Articles | Volume 8, issue 1
Adv. Stat. Clim. Meteorol. Oceanogr., 8, 97–115, 2022
https://doi.org/10.5194/ascmo-8-97-2022
Adv. Stat. Clim. Meteorol. Oceanogr., 8, 97–115, 2022
https://doi.org/10.5194/ascmo-8-97-2022
 
16 May 2022
16 May 2022

Comparing climate time series – Part 3: Discriminant analysis

Timothy DelSole and Michael K. Tippett

Data sets

CLIVAR Exchanges – Special Issue: WCRP Coupled Model Intercomparison Project – Phase 5 – CMIP5 CMIP5 https://eprints.soton.ac.uk/194679/

Model code and software

diff.var.test.R T. DelSole https://github.com/tdelsole/Comparing-Time-Series

Short summary
A common problem in climate studies is to decide whether a climate model is realistic. Such decisions are not straightforward because the time series are serially correlated and multivariate. Part II derived a test for deciding wether a simulation is statistically distinguishable from observations. However, the test itself provides no information about the nature of those differences. This paper develops a systematic and optimal approach to diagnosing differences between stochastic processes.