ALGORITHM FOR ADAPTIVE ESTIMATION OF TIME SERIES SEASONAL VARIATIONS: TESTING USING THE EXAMPLE OF CO2 CONCENTRATIONS IN THE ATMOSPHERE
Schmidt Institute of Physics of the Earth, Russian Academy of Sciences, Russia, 123242, Moscow, Bolshaya Gruzinskaya st., 10-1
Journal: Geophysical processes and biosphere
Tome: 20
Number: 4
Year: 2021
Pages: 147-174
UDK: 519.246.8 + 551.510.4
Show citation
DESHCHEREVSKII ALEKSEY VLADIMIROVICH., SIDORIN ALEXANDER YAKOVLEVICH. ALGORITHM FOR ADAPTIVE ESTIMATION OF TIME SERIES SEASONAL VARIATIONS: TESTING USING THE EXAMPLE OF CO2 CONCENTRATIONS IN THE ATMOSPHERE // . 2021. Т. 20. № 4. С. 147-174. DOI: 10.21455/GPB2021.4-10
@article{ALGORITHM2021,
author = ", DESHCHEREVSKIIALEKSEYVLADIMIROVICH. and , SIDORINALEXANDERYAKOVLEVICH.",
title = "ALGORITHM FOR ADAPTIVE ESTIMATION OF TIME SERIES SEASONAL VARIATIONS: TESTING USING THE EXAMPLE OF CO2 CONCENTRATIONS IN THE ATMOSPHERE",
journal = "Geophysical processes and biosphere",
year = 2021,
volume = "20",
number = "4",
pages = "147-174",
doi = "10.21455/GPB2021.4-10",
language = "English"
}
Copy link
Copy BibTex
Keywords: TIME SERIES, TIME SERIES ANALYSIS, TIME SERIES DECOMPOSITION, ITERATIVE ALGORITHM, TREND, PERIODIC COMPONENTS, SEASONAL PERIODICITY, ALGORITHM TESTING, CARBON DIOXIDE, CO2 CONCENTRATION IN THE ATMOSPHERE
Аnnotation:
An adaptive model is proposed for describing time-varying seasonal effects. The seasonal average function is constructed using an iterative algorithm that accurately decomposes the signal into a generalized trend, seasonal and residual components. By trend we mean long-term evolutionary changes in the average signal level - both unidirectional and chaotic, in the form of a slow random drift. This algorithm allows one to obtain unbiased estimates for each of the signal components, even in the presence of a significant number of missing observations. The row length is not required to be a multiple of an integer number of years. In contrast to the usual «climate norm» model, the considered adaptive model of seasonal effects assumes a continuous slow change in the properties of the seasonal component over time. The degree of allowable variability of seasonal effects from year to year is entered as a tunable parameter of the model. In particular, this allows one to give a natural description of the dynamics of the growth of the amplitude of seasonal fluctuations in time in the form of a continuous (smooth) function, without necessarily linking these changes to predetermined calendar epochs. The algorithm was tested on the series of monitoring the atmospheric CO2 concentration at the Barrow, Mauna Loa, Tutuila and South Pole stations located at different latitudes. The form of seasonal variation was estimated, and the average amplitude of seasonal variation and the rate of its change at each station were calculated. Large differences are revealed between stations. The average amplitude of seasonal variations in CO2 concentration at Barrow, Mauna Loa, Tutuila, and South Pole stations in the epoch 2010-2019 was estimated as 18.15, 7.08, 1.30, and 1.26 ppm, respectively. The average rate of increase in the amplitude of the seasonal variation of growth in the interval 1976-2019, according to the data of these stations, is 0.085, 0.0100, 0.0165, and 0.0031 ppm / year. In relative terms, the growth is 0.57±0.03 %, 0.11±0.0 2%, 2.24±0.24 % and 0.27±0.04 % per year.