Prioritize...
After reading this section, you should be able to define a time series and describe the importance of having long datasets.
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As with Meteo 815, we need to be cautious before we begin an analysis. Before we dive into all the applications of a time series, we will first talk about the time series data itself. In this lesson, you will learn a very simplistic approach meant to illustrate how the components of a time series all add together. We will hit it with more powerful tools in later lessons. For now, let’s begin by defining a time series.
What is a time series?
A time series is a sequence of measurements spanning a period of time. Usually, these measurements are taken at equal intervals. Although we inadvertently used time series data in Meteo 815, we generally discussed the random samples of observations, not the sequence. In fact, the assumption for many of the statistics we computed in Meteo 815 included the need for randomly sampled data. For a time series, the key assumption will instead be that each successive value of the dataset represents consecutive measurements of the variable, usually at equal time intervals.
Why do we care about a time series?
There are two main goals, in this course, for examining a time series. The first is to identify the nature of a weather or climate phenomenon. We might observe something occurring and ask why that event occurred. We could use a time series to investigate that particular event in more detail.
Check out the video below for an example:
It shows how the Arctic affects extreme weather. You can find a description here of the video, but let me briefly describe the premise. The number of extreme weather events has increased over the past several decades. This could be due to a number of reasons, including better monitoring. But one hypothesis is that Arctic Amplification (rapid Arctic warming - twice as fast as the rest of the Northern Hemisphere) may be a cause. So by examining the time series of extreme weather events and Arctic ice melt, a scientist could understand the interaction in more detail.
The second reason we analyze a time series is for forecasting. By identifying patterns in time, we can extrapolate to predict occurrences in the future. We can also use a time series to identify the dominant time scales across which variability occurs. This tells us a lot about which extrapolation forecasts will be useful. Meteo 825 will focus on forecasting so it’s key that you understand this course to utilize the information for the follow on.
Check out the video below:
ENSO is an oscillation that will be discussed in more detail later on. The video is showing how we can use the ENSO cycle to predict weather events (like droughts, floods, cold temperatures, etc.) for the season. By analyzing the time series of ENSO and these other weather events, we can use the relationship to forecast future weather events.
In short, performing a time series analysis can be quite valuable both for investigating connections and utilizing the results for forecasting.
What do we need to consider when examining a time series?
Generally speaking, when we perform a time series analysis the main goal is to detect a reproducible pattern. This means that, in most cases, we will assume that the data has a pattern with some random noise and/or error. The random noise is what makes it difficult to pull out patterns.
Throughout the lesson, we will examine some potential issues that may arise with a time series. Whenever you begin a time series analysis, it would be beneficial to consider the points listed below (which will be discussed in more detail later on) as they may pose a problem in the actual analysis. We can correct these potential problems if we detect them before conducting the time series analysis:
- Are there any missing values?
- Are there any abrupt changes or shifts (could be natural or artificial)?
- Is there constant variance over the time period?
- Are there regularly repeating patterns (daily, monthly, etc.)?
- Is there a trend (steady increase or decrease over time)?