Tag Archives : Long Term Persistence


Global Warming Statics 42

It is often stated that global temperature has increased over some specific time frame. Few realize there are different ways to answer this question, and the increase may not actually be significant, particularly in view of persistent correlation between temperature over long time scales (LTP). In Statistical analysis of hydroclimatic time series: Uncertainty and insights […]


Spurious Regression Random Walk 38

The Draft Garnaut Report is to be commended for commissioning a study Global temperature trends – Breusch and Vahid (BV) by two prominent Australian National University (ANU) econometricians to examine global temperature series. The approach they take to modeling temperature has a long history. See for example at RealClimate, Rybski, and Koutsoyiannis. Their findings that […]


Hurst Coefficient Software 13

Long-range dependence is being identified many disciplines such as, networking, databases, economics, climate and biodiversity. LTP is competing with the sexy “long tail” for top spot as a theory of cultural consumption. Thus, the need for software offering complete long-range dependence analysis is crucial. While there are some steps towards this direction, none are yet […]


Niche Modeling. Chapter Summary 10

Here is a summary of the chapters in my upcoming book Niche Modeling to be published by CRC Press. Many of the topics have been introduced as posts on the blog. My deepest thanks to everyone who has commented and so helped in the refinement of ideas, and particularly in providing motivation and focus. Writing […]


Random numbers predict future temperatures 27

Previously “A New Temperature Reconstruction” used random data with long term persistence (LTP) to illustrate the circular reasoning behind the ‘hockey stick’ reconstruction of past temperatures. This one shows the potential for false positives due to the statistics used in the ‘hockey stick’. The dynamic simulation below shows future temperatures predicted using a random fractional […]


AIG Article 12

The Australian Institute of Geoscientists News has published online my article “Reconstruction of past climate using series with red noise” on page 14. Many thanks to Louis Hissink the editor for the rapidity of this publication. It is actually a very interesting newsletter with articles on the IPCC, and a summary of the state of […]


Scale invariance for Dummies 16

Below is an investigation of scale invariance or long term persistence (LTP) in time series including tree-ring proxies – the recognition, quantification and implications for analysis – drawn largely from Koutsoyiannis [2] (preprints available here). In researching this topic, I found a lot of misconceptions about LTP phenomena, such as LTP implying a long term […]