Comparison of the Performance of Two Advanced Spectral Methods for the Analysis of Times Series in Paleoceanography
AbstractMany studies have revealed the cyclicity of past ocean/atmosphere dynamics at a wide range of time scales (from decadal to millennial time scales), based on the spectral analysis of time series of climate proxies obtained from deep sea sediment cores. Among the many techniques available for spectral analysis, the maximum entropy method and the Thomson multitaper approach have frequently been used because of their good statistical properties and high resolution with short time series. The novelty of the present study is that we compared the two methods by according to the performance of their statistical tests to assess the statistical significance of their power spectrum estimates. The statistical significance of maximum entropy estimates was assessed by a random permutation test (Pardo-Igúzquiza and Rodríguez-Tovar, 2000), while the statistical significance of the Thomson multitaper method was assessed by an F-test (Thomson, 1982). We compared the results obtained in a case study using simulated data where the spectral content of the time series was known and in a case study with real data. In both cases the results are similar: while the cycles identified as significant by maximum entropy and the permutation test have a clear physical interpretation, the F-test with the Thomson multitaper estimator tends to find as no significant the peaks in the low frequencies and tends to give as significant more spurious peaks in the middle and high frequencies. Nevertheless, the best strategy is to use both techniques and to use the advantages of each of them. View Full-Text
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Pardo-Igúzquiza, E.; Rodríguez-Tovar, F.J. Comparison of the Performance of Two Advanced Spectral Methods for the Analysis of Times Series in Paleoceanography. J. Mar. Sci. Eng. 2015, 3, 957-967.
Pardo-Igúzquiza E, Rodríguez-Tovar FJ. Comparison of the Performance of Two Advanced Spectral Methods for the Analysis of Times Series in Paleoceanography. Journal of Marine Science and Engineering. 2015; 3(3):957-967.Chicago/Turabian Style
Pardo-Igúzquiza, Eulogio; Rodríguez-Tovar, Francisco J. 2015. "Comparison of the Performance of Two Advanced Spectral Methods for the Analysis of Times Series in Paleoceanography." J. Mar. Sci. Eng. 3, no. 3: 957-967.