Using simulations and data to evaluate mean sensitivity as a useful statistic in dendrochronology

A.G. Bunn, E. Jansma, M. Korpela, R.D. Westfall, J. Baldwin

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

Mean sensitivity (ζ) continues to be used in dendrochronology despite a literature that shows it to be of questionable value in describing the properties of a time series. We simulate first-order autoregressive models with known parameters and show that ζ is a function of variance and autocorrelation of a time series. We then use 500 random tree-ring data sets with unknown parameters and show that ζ is at best equivalent to the standard deviation of a time series in cases without high autocorrelation and is an inefficient estimator of the coefficient of variation. It is hard to justify the use of ζ as a useful, descriptive statistic in dendrochronology on theoretical or empirical grounds. It is better to make a thorough evaluation of the time series properties of a data set and we suggest various avenues for doing so including some that are maybe unfamiliar to most dendrochronologists including generalized autoregressive conditional heteroscedasticity (GARCH) models.
Original languageEnglish
Pages (from-to)250-254
Number of pages5
JournalDendrochronologia
Volume31
DOIs
Publication statusPublished - 2013

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