Monday, September 7, 2015

Global mean temperatures: signal and noise

From the point of view of time-series analysis, there are several models for the global mean temperatures: ARIMA models, random walks with drift, etc.
The goal of this post is simply to illustrate interactively the time series X, and its decomposition X=T+S+R, where T is the trend, S the seasonal component, R the remainder. Loosely speaking, R is the 'noise': a stochastic process with mean 0. The decomposition was obtained by LOESS smoothing.






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