10
PDSI
-3
-2
-1
0
1
2
3
Ring
wid
th
St. George et al., (2009), Journal of Climate
38% shared variance
Correlation Pearson’s product-moment correlation
covariance
product of both standard deviations
Source: Wikipedia
r = 0.816
Single-site reconstruction
CORRELATIONFUNCTION
Source: Kipfmueller, 2008
LINEARREGRESSION
yt = axt + b + ε
yt = axt + b + ε
the climate variable of interest (at year t)
yt = axt + b + ε
the tree-ring variable (at year t)
yt = axt + b + ε
regression weight for the tree-ring
variable
yt = axt + b + ε
constant
yt = axt + b + ε
error of the residual
yt = axt + b + ε
Ring-width index
CLIMATERECONSTRUCTION
never trust one tree
Multiple-site reconstruction
yt = a1x1t + a2x2t + a3x3t ... + b + ε
‘multiple’ linear regresson
Network reconstruction
yt = axt + b + ε
average tree-ring width at many sites
(in year t)
‘SHARED’ VARIANCE
CORRELATION FUNCTION
LINEAR REGRESSION
CLIMATE RECONSTRUCTION
Source: Woodhouse et al., 2006
Tree rings can provide extra-ordinarily good estimates (sometimes)