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Titel Contemplating coincidences - Statistical relationships between geoscientific event series
VerfasserIn J. F. Donges, R. V. Donner, J. Heitzig, J. Kurths
Konferenz EGU General Assembly 2012
Medientyp Artikel
Sprache Englisch
Digitales Dokument PDF
Erschienen In: GRA - Volume 14 (2012)
Datensatznummer 250062502
 
Zusammenfassung
In the geosciences, researchers are often interested in studying event series or temporal point processes like the timings ti of extreme weather events, climate transitions, volcanic eruptions, earthquakes or the appearance and disappearance of species from the fossil record. In contrast to classical time series, the considered events either do not have a well-defined associated magnitude xi, e.g., as for qualitative transitions in climate dynamics, or a measurable magnitude is discarded for simplifying the analysis. When series of distinct types of events are available in a common time frame, assessing their statistical interrelationships can be valuable for testing theories proposing specific causal relationships as well as for explorative data analysis. We introduce a technique called coincidence analysis for computing the probability p that the observed number of coincident events between two event series is due to chance given a fixed temporal tolerance window. Hence, a small p points to a significant statistical relationship. Furthermore, we illustrate coincidence analysis in several examples and point out formal links to other techniques like Ripley’s cross-K function from spatial statistics, or event synchronization and cross-recurrence rate from nonlinear time series analysis.