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Correlation confidence limits for unevenly sampled data

Citation

Roberts, J and Curran, M and Poynter, S and Moy, A and van Ommen, T and Vance, T and Tozer, C and Graham, FS and Young, DA and Plummer, C and Pedro, J and Blankenship, D and Siegert, M, Correlation confidence limits for unevenly sampled data, Computers and Geosciences, 104 pp. 120-124. ISSN 0098-3004 (2016) [Refereed Article]

Copyright Statement

2016 Elsevier Ltd. All rights reserved.

DOI: doi:10.1016/j.cageo.2016.09.011

Abstract

Estimation of correlation with appropriate uncertainty limits for scientific data that are potentially serially correlated is a common problem made seriously challenging especially when data are sampled unevenly in space and/or time. Here we present a new, robust method for estimating correlation with uncertainty limits between autocorrelated series that does not require either resampling or interpolation. The technique employs the Gaussian kernel method with a bootstrapping resampling approach to derive the probability density function and resulting uncertainties. The method is validated using an example from radar geophysics. Autocorrelation and error bounds are estimated for an airborne radio-echo profile of ice sheet thickness. The computed limits are robust when withholding 10%, 20%, and 50% of data. As a further example, the method is applied to two time-series of methanesulphonic acid in Antarctic ice cores from different sites. We show how the method allows evaluation of the significance of correlation where the signal-to-noise ratio is low and reveals that the two ice cores exhibit a significant common signal.

Item Details

Item Type:Refereed Article
Keywords:unevenly sampled data, autocorrelation, bootstrapping, Gaussian kernel method, confidence limits
Research Division:Mathematical Sciences
Research Group:Statistics
Research Field:Applied Statistics
Objective Division:Expanding Knowledge
Objective Group:Expanding Knowledge
Objective Field:Expanding Knowledge in the Mathematical Sciences
Author:Roberts, J (Dr Jason Roberts)
Author:Curran, M (Dr Mark Curran)
Author:Moy, A (Dr Andrew Moy)
Author:van Ommen, T (Dr Tas van Ommen)
Author:Vance, T (Dr Tessa Vance)
Author:Tozer, C (Dr Carly Tozer)
Author:Graham, FS (Dr Felicity Graham)
Author:Plummer, C (Mr Christopher Plummer)
Author:Pedro, J (Mr Joel Pedro)
ID Code:111909
Year Published:2016
Deposited By:CRC-Antarctic Climate & Ecosystems
Deposited On:2016-10-14
Last Modified:2017-11-01
Downloads:0

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