Lots of time series, especially in geophysics, exhibit the phenomenon of autocorrelation. This means that not just the signal (if nontrivial signal is present), even the noise is more complicated than the simple kind in which each noise value is independent of the others. Specifically, nearby (in time) noise values tend to be correlated, hence the term “autocorrelation.”
Support Your Global Climate Blog
New! Data Analysis ServiceGot data? Need analysis? My services are available at reasonable rates. Submit a comment to any thread stating your wishes (I'll keep it confidential). Be sure to include your email address.
jgnfld on Response: Robert on Response: Olof on Response: Aaron Lewis on Response: Doc Snow on Response: Bernard J. on Temperature Data Update Bernard J. on Response: Bernard J. on Response: Barton Paul Levenson on Response: Alliecat on Response: jgnfld on Response: John Christian Lønni… on Response: Robert on Response: Robert on Response: Richard Mallett on Temperature Data Update
Buy the book