Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age? (English) Zbl 1303.86005

Kelly, Morgan; Gráda, Cormac Ó.

Ann. Appl. Stat. 8, No. 3, 1372-1394 (2014).

Summary: We analyze the timing and extent of Northern European temperature falls during the Little Ice Age, using standard temperature reconstructions. However, we can find little evidence of temporal dependence or structural breaks in European weather before the twentieth century. Instead, European weather between the fifteenth and nineteenth centuries resembles uncorrelated draws from a distribution with a constant mean (although there are occasional decades of markedly lower summer temperature) and variance, with the same behavior holding more tentatively back to the twelfth century. Our results suggest that observed conditions during the Little Ice Age in Northern Europe are consistent with random climate variability. The existing consensus about apparent cold conditions may stem in part from a Slutsky effect, where smoothing data gives the spurious appearance of irregular oscillations when the underlying time series is white noise.

MSC:

86A32	Geostatistics
62P12	Applications of statistics to environmental and related topics
62M07	Non-Markovian processes: hypothesis testing
62M10	Time series, auto-correlation, regression, etc. in statistics (GARCH)

Keywords:

European Little Ice Age; temporal dependence; Slutsky effect

Software:

tseries; bcp; strucchange; vrtest

References:

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