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Sunday, April 28, 2013

Greenland Red Noise

Tamino analyzed a paper by Chylek [1] who claimed to be able to extract a periodic signal out of Greenland ice core data (Dye3).

Tamino's post is comprehensive, but I wanted to check to see if I could extract any signal from the data myself.

The data is in the upper right of the following figure, and the FFT-based power spectral density (PSD) is in the lower left. 

FFT PSD lower left, Data upper right

The PSD is nondescript with a red noise envelope shown by the solid line. Red noise is the embodiment of the Ornstein-Uhlenbeck process.  This red noise shows very short correlation, at most a lag of one or two time units, as shown in the autocorrelation below.

Autocorrelation function, centered at 1/2 time series length

Hard pressed to find any real signal in such a time series.  A simulation of Ornstein-Uhlenbeck red noise is shown to the left below, with a slice of the Greenland data to the right.
Ornstein-Uhlenbeck red noise time series (left) and slice of data (right)
Chylek claims that he can see 20 year AMO (Atlantic Ocean) oscillations in the data. Like Tamino, I see nothing but garden variety noise.


References

[1]
P. Chylek, C. Folland, L. Frankcombe, H. Dijkstra, G. Lesins, and M. Dubey, “Greenland ice core evidence for spatial and temporal variability of the Atlantic Multidecadal Oscillation,” Geophysical Research Letters, vol. 39, no. 9, 2012.
 
 

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