کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
85727 | 159116 | 2013 | 5 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Using simulations and data to evaluate mean sensitivity (ζ) as a useful statistic in dendrochronology Using simulations and data to evaluate mean sensitivity (ζ) as a useful statistic in dendrochronology](/preview/png/85727.png)
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.
Journal: Dendrochronologia - Volume 31, Issue 3, 2013, Pages 250–254