How Does Temperature Vary Over Time?: Evidence on the Stationary and Fractal Nature of Temperature Fluctuations
分析了全球96个气象站和北半球两千年重建温度数据，发现数据不拒绝平稳性假设，且符合分数高斯噪声模型，表现出长程依赖性。
Summary The paper analyses temperature data from 96 selected weather stations world wide, and from reconstructed northern hemisphere temperature data over the last two millennia. Using a non-parametric test, we find that the stationarity hypothesis is not rejected by the data. Subsequently, we investigate further properties of the data by means of a statistical model known as the fractional Gaussian noise (FGN) model. Under stationarity FGN follows from the fact that the observed data are obtained as temporal aggregates of data generated at a finer (basic) timescale where temporal aggregation is taken over a ‘large’ number of basic units. The FGN process exhibits long-range dependence. Several tests show that both the reconstructed and most of the observed data are consistent with the FGN model.