期刊
PHYSICAL REVIEW E
卷 91, 期 3, 页码 -出版社
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.91.032806
关键词
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资金
- Deutsche Forschungsgemeinschaft
- Ministry of Education and Science of the Russian Federation
We study the distribution P(x; alpha, L) of the relative trend x in long-term correlated records of length L that are characterized by a Hurst exponent a between 0.5 and 1.5. The relative trend x is the ratio between the strength of the trend Lambda in the record measured by linear regression and the standard deviation sigma around the regression line. We consider L between 400 and 2200, which is the typical length scale of monthly local and annual reconstructed global climate records. Extending previous work by Lennartz and Bunde [S. Lennartz and A. Bunde, Phys. Rev. E 84, 021129 (2011)] we show explicitly that x follows the Student's t distribution P proportional to [1 + (x/a)(2)/l](-(l+1)/2), where the scaling parameter a depends on both L and alpha, while the effective length l depends, for alpha below 1.15, only on the record length L. From P we can derive an analytical expression for the trend significance S(x; alpha, L) = integral(x)(-x) P(x';alpha, L)dx' and the border lines of the 95% significance interval. We show that the results are nearly independent of the distribution of the data in the record, holding for Gaussian data as well as for highly skewed non-Gaussian data. For an application, we use our methodology to estimate the significance of central west Antarctic warming.
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