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Earth System Dynamics An interactive open-access journal of the European Geosciences Union
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Volume 7, issue 1
Earth Syst. Dynam., 7, 281–293, 2016
https://doi.org/10.5194/esd-7-281-2016
© Author(s) 2016. This work is distributed under
the Creative Commons Attribution 3.0 License.
Earth Syst. Dynam., 7, 281–293, 2016
https://doi.org/10.5194/esd-7-281-2016
© Author(s) 2016. This work is distributed under
the Creative Commons Attribution 3.0 License.

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, https://doi.org/10.1029/2011PA002140, 2005
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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.
We analyse scaling in temperature signals for the late quaternary climate, and focus on the...
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