REDFIT: estimating red-noise spectra directly from unevenly spaced paleoclimatic time series

Authors:
Michael Schulz;Manfred Mudelsee
Affiliations:
Institut für Geowissenschaften, Universität Kiel, Olshausenstr. 40, D-24118 Kiel, Germany;Institut für Meteorologie, Universität Leipzig, Stephanstr. 3, D-04103 Leipzig, Germany
Venue:
Computers & Geosciences
Year:
2002

Citing 2
Cited 2

Spectrum: spectral analysis of unevenly spaced paleoclimatic time series

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Spectral and cross-spectral analysis of uneven time series with the smoothed Lomb-Scargle periodogram and Monte Carlo evaluation of statistical significance

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Abstract

Paleoclimatic time series are often unevenly spaced in time, making it difficult to obtain an accurate estimate of their red-noise spectrum. A Fortran 90 program (REDFIT) is presented that overcomes this problem by fitting a first-order autoregressive (AR1) process, being characteristic for many climatic processes, directly to unevenly spaced time series. Hence, interpolation in the time domain and its inevitable bias can be avoided. The program can be used to test if peaks in the spectrum of a time series are significant against the red-noise background from an AR1 process. Generated and paleoclimatic time series are used to demonstrate the capability of the program.