Relationship Between Missing Data Likelihoods and Complete Data Restricted Likelihoods for Regression Time Series Models: An Application to Total Ozone Data

Author(s):  
Sabyasachi Basu ◽  
Gregory C. Reinsel
2010 ◽  
Vol 10 (20) ◽  
pp. 10021-10031 ◽  
Author(s):  
H. E. Rieder ◽  
J. Staehelin ◽  
J. A. Maeder ◽  
T. Peter ◽  
M. Ribatet ◽  
...  

Abstract. In this study ideas from extreme value theory are for the first time applied in the field of stratospheric ozone research, because statistical analysis showed that previously used concepts assuming a Gaussian distribution (e.g. fixed deviations from mean values) of total ozone data do not adequately address the structure of the extremes. We show that statistical extreme value methods are appropriate to identify ozone extremes and to describe the tails of the Arosa (Switzerland) total ozone time series. In order to accommodate the seasonal cycle in total ozone, a daily moving threshold was determined and used, with tools from extreme value theory, to analyse the frequency of days with extreme low (termed ELOs) and high (termed EHOs) total ozone at Arosa. The analysis shows that the Generalized Pareto Distribution (GPD) provides an appropriate model for the frequency distribution of total ozone above or below a mathematically well-defined threshold, thus providing a statistical description of ELOs and EHOs. The results show an increase in ELOs and a decrease in EHOs during the last decades. The fitted model represents the tails of the total ozone data set with high accuracy over the entire range (including absolute monthly minima and maxima), and enables a precise computation of the frequency distribution of ozone mini-holes (using constant thresholds). Analyzing the tails instead of a small fraction of days below constant thresholds provides deeper insight into the time series properties. Fingerprints of dynamical (e.g. ENSO, NAO) and chemical features (e.g. strong polar vortex ozone loss), and major volcanic eruptions, can be identified in the observed frequency of extreme events throughout the time series. Overall the new approach to analysis of extremes provides more information on time series properties and variability than previous approaches that use only monthly averages and/or mini-holes and mini-highs.


2010 ◽  
Vol 136 (4) ◽  
pp. 435-443 ◽  
Author(s):  
Jinsheng Huo ◽  
Chris D. Cox ◽  
William L. Seaver ◽  
R. Bruce Robinson ◽  
Yan Jiang

2006 ◽  
Vol 6 (12) ◽  
pp. 4057-4065 ◽  
Author(s):  
R. S. Stolarski ◽  
S. M. Frith

Abstract. We have developed a merged ozone data set (MOD) for the period October 1978 through June 2006 combining total ozone measurements (Version 8 retrieval) from the TOMS (Nimbus 7, Earth Probe) and SBUV/SBUV2 (Nimbus 7, NOAA 9/11/16) series of satellite instruments. We use the MOD data set to search for evidence of ozone recovery in response to the observed leveling off of chlorine and bromine compounds in the stratosphere. A crucial step in any time series analysis is the evaluation of uncertainties. In addition to the standard statistical time series uncertainties, we evaluate the possible instrument drift uncertainty for the MOD data set. We combine these two sources of uncertainty and apply them to a cumulative sum of residuals (CUSUM) analysis for trend slow-down. For the extra-polar mean between 60° S and 60° N, the apparent slow-down in trend is found to be clearly significant if instrument uncertainties are ignored. When instrument uncertainties are added, the slow-down becomes marginally significant at the 2σ level. For the mid-latitudes of the northern hemisphere (30° to 60° N) the trend slow-down is highly significant at the 2σ level, while in the southern hemisphere the trend slow-down has yet to meet the 2σ significance criterion. The rate of change of chlorine/bromine compounds is similar in both hemispheres, and we expect the ozone response to be similar in both hemispheres as well. The asymmetry in the trend slow-down between hemispheres likely reflects the influence of dynamical variability, and thus a clearly statistically significant response of total ozone to the leveling off of chlorine and bromine in the stratosphere is not yet indicated.


2010 ◽  
Vol 10 (5) ◽  
pp. 12765-12794 ◽  
Author(s):  
H. E. Rieder ◽  
J. Staehelin ◽  
J. A. Maeder ◽  
T. Peter ◽  
M. Ribatet ◽  
...  

Abstract. In this study ideas from extreme value theory are for the first time applied in the field of stratospheric ozone research, because statistical analysis showed that previously used concepts assuming a Gaussian distribution (e.g. fixed deviations from mean values) of total ozone data do not adequately address the structure of the extremes. We show that statistical extreme value methods are appropriate to identify ozone extremes and to describe the tails of the Arosa (Switzerland) total ozone time series. In order to accommodate the seasonal cycle in total ozone, a daily moving threshold was determined and used, with tools from extreme value theory, to analyse the frequency of days with extreme low (termed ELOs) and high (termed EHOs) total ozone at Arosa. The analysis shows that the Generalized Pareto Distribution (GPD) provides an appropriate model for the frequency distribution of total ozone above or below a mathematically well-defined threshold, thus providing a statistical description of ELOs and EHOs. The results show an increase in ELOs and a decrease in EHOs during the last decades. The fitted model represents the tails of the total ozone data set with high accuracy over the entire range (including absolute monthly minima and maxima), and enables a precise computation of the frequency distribution of ozone mini-holes (using constant thresholds). Analyzing the tails instead of a small fraction of days below constant thresholds provides deeper insight into the time series properties. Fingerprints of dynamical (e.g. ENSO, NAO) and chemical features (e.g. strong polar vortex ozone loss), and major volcanic eruptions, can be identified in the observed frequency of extreme events throughout the time series. Overall the new approach to analysis of extremes provides more information on time series properties and variability than previous approaches that use only monthly averages and/or mini-holes and mini-highs.


2006 ◽  
Vol 6 (3) ◽  
pp. 3883-3912 ◽  
Author(s):  
R. S. Stolarski ◽  
S. Frith

Abstract. We have developed a merged ozone data (MOD) data set for the period October 1978 through October 2005 combining total ozone measurements (version 8 retrieval) from the TOMS (Nimbus 7, Meteor 3, and Earth Probe) and SBUV/SBUV2 (Nimbus 7, NOAA 9/11/16) series of satellite instruments. We use MOD to search for evidence of ozone recovery in response to the observed leveling off of chlorine compounds in the stratosphere. A crucial step in any time series analysis is the evaluation of uncertainties. In addition to the standard statistical time-series uncertainties, we evaluate the possible instrumental drift uncertainty for the MOD data set. We combine these two sources of uncertainty and apply them to a cumulative sum of residuals (CUSUM) analysis for trend slow-down. For the quasi-global mean between 60° S and 60° N, the apparent slow-down in trend is found to be clearly significant if instrument uncertainties are ignored. When instrument uncertainties are added, the slow-down becomes marginally significant at the 2σ level. For the mid-latitudes of the northern hemisphere (30° to 60° N) the trend slow-down is significant. For the mid-latitudes of the southern hemisphere (30° to 60° S) it is not significant. The fingerprint of ozone recovery expected from model calculations suggests both northern and southern mid-latitude total ozone levels should recover together. Our result fails this fingerprint test and is therefore not a demonstration of the response of total ozone to the leveling off of chlorine.


Author(s):  
Jinsheng Huo ◽  
Chris Cox ◽  
William Seaver ◽  
Bruce Robinson ◽  
Yan Jiang

Marketing ZFP ◽  
2010 ◽  
Vol 32 (JRM 1) ◽  
pp. 24-29
Author(s):  
Marnik G. Dekimpe ◽  
Dominique M. Hanssens

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