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Do not smooth times series, you hockey puck!
http://wmbriggs.com/blog/2008/09/06/do-not-smooth-times-series-you-hockey-puck/ ^ | WM Briggs

Posted on 09/06/2008 5:51:13 AM PDT by mattstat

The advice which forms the title of this post would be how Don Rickles, if he were a statistician, would explain how not to conduct times series analysis. Judging by the methods I regularly see applied to data of this sort, Don’s rebuke is sorely needed.

The advice particularly relevant now because there is a new hockey stick controversy brewing. Mann and others have published a new study melding together lots of data and they claim to have again shown that the here and now is hotter than the then and there. Go to climateaudit.org and read all about it. I can’t do a better job than Steve, so I won’t try. What I can do is to show you what not to do. I’m going to shout it, too, because I want to be sure you hear.

Mann includes at this site a large number of temperature proxy data series. Here is one of them called wy026.ppd (I just grabbed one out of the bunch). Here is the picture of this data: wy026.ppd proxy series

The various black lines are the actual data! The red-line is a 10-year running mean smoother! I will call the black data the real data, and I will call the smoothed data the fictional data. Mann used a “low pass filter” different than the...

(Excerpt) Read more at wmbriggs.com ...


TOPICS: Science
KEYWORDS: climatechange; globalwarming; hockeystick; mann

1 posted on 09/06/2008 5:51:13 AM PDT by mattstat
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To: mattstat
Thunderous applause!
2 posted on 09/06/2008 6:49:01 AM PDT by grey_whiskers (The opinions are solely those of the author and are subject to change without notice.)
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To: grey_whiskers

People do this c9ap all the time in all the physical and life sciences and social “sciences.” It is a way of spending time to justify publishing a paper, but it does not provide information. It is like looking at smoothed polling data rather than publishing the real noise so that folks can see how silly your projections are.


3 posted on 09/06/2008 7:05:40 AM PDT by AndyJackson
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To: AndyJackson
Generally in the physical sciences I have at least seen estimates of error bars prior to the smoothing of the data.

("Propagation of error" is a fun exercise from analytical chemistry and experimental P-Chem classes...)

Cheers!

4 posted on 09/06/2008 7:07:36 AM PDT by grey_whiskers (The opinions are solely those of the author and are subject to change without notice.)
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To: grey_whiskers

Gray Beard,

In chemistry there is certainly the possibility of measurement error. Those error bars try and show what the possible range of the actual measurement is, and that is valid.

The proxy data itself is measured reasonably well. Its relationship to temperature is another matter.


5 posted on 09/06/2008 8:24:32 AM PDT by mattstat (http://wmbriggs.com)
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To: Rurudyne
Ping!
6 posted on 09/06/2008 9:05:28 AM PDT by SunkenCiv (https://secure.freerepublic.com/donate/_______Profile hasn't been updated since Friday, May 30, 2008)
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To: mattstat
I think I was careless in how I posted. My comment was only about the degree to which the hard sciences (as opposed to humanities) practice data smoothing, or do it without first looking at the errors in the data...I did not mean to apply this comment to your article.

I apologize if I gave the wrong impression.

Cheers!

7 posted on 09/06/2008 11:03:44 AM PDT by grey_whiskers (The opinions are solely those of the author and are subject to change without notice.)
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To: SunkenCiv

When you are found out to be wrong, redouble your efforts to confuse the discussion.

Does that sound like Mann’s motto?


8 posted on 09/06/2008 4:24:51 PM PDT by Rurudyne (Standup Philosopher)
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To: mattstat; calcowgirl; The Spirit Of Allegiance; Entrepreneur; Defendingliberty; WL-law; ...


Beam me to Planet Gore !

9 posted on 09/06/2008 6:24:13 PM PDT by steelyourfaith
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