Articles | Volume 7, issue 1
Research article
31 Mar 2016
Research article |  | 31 Mar 2016

Late Quaternary temperature variability described as abrupt transitions on a 1/f noise background

Martin Rypdal and Kristoffer Rypdal

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Cited articles

Appelbaum, D.: Lévy processes – from probability to finance and quantum groups, Notices of the American Mathematica Society, 51, 1336–1347, 2004.
Bouchaud, J.-P. and Muzy, J.-F.: Financial Time Series: From Batchelier's Random Walks to Multifractal Cascades, in: The Kolmogorov Legacy in Physics, Lecture Notes in Physics, 636, 229–246, Springer-Verlag, Berlin Heidelberg, 2003.
Braun, H., Ditlevsen, P., Kurths, J., and Mudelsee, M.: A two?parameter stochastic process for Dansgaard? Oeschger events, Paleoceanography, 26, PA3214,, 2005
Short summary
We analyse scaling in temperature signals for the late quaternary climate, and focus on the effects of regime shifting events such as the Dansgaard-Oeschger cycles and the shifts between glacial and interglacial conditions. When these events are omitted from a scaling description the climate noise is consistent with a 1/f law on timescales from months to 105 years. If the events are included in the description, we obtain a model that is inherently non-stationary.
Final-revised paper