SlideShare a Scribd company logo
1 of 54
Download to read offline
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Granularity Issues on Climatic Time Series
A. Charpentier (UQAM & Université de Rennes 1)
Buenos Aires, November 2015
Big Data & Environment Workshop
http://freakonometrics.hypotheses.org
@freakonometrics 1
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Agenda
• the ‘period of return’ (in the context of climate change)
• flood events dynamics, long or short memory?
• long memory and seasonality on wind speed
• long memory vs. fat tails for temperature time series
• detecting abnormalities and outliers on functional data
@freakonometrics 2
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
‘Period of Return’ in the context of Climate Data
Gumbel (1958). Statistics of Extremes. Columbia University Press
Let T be the time of first success for some events occuring with yearly probabiliy
p, then
P[T = k] = (1 − p)k−1
p so that E[T] =
1
p
(geometric distribution, discrete version of the exponential distribution).
@freakonometrics 3
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Models for River Levels and Flood Events
In hydrological papers, huge interest on Annual Maximum time series
• Hurst (1951) observed that annual maximum exhibit long-range dependence
(so called Hurst effect),
• Gumbel (1958) observed that annual maximum were i.id with a similar
distribution (so called Gumbel distribution)
How could it be identical series be at the same time independent and with
long-range dependence? Hurst (1951) used 700 years of data on the Nile,
Gumbel (1958) used European data, over less than a century.
Can’t we use more data to model flood events?
@freakonometrics 4
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Flood Events
@freakonometrics 5
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
High Frequency Models (for Financial Data)
On financial data,
• “traditional” approach (time series): consider the closing data price, Xt at
the end of day t, i.e. regularly spaced observations,
• “high frequency daya”: the price X is observed at each transaction: let Ti
denote the data of the ith transaction, and Xi the price paid.
See e.g. ACD - Autoregressive Conditional Duration models, introduced par in
Engle & Russell (1998).
In practice, three information are stored: (1) date of transaction, or time between
two consecutive transactions, on the same stock; (2) the volume, i.e. number of
stocks sold and bought (3) the price, i.e. individual stock price (or total price
exchanged)
@freakonometrics 6
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Flood Events
The analogous of a transaction is a flood event, where 4 variables are kept,
• time length of the flood event
• time between two consecutive flood events
• volume Vi
• peak Pi
Remark: see Todorovic & Zelenhasic (1970) and et Todorovic &
Rousselle (1970) where marked Poisson processes were considered.
@freakonometrics 7
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Some ‘Optimal’ Threshold
The choice of the threshold is crucial. Standard tradeoff
• should be low to have more events
• should be high to have significant flood events
Standard technique in hydrology: given some
function f (e.g. f affine), solve
u = argmax{P(X > f(u)|X > u)}
or its empirical couterpart
u = argmax
#{Xi > f(u)}
#{Xi > u}
with e.g. f(x) = 1, 5x + 5.
@freakonometrics 8
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
A Two-Duration Model
Engle & Lunde (2003) in trades and quotes: a bivariate point process, consider
a two duration model, that can be used here.
The two dates are Ti beginning of ith flood, and Ti end of the flood. Set
• Xi = Ti+1 − Ti the time length between the begining of two consecutive
floods
• Yi = Ti+1 − Ti the time length between the end of a flood and the begining
of the next one
@freakonometrics 9
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Engle & Russell (1998) ACD(p, q) Model
In the one-duration model, let Xi denote the time lengths (Xi = Ti − Ti−1), and
Hi = {X1, ...., Xi−1}. Then



Xi = Ψi · εi, with (εi) i.i.d. noise
E(Xi|Hi−1) = Ψi = ω +
p
k=1
αkXi−k +
q
k=1
βkΨi−k,
i.e.
Xi = ω +
max{p,q}
k=1
(αk + βk)Xk −
q
k=1
βkηi−k + ηi,
where ηi = Xi − Ψi = Xi − E(Xi|Hi−1) (ARMA(max{p, q}, q) representation of
the ACD(p, q)).
In the Exponential ACD(1,1), (εi) is an exponential noise
E(Xi|Hi−1) = Ψi = θ + αXi + βΨi−1, with α, β ≥ 0 and θ > 0,
@freakonometrics 10
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Engle & Russell (1998) ACD(p, q) Model
More generally, the conditional density of Xi is
f(x|Hi) =
1
Ψi(Hi, θ)
· gε
x
Ψi(Hi, θ)
e.g. gε(·) = exp[−·], if ε ∼ E(1).
Inference is very similar to GARCH(1,1), the proof being the same as the one in
Lee & Hansen (1994) and Lumsdaine (1996).
@freakonometrics 11
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
The Two-Duration Model
As in Engle & Lunde (2003), consider some two-EACD model,
f(xi|Hi) =
1
Ψi(Hi, θ1)
· exp −
xi
Ψi(Hi, θ1)
where
Ψi(Hi, θ1) = exp α + δ log(Ψi−1) + γ
Xi−1
Ψi−1
+ β1Pi−1 + β2Vi−1 ,
while
g(yi|xi, Hi) =
1
Φi(xi, Hi, θ2)
· exp −
yi
Φi(xi, Hi, θ2)
where
Φi(xi, Hi, θ2) = exp µ + ρ log(Φi−1) + γ
Yi−1
Φi−1
+ τ
xi
Ψi
+ η1Pi−1 + η2Vi−1 .
@freakonometrics 12
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
The Two-Duration Model
Define residuals
εi =
Xi
Ψi(Hi−1, θ1)
.
Since there are two kinds of floods, ordinary ones and those related to snow melt,
we should consider a mixture distribution for ε, a mixture of exponentials
f(x) = α · λ1 · e−λ1·x
+ (1 − α) · λ2 · e−λ2·x
, x > 0.
or a mixture of Weibull’s
f(x) = α · λ1 · θ−λ1
1 · xλ1−1
· e−(x/θ1)λ1
+ (1 − α) · λ2 · θ−λ2
2 · xλ2−1
· e−(x/θ2)λ2
@freakonometrics 13
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Modeling Marks
Finally,
f(pi, vi, xi, yi|Hi−1) = g(pi, vi|Hi−1, xi, yi) · h(xi, yi|Hi−1).
which can be simplified using a triangle approximation,
Volume = Vi = Pi ·
Xi − Yi
2
=
peak × flood duration
2
,
Modeling Peaks
From the threshod based approach, use Pickands-Balkema-de Haan theorem and
fit a Generalized Pareto distribution
h(pi|Hi−1, xi, yi) = α
pi + b(xi − yi) + d
σ
−(1+α)
.
@freakonometrics 14
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Application
In Charpentier & Sibaï, D. (2010), we considered a mixture of Weibull
distribution, fitted using EM algorithm, see (conditional) QQ plot, exponential
vs. mixture of Weibull,
There is some dynamics, but not long memory here (from the EACD(1,1)
processes).
@freakonometrics 15
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Long Memory and Wind Speed (very popular application)
Haslett & Raftery (1989). Space-time modelling with long-memory
dependence: assessing Ireland’s wind power resource (with discussion). Applied
Statistics. 38. 1-50.
@freakonometrics 16
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Daily Wind Speed in Ireland, long memory, really?
@freakonometrics 17
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Modeling Stationary Time Series
Given a stationary time series (Xt) , the autocovariance function, is
h → γX (h) = Cov (Xt, Xt−h) = E (XtXt−h) − E (Xt) · E (Xt−h)
for all h ∈ N, and its Fourier transform is the spectral density of (Xt)
fX (ω) =
1
2π
h∈Z
γX (h) exp (iωh)
for all ω ∈ [0, 2π]. Note that
fX (ω) =
1
2π
+∞
h=−∞
γX (h) cos (ωh)
Let ρX(h) denote the autocorrelation function i.e. ρX(h) = γX(h)/γX(0).
@freakonometrics 18
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Long-Range Dependence
Stationary time series (Yt) has long range dependence if
∞
h=1
|ρX(h)| = ∞,
and short range dependence if the sum is bounded. E.g. ARMA processes have
short range dependence since
|ρ(h)| ≤ C · rh
, for h = 1, 2, ...
where r ∈]0, 1[.
A popular class of long memory processes is obtained when
ρ(h) ∼ C · h2d−1
as h → ∞,
where d ∈]0, 1/2[. This can be obtained with fractionary processes
(1 − L)d
Xt = εt,
@freakonometrics 19
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
where (εt) is some white noise. Here, (1 − L)d
is defined as
(1 − L)d
= 1 − dL −
d(1 − d)
2!
L2
−
d(1 − d)(2 − d)
3!
L3
+ · · · =
∞
j=0
φjLj
,
where
φj =
Γ(j − d)
Γ(j + 1)Γ(−d)
=
0<k≤j
k − 1 − d
k
for j = 0, 1, 2, ...
If V ar(εt) = 1, note that par
γX(h) =
Γ(1 − 2d)Γ(h + d)
Γ(d)Γ(1 − d)Γ(h + 1 − d)
∼
Γ(1 − 2d)
Γ(d)Γ(1 − d)
· h2d−1
as h → ∞, and
fX(ω) = 2 sin
ω
2
−2d
∼ ω−2d
as ω → 0.
See also Mandelbrot et Van Ness (1968) for the continuous time version,
with the fractionary Brownian motion.
@freakonometrics 20
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Daily Windspeed Time Series
@freakonometrics 21
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Defining Long Range Dependence
Hosking (1981, 1984) suggested another definition of long range dependence:
(Xt) is stationnary, and there is ω0 such that fX(ω) → ∞ as ω → ω0.
Such a ω0 can be related to seasonality
Gray, Zhang & Woodward (1989) defined GARMA(p, d, q) processes,
inspired by Hosking (1981)
Φ(L)(1 − 2uL + L2
)d
Xt = Θ(L)εt
Hosking (1981) did not studied those processes since it is difficult to invert
(1 − 2uL + L2
)d
.
@freakonometrics 22
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Defining Long Range Dependence with Seasonality
This can be done using Gegenbauer polynomial: for d = 0, |Z| < 1 and |u| ≤ 1,
(1 − 2uL + L2
)−d
=
∞
i=0
Pi,d(u)Ln
,
where
Pi,d(u) =
[i/2]
k=0
(−1)k Γ(d + n − k)
Γ(d)
(2u)n−2k
[k!(n − 2k)!]
If |u| < 1, the limit of (ω − ω0)2d
f(ω) exists when ω → ω0, where ω0 = cos−1
(u).
Further, if |u| < 1 and 0 < d < 1/2, then
ρ(h) ∼ C · h2d−1
· cos(ω0 · h) as h → ∞.
In Bouëtte et al. (2003) we obtained on daily windspeed d ∼ 0, 18.
@freakonometrics 23
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Estimation ‘Return Periods’
Using Gray, Zhang & Woodward (1989), it is possible to simulate GARMA
processes, to estimate probabilities
11 21 31
EXCEEDENCE PROBABILITIES
0.00
0.05
0.10
0.15
0.20
11 21 31
TWO CONSECUTIVE WINDY DAYS
0.00
0.05
0.10
0.15
0.20
GARMA (long memory)
seasonal + ARMA (short memory)
11 21 31
FOUR CONSECUTIVE WINDY DAYS
0.00
0.05
0.10
0.15
0.20
11 21 31
0.00
0.05
0.10
0.15
0.20
THREE CONSECUTIVE WINDY DAYS
FIVE CONSECUTIVE WINDY DAYS
@freakonometrics 24
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Spectral Density of Hourly Wind Speed in the Netherlands
Some k factor GARMA should be considered, see (Bouëtte et al. (2003)
@freakonometrics 25
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
The European heatwave of 2003
Third IPCC Assessment, 2001: treatment of extremes (e.g. trends in extreme
high temperature) is “clearly inadequate”. Karl & Trenberth (2003) noticed
that “the likely outcome is more frequent heat waves”, “more intense and longer
lasting” added Meehl & Tebaldi (2004).
In Nîmes, there were more than 30 days with temperatures higher than 35◦
C
(versus 4 in hot summers, and 12 in the previous heat wave, in 1947).
Similarly, the average maximum (minimum) temperature in Paris peaked over
35◦
C for 10 consecutive days, on 4-13 August. Previous records were 4 days in
1998 (8 to 11 of August), and 5 days in 1911 (8 to 12 of August).
Similar conditions were found in London, where maximum temperatures peaked
above 30◦
C during the period 4-13 August
(see e.g. Burt (2004), Burt & Eden (2004) and Fink et al. (2004).)
@freakonometrics 26
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Minimum Daily Temperature in Paris, France
q
q
q
q
q
q
q
q
q
q
q
q q
q q
q
q
q
q
q
q
q
q
q
q
q q
q
q
q
q
q
q
q
q q
q
q q q
q
q
q q
q
q
q
q
q
q
q
q q
q
q
q
q
q q q
q
q
101520
Temperaturein°C
juil. 02 juil. 12 juil. 22 août 01 août 11 août 21 août 31
@freakonometrics 27
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Modelling the Minimum Daily Temperature
Karl & Knight (1997) , modeling of the 1995 heatwave in Chicago: minimum
temperature should be most important for health impact (see also Kovats &
Koppe (2005)), several nights with no relief from very warm nighttime
@freakonometrics 28
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Modelling the Minimum Daily Temperature
Instead of boxplots, consider some quantile regression
@freakonometrics 29
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Modelling the Minimum Daily Temperature
Note that the slope for various probability levels is rather stable
unless we focus on heat-waves,
@freakonometrics 30
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Which temperature might be interesting ?
Consider the following decomposition
Yt = µt + Xt
where
• µt is a (linear) general tendency
• Xt is the remaining (stationary) noise
@freakonometrics 31
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Nonstationarity and linear trend
Consider a spline and lowess regression
@freakonometrics 32
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Nonstationarity and linear trend
or a polynomial regression,and compare local slopes,
@freakonometrics 33
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Linear trend, and Gaussian noise
Benestad (2003) or Redner & Petersen (2006) suggested that temperature
for a given (calendar) day is an “independent Gaussian random variable with
constant standard deviation σ and a mean that increases at constant speed ν”
In the U.S., ν = 0.03◦
C per year, and σ = 3.5◦
C
In Paris, ν = 0.027◦
C per year, and σ = 3.23◦
C
@freakonometrics 34
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
The Seasonal Component
There is a seasonal pattern in the daily temperature
@freakonometrics 35
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
The Residual Part (or stationary component)
Let Xt = Yt − β0 + β1t + St
@freakonometrics 36
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
The Residual Part (or stationary component)
Xt might look stationary,
One can consider some short-range dependence (ARMA) model, with either light
or heavy tailed innovation process.
@freakonometrics 37
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Long range dependence ?
Smith (1993) “we do not believe that the autoregressive model provides an
acceptable method for assessing theses uncertainties” (on temperature series)
Dempster & Liu (1995) suggested that, on a long period, the average annual
temperature should be decomposed as follows
• an increasing linear trend,
• a random component, with long range dependence.
Consider some GARMA time series, as in Charpentier (2011).
@freakonometrics 38
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Long range dependence ?
@freakonometrics 39
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
On return periods, optimistic scenario
@freakonometrics 40
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
On return periods, pessimistic scenario
@freakonometrics 41
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Long Memory, non Stationarity and Temporal Granularity
Hourly Temperature in Montreal, QC, in January,
@freakonometrics 42
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Hourly Temperature as a Random Walk?
Use of various test to test for integrated time series (random walk)
• ADF, Augmented Dickey-Fuller, see Fuller (1976) and Said & Dickey
(1984)
• KPSS, Kwiatkowski–Phillips–Schmidt–Shin, see Kwiatkowski et al. (1992)
• PP, Phillips–Perron, see Phillips & Perron (1988)
where random-walk vs. stationnary
@freakonometrics 43
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Detecting Abnormalities and Outliers
Consider the case where Xi,t denote the temperature at date/time t, for year i.
Let ϕ1,t, ϕ2,t, ϕ3,t, · · · denote the principal components, and Yi,1, Yi,2, Yi,3, · · · the
principal component scores.
To detect outliers, as in Jones & Rice (1992), Sood et al. (2009) or Hyndman &
Shang (2010) use a bivariate depth plot on {(Y1,i, Y2,i), i = 1, · · · , n}.
E.g. monthly sea surface temperatures,
from January 1950 to December 2006
@freakonometrics 44
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Detecting Abnormalities and Outliers
The first two components are
2 4 6 8 10 12
−20−1001020
ElNino$x
P$ind$coord[,1]
2 4 6 8 10 12
−4−202
ElNino$x
P$ind$coord[,2]
And we can use a depth plot on the first two principal component scores.
@freakonometrics 45
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Detecting Abnormalities and Outliers
−4 −2 0 2 4 6 8 10
−20246
PC score 1
PCscore2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1973
1982
1983
1987
1997
1998
2 4 6 8 10 12
2022242628 Month
Seasurfacetemperature
1973
1982
1983
1987
1997
1998
@freakonometrics 46
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Depth Set and Bag Plot
Here we use Tukey’s depth set concept. In dimension 1, define
depth(y) = min{F(y), 1 − F(y)}
and the associated depth set of level α ∈ (0, 1) as
Dα = {y ∈ R : depth(y) ≥ 1 − α}
In higher dimension,
depth(y) = inf
u:u=0
{P[Hu(y)]}
where Hu(y) = {x ∈ Rd
: uT
x ≤ uT
y} and the associated depth set of level
α ∈ (0, 1) as
Dα = {y ∈ Rd
: depth(y) ≥ 1 − α}
@freakonometrics 47
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Winter Temperature in Montreal
q
q
q
q
1.0 1.5 2.0 2.5 3.0 3.5 4.0
−15−10−50
Month
Temperature(in°Celsius)
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qqq
q
q
qq
q
q
qq
q
q
q
q
q
qq
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
qq
q
qqq
q
q
q
q
qq
q
q
q
qqq
q
q
q
q
qq
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q q
q
q
q
q
q q
q
q
5 10 15
−20−15−10−50510
Week of winter (from Dec. 1st till March 31st)
Temperature(in°Celsius)
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
qqq
q
q
qqqq
qq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qqq
qq
q
q
q
qq
q
qqqq
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qqq
q
qq
q
q
q
q
q
q
q
q
qq
qqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
qqq
q
q
q
q
qq
q
q
qq
q
q
q
q
qq
q
q
q
q
q
qq
qq
q
q
q
qq
qq
qq
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
qq
q
q
q
qq
q
q
qq
q
q
qqq
q
q
qq
qq
qq
q
q
q
qqqqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
qq
qqq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
qq
qqq
q
q
qqqq
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
qqqq
q
qq
q
q
qq
q
q
q
qq
qq
q
q
qq
qqqq
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
qq
qqq
q
qq
q
qqqqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
qq
q
q
q
qq
qq
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
qq
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
qqqqqq
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qqqq
q
q
qq
q
qqqq
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
qq
q
q
qq
q
q
qqq
qqq
qq
q
qqq
qq
q
qq
q
q
qqq
qq
q
qqq
q
qq
q
q
q
qqq
q
q
qq
q
q
qq
q
q
qq
q
q
q
q
q
q
qq
q
q
qqq
qq
qq
q
q
qq
q
qqq
qq
q
qq
q
q
q
q
qq
q
q
q
qq
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
qqq
q
qq
q
q
q
q
q
q
q
q
q
q
q
qqqq
qqqqq
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q q
q
q
q
q
q
q
qq
q
q
q
q
qq
qqq
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
0 20 40 60 80 100 120
−30−20−10010
Day of winter (from Dec. 1st till March 31st)
Temperature(in°Celsius)
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qqq
qqqq
qqqq
q
q
q
q
q
q
qq
q
q
q
q
qq
q
qqq
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
qqq
qq
q
qq
q
q
q
q
q
q
qq
qq
q
qqq
q
q
q
q
q
q
qq
q
qqqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
qqq
q
qq
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
qq
q
q
q
qqqq
qq
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
qqqq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqqqq
q
q
q
qq
q
q
q
q
qqqqqqq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qqqqqq
q
q
q
qqq
qq
q
q
q
q
q
qq
q
q
q
q
q
qq
qq
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
qqqq
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qqqqq
q
q
qq
q
q
q
q
q
q
q
q
q
qqqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
qqqq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qqq
q
q
qq
q
q
q
q
q
q
q
qq
qqq
q
q
q
q
q
q
q
q
q
q
q
qqq
qqq
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqqqq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qqqq
q
q
q
q
qqqq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
qq
qqq
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
qq
q
qq
qq
q
q
qq
q
q
qq
q
q
q
qq
q
q
qq
qqqqqq
q
q
q
qq
q
q
q
q
q
qq
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qqqq
q
qq
q
q
q
q
q
qqq
qq
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
qqq
q
q
q
qqqqq
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
qq
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
qqq
q
q
q
qq
qqq
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
qq
q
q
q
q
q
qq
qq
q
q
qq
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
qqq
qq
q
q
qq
q
q
q
q
q
qq
qq
qqqq
q
q
q
q
q
q
qq
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
q
qq
q
q
qq
q
q
qq
q
q
q
q
qq
q
qq
q
q
q
q
qq
q
qqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
qq
qq
q
q
qq
q
q
q
q
q
q
q
q
q
qqqq
q
q
q
q
qqq
q
q
q
q
q
qqqqq
qq
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
qq
q
qqq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
qq
q
qqq
q
q
q
q
q
q
q
qqqq
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
qq
q
q
q
q
q
q
qq
qqqqq
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
qq
q
q
qqq
q
q
q
q
q
q
q
qqqq
q
q
qq
qq
q
q
q
q
qq
q
q
qq
qq
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
qq
q
qqq
qqq
q
q
q
q
q
q
qq
q
qq
q
qq
q
qq
q
q
q
qq
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
qqq
qq
qq
q
qq
q
q
qq
q
q
q
q
qqqq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
qqq
q
qq
q
qqqqq
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
qq
q
q
qqq
qq
q
q
qq
qq
q
q
q
q
qq
q
q
q
q
qq
q
qq
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qqqq
q
q
qq
qq
qqqq
q
q
qq
qq
qq
q
q
q
q
qq
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qq
qq
q
q
qq
q
qq
q
q
q
q
q
q
q
q
qqq
qq
q
q
q
q
q
q
q
q
q
q
q
qqq
qq
q
q
q
q
qq
q
q
q
q
qqqq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
qqq
q
q
q
q
q
q
q
qq
q
q
q
q
qq
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
qqq
q
qq
q
q
qq
qq
q
q
q
qqqq
qq
qq
qq
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
qq
qq
q
q
qqq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
qq
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
qq
q
qq
qq
q
qq
q
q
q
qq
q
q
qq
qq
q
q
q
q
qq
qq
q
q
q
qq
qq
q
q
q
q
qq
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
qq
q
q
qq
qqq
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
qq
qqq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
qqq
qqqqq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
qqq
qq
q
q
qq
q
q
q
qq
q
q
q
q
qqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
qq
q
qq
q
qq
q
q
qqq
q
q
q
q
q
q
q
q
q
qq
q
qq
q
qqqq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
qq
q
q
q
q
qq
q
qq
q
q
qqq
q
q
q
q
qqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qqq
q
q
q
q
qqq
q
q
qq
q
q
q
q
qq
q
q
qq
q
q
q
qq
q
qqq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qqqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
qq
qqq
qq
q
q
qqq
qq
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
qq
q
qqq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qqqq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qqqq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qqq
qq
qq
qq
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
qqqq
q
q
q
q
qqq
q
q
q
q
q
qqq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
qq
q
q
q
q
qq
q
qq
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
qqqq
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
qq
q
q
qqq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qqq
qq
q
q
q
q
q
qq
q
q
qq
q
qqq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qqq
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
qqq
q
q
qq
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qqq
qq
q
q
qq
q
qq
qqqq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
qq
q
q
q
qqq
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
qqq
q
qqqq
qqq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
qq
q
qqq
q
q
q
q
q
qq
q
q
qq
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
qqq
q
q
qq
q
q
q
qqqqqq
qq
q
qq
qq
q
q
q
qq
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
qq
q
q
q
qqq
q
qq
qq
q
q
q
q
q
q
q
qq
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
qq
q
q
qq
q
qq
q
q
q
q
q
q
qqq
q
q
qq
qq
q
qqq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
qq
qq
q
qq
q
q
q
qqqq
qq
q
q
qqq
qq
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qq
q
qq
q
q
q
q
q
q
q
qq
q
qq
qq
q
qq
q
qqq
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqqqqq
qq
qq
q
qq
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
qqqq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qqq
qqq
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
qq
qqq
qqq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
qq
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
qqq
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qqqq
q
qq
q
q
q
q
q
q
q
q
qqq
q
qqq
qq
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
qq
q
q
q
q
q
q
qq
q
q
qqqqq
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
qq
q
q
qq
q
q
qqq
q
q
qqqq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
qq
qq
q
q
q
q
q
q
q
q
qq
q
qq
qqq
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
qq
qq
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
qq
qq
qqq
q
q
qq
q
qqqq
qq
qq
qq
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
qq
q
q
qqq
q
q
qq
q
q
q
q
q
q
qq
qq
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
qq
q
q
q
q
q
q
qqq
qq
q
q
qq
q
q
q
q
q
qq
q
q
q
q
qqq
q
q
qq
q
q
q
q
qq
qq
qqqq
q
q
q
q
q
q
q
q
qqqq
q
q
q
q
q
qqq
qq
qqqqq
qq
q
qq
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
qq
qqq
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qq
qq
q
qq
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
qq
q
qq
q
q
q
qq
q
q
q
q
q
q
qq
q
qq
qqq
q
qq
q
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
qq
q
q
qq
q
qq
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
q
qq
q
qq
qqqqq
q
q
q
qq
qqq
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
qqq
q
q
q
qq
qq
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
qq
qq
qq
qqq
qq
q
q
qqqqqqqq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
qq
q
q
q
q
q
q
q
q
q
qq
qq
qqq
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
qq
q
q
q
q
q
q
qq
qqq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
q
qq
qq
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
qqq
q
qq
q
qq
q
q
qq
q
q
q
q
qq
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qqq
q
q
qq
qqq
q
qqq
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
qqq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
qqqqqq
qq
qq
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
qq
q
q
qq
qq
q
qqq
qqqqq
q
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
qq
q
q
q
q
qqq
q
q
q
qqq
q
q
q
q
q
q
q
qq
q
qqq
qq
q
qqq
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
qqqqqqq
q
q
q
qq
q
qq
qq
q
q
q
q
q
q
q
q
qqq
q
q
qq
qq
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
qqqqqq
q
q
q
qq
qq
q
q
q
qq
q
q
q
q
q
qq
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
qqq
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qqqq
q
qqq
q
qqqq
q
qq
q
q
qq
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
qqqqq
q
qqqqqq
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qqqqq
q
qqq
q
qqqq
q
q
q
q
q
qq
qq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
qq
q
q
q
qqq
q
q
q
qq
qq
q
q
qq
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
qqq
q
qq
q
q
qq
qq
q
q
q
q
qq
q
qq
qqq
q
q
q
qqq
q
q
q
q
q
q
q
qqq
q
q
q
q
qq
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqqq
q
qq
q
q
qq
q
q
qqq
qq
qq
q
q
qq
q
qq
q
q
q
q
q
q
q
qq
q
qqq
qq
q
q
q
qq
q
q
qq
qq
qq
qq
q
q
qq
q
q
q
q
qq
q
q
qqq
q
q
q
qq
qq
q
q
q
q
q
q
qq
q
q
q
qq
q
q
q
q
q
qqq
qqq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qq
qq
q
q
q
qqqqq
qqq
q
q
q
qq
q
qqq
q
q
q
q
q
q
qq
q
q
q
q
q
qq
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qqqqq
q
qqqq
q
q
q
q
q
q
q
q
q
q
q
q
qqq
q
qq
q
q
q
qq
q
q
q
qq
qq
q
qq
q
q
qq
qq
q
q
q
qq
q
q
q
qq
qqq
q
q
q
qq
q
q
qq
q
q
q
qq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
qqqqq
q
q
q
q
qq
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
qq
qq
q
q
q
qqq
qq
q
q
qq
qq
qqq
qq
q
q
q
q
qq
qq
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
qq
qq
qqqqq
q
q
qq
qqq
qq
q
q
q
qq
q
q
q
q
q
qq
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
qqqq
q
q
qq
qqqqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
qq
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qqq
q
q
q
q
qqqq
q
q
q
q
qq
qq
q
q
q
q
qq
qq
q
qqq
q
q
qq
q
q
qq
q
qqqq
q
q
qq
q
q
q
q
qq
qqq
qq
q
qq
q
q
q
qq
q
qqq
q
qq
q
q
q
q
qqqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qqq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
DECEMBER JANUARY FEBRUARY MARCH
Winter temperature in Montréal, from December 1st till March 31st, with
Monthly, Weekly, Daily and Hourly temperatures. Winter 2011 is in red.
@freakonometrics 48
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Robust 1 PCA Scores
−6 −4 −2 0 2 4 6 8
−4−202468
Comp.1
Comp.2
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
19731974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996 1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
20102011
Monthly dataset
−10 −5 0 5 10 15
−10−5051015
Comp.1
Comp.2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
19971998 1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
Weekly dataset
@freakonometrics 49
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Robust 1 PCA Scores
−20 −10 0 10 20 30 40 50
−2002040
Comp.1
Comp.2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975 1976
1977
1978
1979
1980
1981
1982
1983
1984 1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
Daily dataset
−100 0 100 200
−1000100200
Comp.1
Comp.2
q
q q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1953
1954
1955
1956
1957
1958
19591960 1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
19992000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
Hourly dataset
@freakonometrics 50
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Standard 2 PCA Scores
0.2 0.4 0.6 0.8 1.0
−0.50.00.5
Dim.1
Dim.2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1953
1954
1955
1956
1957
1958
1959
1960
19611962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981 1982
1983
19841985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
20082009
2010
2011
Monthly dataset
0.2 0.4 0.6 0.8
−0.50.00.5
Dim.1
Dim.2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
Weekly dataset
@freakonometrics 51
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Standard 2 PCA Scores
0.1 0.2 0.3 0.4 0.5 0.6 0.7
−0.6−0.4−0.20.00.20.4
Dim.1
Dim.2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
20042005
2006
2007
2008
2009
2010
2011
Daily dataset
0.2 0.3 0.4 0.5 0.6 0.7
−0.4−0.20.00.20.4
Dim.1
Dim.2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
19721973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
Hourly dataset
@freakonometrics 52
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Robust 1 PCA Principal Components
qqqqqqqqq
q
q
q
q
qqq
qq
qqq
qqq
qq
qqqqqqq
q
q
q
q
qqq
q
q
q
qqqqqqqqqqqqqq
q
q
q
qq
qq
qqqq
qqqq
qq
qqqqqq
q
q
q
q
qq
q
q
q
q
qq
q
qqq
q
qqqqq
qqq
q
q
q
q
q
qq
q
qqq
qqqqqqqqqqqqqq
q
q
qqqqq
qqqqqqq
qq
qqqq
qqq
q
q
q
qqqq
q
qq
q
qq
qqqqqqqqqqq
q
q
q
q
qqq
q
qqqqqqqqqqqqqqqq
q
q
q
q
qqq
qqqqqqqqqqqqqqqqq
q
q
qqqqqqqqqqqqqqqqq
qq
qqq
q
q
q
q
qqq
q
q
qqqqqq
qqqqqqqqq
q
q
q
qq
qqq
qqqqqqqqqqqq
qqqq
q
q
q
qqqq
q
qqqqqqqqqqqqqqqq
q
q
qq
qqqq
qqqqqq
qqqqqqqqqq
q
q
q
qqqqqqqqqqqqqqq
qqqqqqq
q
q
q
qqqq
qqqq
q
q
qqq
qqqqqqq
q
q
q
q
qqq
q
qqqqqqqqqqq
qqqqq
q
q
q
qqqq
q
q
q
q
qqq
qqqqqqqqqq
q
q
q
qqqqq
q
qq
qqqqqqqq
q
qqqq
q
q
q
q
qqqq
qqqqqqqqqqqqqqqq
q
q
q
q
qqq
q
qqq
qqqqqqqqq
qqqq
q
q
q
q
q
qqqqqqqqqqqqqqqqqqq
q
q
q
q
q
qq
q
q
q
q
qqqqqqq
qqqqqq
q
q
q
q
q
qq
q
qq
qq
qqq
qqqqqq
qqq
q
q
q
q
qqqq
qqqqqqqqqqqq
qqqqq
q
qq
qqqq
qqqq
qq
q
qq
q
q
qqqqq
q
q
q
q
qqqq
qqqqqqqqqqq
qqqqq
q
q
q
q
q
qqqqqqqqqqqqq
qqqqqq
q
q
q
q
q
qq
q
qqq
qq
qqqqq
qq
q
qq
qq
q
q
q
qqq
q
q
qqqqqq
qqqqqqqqq
q
q
q
q
q
qqq
qqqqqqqqqqqqqqqqq
q
q
qqqqqqq
q
qqqqqqqqqqqqqq
q
qqqqq
q
qqqqqqq
qqqqqqqqq
q
q
q
q
q
qqqqqqqqqq
q
qqqqq
qqq
q
q
q
q
qqqqq
qqq
q
qqqqqqqqqqqq
q
q
q
q
qq
q
q
q
qqqqq
qqqq
qqqqqq
q
q
q
q
qqq
qqqqqqqqqqqqqqqqq
q
q
q
q
qqq
q
q
qq
qqq
qq
q
qq
qqqqq
q
q
q
q
qqq
q
qqqqqqqqqqqqqqq
q
q
q
q
q
qqq
q
qqqqqqq
q
qq
qq
qqq
q
q
q
q
q
qqq
qq
qqqq
qqqq
qqqqqq
q
q
q
q
q
qq
q
qqq
qq
qq
q
qq
qq
qqqq
q
q
q
q
q
qqq
qqqqqqqqqqqqqqqq
q
q
q
q
q
qqq
q
q
q
qq
q
qqqqq
qqqqq
q
q
q
q
q
q
qq
q
q
qqqqqq
q
qqq
q
qqq
q
q
q
q
q
qqq
q
qq
q
qqq
qq
qqqqq
qq
q
q
q
q
q
qqq
q
qq
qqqq
qqqqqqqqqq
q
q
q
q
qqq
q
qqqqqqqqqqqqqqq
q
q
q
q
q
qqq
qq
qqqqqqqqq
qqqqq
q
q
q
q
q
qqq
q
qqqqqqqqqqqqqqqq
q
q
q
q
qqq
q
q
qqq
qqq
qq
qqqqqq
q
q
q
q
q
q
qq
qqq
qq
qqqqqqqqqqq
q
q
q
q
q
qqq
q
qq
qq
qq
qqqqqqqqq
q
q
q
q
q
qqq
q
qqq
q
qqqq
qq
qqqqq
q
q
q
q
q
qqq
qqq
qqq
qq
q
q
q
qqqqq
q
q
q
q
qqqq
q
q
q
q
q
qq
q
qqqqqqqq
q
q
q
q
qq
qq
q
qqq
qq
qqqqqqqqqq
q
q
q
q
qqqq
qq
q
qqqq
qqqqqqqqq
q
q
q
q
q
qqqqqqqq
q
q
qq
q
q
q
qqqq
q
q
q
q
q
qqq
q
qqq
qqqqqq
qq
qqqq
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
qqq
q
q
q
qq
q
q
q
q
q
q
qq
q
q
qqqqqqqq
qqqqqq
q
q
q
q
q
qqq
q
q
q
q
q
qqqq
qqq
qqqq
q
q
q
q
q
q
qq
q
qqqqq
q
q
qq
qqq
qqq
q
q
q
q
q
qqq
q
qq
qqqqq
q
qq
qq
qqq
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qqqq
qqq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
q
qqqqq
q
q
q
q
q
q
qq
q
qq
qqqq
qq
qqq
qqqq
q
q
q
q
q
qqq
q
q
q
qqqq
qqq
q
qqqq
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
qqqq
q
q
q
q
q
q
q
qq
q
q
q
qq
qqq
q
qq
q
qqq
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
qq
qqqq
q
q
q
q
q
qqq
q
q
q
qqq
q
q
q
q
q
q
qqqq
q
q
q
q
q
qqqq
q
q
qqq
qq
qq
q
qqq
q
q
q
q
q
q
q
qqq
q
qq
q
qq
q
qq
qqqqqqq
q
q
q
q
q
q
qq
q
q
q
qq
qq
qqq
q
qqqq
q
q
q
q
q
q
qqqq
q
q
q
qq
q
qqq
q
q
q
qqq
q
q
q
q
q
q
qq
q
q
q
qq
q
q
qq
q
qqqqqq
q
q
q
q
q
qqq
q
q
qq
q
qq
qqqq
q
qqq
q
q
q
q
q
q
qqq
q
q
q
qqq
qqq
qqqq
qq
q
q
q
q
q
q
q
qq
q
qq
q
q
qq
qqq
qqqqq
q
q
q
q
q
q
qqq
q
q
qqq
qq
qqq
q
qqqqq
q
q
q
q
q
qqq
q
q
q
q
qqq
qq
q
qqq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qqq
qqq
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
qq
qqq
q
qqqqq
q
q
q
q
q
q
qqq
q
q
qq
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
qqq
q
q
q
q
q
q
qqqq
q
q
q
q
qqqq
qqq
q
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
q
q
q
qq
qq
q
q
q
q
q
q
q
qq
q
q
qq
q
q
qqq
qq
qq
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
qqqq
qqq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qqqq
qq
q
q
qq
q
q
qqqqqq
q
q
q
q
q
q
q
qqq
q
q
qqq
qqq
qqqqqq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qqq
qqq
q
qq
q
q
q
q
q
q
q
qqq
q
q
qqq
q
q
qqqqq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
qqq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
qqqq
q
q
q
q
q
q
qqqq
q
q
q
q
q
q
qq
q
q
q
qqq
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
q
qqq
q
q
q
q
q
q
qqq
q
q
q
q
qq
q
q
qqqqqqq
q
q
q
q
q
q
q
qqq
q
qq
q
qq
qq
qqq
qqq
q
q
q
q
q
q
q
qq
q
q
q
qq
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
qqq
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
qq
q
qqqq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qqqq
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
qq
q
qqqq
q
q
q
q
q
q
qqqq
q
q
q
q
q
q
q
q
q
qqqqq
q
q
q
q
q
q
qqqq
q
q
q
q
q
q
qq
qqqqqq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
qqqq
q
q
q
q
q
q
q
qqqq
q
q
qq
qqqq
qq
qq
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
qqq
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
qq
qqqq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
0 20 40 60 80 100 120
−50050
Day of winter (from Dec. 1st till March 31st)
PCAComp.1
DECEMBER JANUARY FEBRUARY MARCH
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qqqqqqq
qqq
qqqqqqqqqqqqqqqq
q
qq
q
qqqqqqqqqqqqq
q
qqqq
q
q
qqqqq
q
qqqqqqqqqqqqqqqqq
qq
q
qqqqq
qqqqqq
qq
qqqqqq
qqqqqqqq
qqq
q
qqq
qqqqqqqqqq
q
qq
q
qq
q
q
q
q
q
qqqqq
qqqqq
qqq
q
q
q
qqqq
qqq
qqqqqqqqq
qq
q
qq
q
qqqqq
q
qq
q
q
q
qqqqqqq
qqqq
qqqq
q
qq
q
q
qq
qqqqqq
qqqqqqqq
qqqqq
qq
qq
qq
qq
qqqqqqq
qqq
qqq
qq
qq
q
qqq
qqqqqqq
q
q
qq
qqqqq
qq
qqqqqqqqqq
q
qqq
q
qq
qqqq
q
q
qq
q
qqqqq
q
q
qqqqq
q
qqq
qqqqqqqq
q
q
qqqqqqqqqq
q
qq
qqqqqqqqq
q
q
q
qq
qqqqqq
qqqqq
qq
qqqq
qqqqqqqqqqqqqqq
qqqqqq
qqqqq
qqq
qqqqqqq
qqqqq
q
qqqqqqqqqqq
qq
qqqqq
qqqqqqq
q
q
q
q
q
q
q
qq
q
qqqqqqqq
qq
q
q
qq
qq
q
qq
qqqq
qqq
qq
q
q
qqqqq
qqq
qqqqqqqqqq
qq
q
qqqqqqqq
q
q
qq
qq
qqqqqq
qq
qq
qqqq
q
q
qqq
q
q
qqqq
q
qq
qqqqqqq
qqq
qqqqqqq
q
qq
q
q
q
q
qq
q
qqqqqq
qqqqqq
qqqqqq
qqq
q
qqqqqq
qqqqqq
qqqq
q
q
q
q
qqqq
q
qq
qq
q
qq
qqqqqqqq
q
q
q
qqq
q
qqqq
qqqqqqqqqqqq
qq
q
q
qqqqqq
qq
qqqq
qqqqq
qq
q
q
q
qqqq
qqqqq
q
qq
q
qqqq
qq
qqqqq
q
qqqqqqqqq
q
qq
qqqqqqq
q
qqq
q
qqqqqq
q
qq
qqqqqqqqq
q
q
qq
q
qqq
qqq
q
q
q
qqq
qqqqqqqq
qqqqqqq
qq
q
qqq
qqqqqqq
qq
qq
qqqqqqqq
qqqqqqqqqqqqq
q
qq
qq
qq
q
qq
q
q
q
qq
qq
q
qqqqqqqq
qqqq
q
qqq
qqqqqqqq
qq
qqqq
q
qqqq
qqqqqqq
qqq
q
qqq
qq
qqq
qqqq
q
qqqq
qqqq
qq
q
qqqqq
q
q
q
qq
qqqqq
qq
qqq
qqqqqqqqqqqqqqqq
q
qqq
q
qqqqq
qqq
q
q
q
qqqqqq
q
q
qq
qqqqq
qq
q
qqqq
qq
q
qqq
qqqqq
q
qqq
qqqqq
qqqqq
qqqqqqqqqqqqqq
qq
qq
qqqqqq
qqqq
q
q
q
q
q
q
qq
qq
qqq
qqqq
q
q
q
q
q
q
qq
qq
qqqqqqq
qq
qqqqqqq
qq
q
q
qqqqqqq
qq
qqq
q
q
q
qqqqq
qq
q
qqqqqqqqq
qqq
qqq
q
q
q
q
qqqqqqqq
q
q
qqq
qqqq
qq
qqqqq
qqqqqqqqqqqqqqq
qqqq
qqq
qq
qqqqqqqqqqqqqq
qqqq
qq
q
qq
qqq
qq
qq
qqq
qq
qqq
q
q
q
q
qq
qqqq
q
q
q
qqqqqqqqqqqq
qqqq
qqq
q
q
qq
qqqqqq
q
q
qqq
q
qqqqqq
q
q
qq
qqqqqq
q
q
qqq
qq
qqqqqqqqq
q
q
qq
qqqq
qq
qq
q
q
q
q
qq
qqqqqq
qqqqqqqqqqqq
qqqq
q
q
qq
qqqq
qq
qq
qq
qqqqqq
qq
q
q
q
q
qq
q
qqqqqqqqq
q
qqqqqq
qq
q
q
qq
q
qqqqq
q
q
q
q
qq
q
qqq
qqqq
qq
qq
qq
qqqq
qqqqq
qqqqqq
qqq
q
qq
qq
q
qqqq
qqqqqq
qq
q
q
q
qq
q
qqq
q
qqqq
qq
qq
qqq
qqqq
qqqqqqqq
qqqqqq
q
qqqqqq
qqqqq
qqqq
q
qqq
qqqqq
q
qqqqqqq
q
q
qq
q
qq
q
qq
qq
qq
q
q
qqqqqqqqqq
q
q
qqqqqqqqq
qqq
qqqqq
qqqqqqqqqqqqqq
q
qqqqq
qq
q
q
qqqqqqqqqqqqq
q
qqqq
qq
q
q
q
q
q
qq
qq
q
qq
q
qqq
q
qq
qqq
q
qqq
qqqqqqqqqqqqqqqq
qqqqqqqqqqqqqq
q
q
q
qqqqqqqq
qqq
qq
qqqq
qqqqqqqq
q
qqq
q
qq
qqqqq
qq
qq
q
q
qqqqq
qqqqq
qqqq
qqqq
qq
q
qqq
qq
q
qqq
qq
q
q
q
q
qqqq
qq
qq
q
qqqqq
q
q
qqqq
qqqq
qq
qqqqq
qq
qqqqqqqq
qqqq
q
qqq
q
q
qqqq
qqq
qqqqqqqqqqq
qqqq
qq
qqqq
qqqqqq
q
qqq
qqqq
qqqqq
qqq
qqqqqqqqqqq
q
qq
qqqq
qqqqqq
q
q
q
q
qqq
q
q
qq
qq
qqq
q
q
qqq
qqq
qq
qqqq
qq
qqqqq
qq
qq
q
qq
q
qq
qqqqqqqq
qqqq
qq
qqq
q
q
q
q
q
qq
q
q
q
q
q
q
qqq
qq
qqqq
qq
q
qqqqq
q
qqq
qqq
qq
qqqqqqqqqqq
qq
qqq
qqqqqqqqqqqqqq
q
qqqqqqqq
q
qqqqqqqq
qq
q
qqqqq
q
qqqq
qqqq
q
q
qqqqqqq
q
qqqqq
qqq
qqqq
qqq
qqqq
qqqqqqq
q
qq
qqq
q
q
qq
qq
q
q
qq
q
qq
qq
q
qqqqqqqq
qqqq
qq
q
q
qq
qqq
qqqq
q
q
qqq
q
qqqq
q
q
q
q
q
qqq
qqq
q
q
q
qq
q
qqq
qqqq
q
qq
q
q
q
q
q
qqqq
q
q
qq
q
q
q
qqq
qqq
q
q
q
qqq
qqqqqqqq
qqqqq
qq
q
q
qq
qqqq
q
qqqqqq
qqqqq
qqqqqqqqq
q
q
q
qqqqqqqq
qqq
q
qq
qqq
qqqqq
q
qqqqqqqqq
q
qq
q
qqq
q
qqq
qqqqqqqqq
qqqqqqq
qq
qqq
qq
qq
qq
qqqqqqq
qqqqq
qqqq
qqqqq
qq
qqqqqq
q
qqq
q
qqq
qqqqqqqq
q
qqq
qq
qqqqqqqqqqqqqqq
q
q
q
q
qq
q
q
q
qqqqqq
qqqq
qq
qq
qqqqqqq
qqq
qqqqq
q
qqqq
qqqqqq
qq
q
qqqqqqqq
qqqqqqq
qqqqq
qqq
qq
qqq
qqqqq
qqqqqqq
q
qq
qq
q
qq
q
q
qq
q
q
qqq
qq
qqqq
qqq
qqqqq
qqqqqq
qqqqq
qq
qqqq
q
qqqqqq
q
qqqqqqqqqq
qq
qq
qqq
q
q
qqqqq
qq
qqqqqqqq
q
qqq
q
qq
qqq
qqqq
q
qq
qq
qq
qqqqqqqqqqqqqqqqq
qqq
qq
qqqqqq
qqq
qqqq
qqq
qq
qqqqq
qq
q
qqqqqqqqq
qqq
q
q
q
qq
q
q
q
q
q
q
qqqqqqqqq
qq
qq
qqq
qqq
q
qq
q
q
q
q
qqqqqqqqqq
q
qqqqqqqqqqq
q
qq
qqq
qqqq
q
qqq
qqqqq
qqq
qqqqqq
qqqq
qqq
q
qqqq
q
qq
q
q
qqq
qqqqqqqq
q
q
qqq
qqq
qqqq
qqq
qqq
qqq
q
qq
q
qq
q
q
q
qqqqqqqqqq
qqq
qq
qqq
qqqq
q
qq
qq
q
qqqqq
qqqqqqqq
qq
qq
qqqqqq
q
qq
qqqq
qqqqq
qqq
qqq
qqqq
qq
q
q
q
qqqqqqqqq
qqqqqqqqqqqqqqqq
q
qq
q
q
q
qqqq
qqq
qqqqqqq
q
qqqqqq
qqq
qqq
qq
q
qq
0 20 40 60 80 100 120
−30−20−100102030
Day of winter (from Dec. 1st till March 31st)
PCAComp.2
q
q
q
q
q
q q
q
q
q
q
q
q q
q q
q
q
q
q
q
@freakonometrics 53
Arthur CHARPENTIER - Granularity Issues of Climatic Time Series
Standard 2 PCA Principal Components
qqqqqqqqq
q
q
q
q
qqq
q
qqqq
qqqqqqqqqqqq
q
q
q
q
qqq
q
q
q
qqq
qqqqqqqqqqq
q
q
q
qq
qq
qqqq
qqqq
qq
qqqqqq
q
q
q
q
qqqq
q
q
qq
q
qqq
qqqqqq
qqq
q
q
q
q
q
qq
q
qqq
qqqqqqqqqqqqqq
q
q
qqqqq
qqqqqqqqq
qqqqqqq
q
q
qqqqq
q
qq
q
qq
qq
qq
qqqqqqq
q
q
q
q
qqq
q
qqqqqqqqqqqqqqqq
q
q
q
q
qqq
q
qqqqqqqqqqqqqqqq
q
q
q
qqqq
qqqqqqqqqqqq
qqqqq
q
q
q
q
qqq
q
q
q
qqqqq
qqqqqqqqq
q
q
q
qq
qqq
qqqqqqqqqqqq
qqqq
q
q
q
qqqq
q
qqqqqqqqqqqqqqqq
q
q
qq
qqqq
qqqqqq
qqqqqqqqqq
q
q
q
qqqqqqqqqqqqqqqqqqqqqq
q
q
q
qqqqqqqqq
q
qqq
qqqqqqq
q
q
q
q
qqq
q
q
qqqqqqqqqq
qqqqq
q
q
q
qq
qq
q
q
q
q
qqq
qqqqqqqqqq
q
q
q
qqqqq
q
qq
qqqqqqqq
q
qqqq
q
q
q
qqqq
q
qqqqqqqqqqqqqqqq
q
q
q
q
qqq
q
qqq
qqqqqqqqq
qqqq
q
q
q
q
q
qqqqqqqqqqqqqqqqqqq
q
q
q
q
q
qqqq
q
q
qqqqqqq
qqqqqq
q
q
q
q
qqq
q
qq
qq
qqqqqqqqq
qqq
q
q
q
q
qqqq
qqqqqqqqqqqq
qqqqq
q
q
q
q
qqq
qqqq
qq
qqq
q
qqqqqq
q
q
q
q
qqq
q
qqqqqqqqqqqqqqqq
q
q
q
q
q
qqqqqqqqqqqqq
qqqqqq
q
q
q
q
q
qq
q
qqq
qq
qqqqqqq
q
qq
qq
q
q
q
qqq
q
q
qqqqqq
qqqqqqqqq
q
q
q
q
q
qqq
qqqqqqqqqqqqqqqqq
q
q
qqqqqqqq
qqqqqqqqqqqqqq
q
q
qqqqq
qqqqqqq
qqqqqqqqq
q
q
q
q
q
qqqqqqqqqq
q
qqqqq
qqq
q
q
q
q
qqqqq
qqq
q
qqqqqqqqqqqq
q
q
q
qqq
q
q
qqqqqqqqqq
qqqqqq
q
q
q
q
qqq
qqqqqqqqqqqqqqqqq
q
q
q
q
qqq
q
q
qq
qqq
qq
q
qq
qqqqq
q
q
q
q
qqq
q
qqqqqqqqqqqqqqq
q
q
q
q
q
qqq
q
qqqqqqq
qqqqq
qqq
q
q
q
q
q
qqq
qq
qqqq
qqqq
qqqqqq
q
q
q
q
q
qq
q
qqq
qq
qq
q
qq
qqqqqq
q
q
q
q
q
qqq
qqqqqqqqqqqqqqqq
q
q
q
q
q
qqq
q
qq
qq
q
qqqqq
qqqqq
q
q
q
q
q
q
qq
q
q
qqqqqq
q
qqq
q
qqq
q
q
q
q
q
qqq
q
qqq
qqq
qq
qqqqq
qq
q
q
q
q
q
qqq
q
qq
qqqq
q
qqq
qqqqq
q
q
q
q
q
qqq
q
qqqqqqqqqqqqqqq
q
q
q
q
q
qqq
qq
qqqqqqqqq
qqqqq
q
q
q
q
q
qqq
q
qqqqq
qqqqqqqqqq
q
q
q
q
q
qqq
q
q
qqq
qqq
qq
qqqqqq
q
q
q
q
q
q
qq
qqq
qq
qqqqqq
qqqqq
q
q
q
q
q
qqq
q
qq
qq
qqqqqqqqqqq
q
q
q
q
q
qqq
q
qqq
q
qqqq
qq
qqqqq
q
q
q
q
q
qqq
qqq
qqq
qq
q
qqqqqqq
q
q
q
q
qqqq
q
q
q
q
q
qq
q
qq
qqqqqq
q
q
q
q
qqqq
q
q
qq
qq
qqqqqqqqqq
q
q
q
q
qqqq
qq
q
qqqqqqqqq
qqqq
q
q
q
q
q
qqq
qqqqq
q
q
q
q
qq
q
qqqq
q
q
q
q
q
qqq
q
qqq
qqqqqqqq
qqqq
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
qqq
q
q
qqq
q
q
q
q
q
qqq
q
q
qqqqqqqqqqqqqq
q
q
q
q
q
qqq
q
q
q
q
q
qqqq
qqq
qqq
q
q
q
q
q
q
qqq
q
qqqqq
q
q
qq
qqq
qqq
q
q
q
q
q
qqq
q
qq
qqqqq
q
qq
qq
qqq
q
q
q
q
q
qqq
q
q
q
q
q
qq
qq
qqqq
qqq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
qq
q
qqqqq
q
q
q
q
q
q
qq
q
qq
qqqq
qq
qqq
qqqq
q
q
q
q
q
qqq
q
q
q
qq
qq
q
qq
q
qqqqq
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
qqqq
q
q
q
q
q
q
q
qq
q
qq
qq
qqqq
qq
q
qqqq
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
qq
qqqq
q
q
q
q
q
qqq
q
q
q
qqq
q
q
q
qq
q
qqqq
q
q
q
q
q
qqqq
q
q
qqq
qq
qq
q
qqq
qq
q
q
q
q
q
qqq
q
qq
q
qq
q
qq
qqqqqqq
q
q
q
q
q
q
qqq
q
q
qq
q
q
q
qq
q
qqqq
q
q
q
q
q
q
qqqq
q
q
q
qq
q
qqq
q
q
qqqq
q
q
q
q
q
q
qq
q
q
q
qq
q
q
qq
q
qqqqqq
q
q
q
q
q
qqq
q
q
qqq
qq
qqqqq
qqq
q
q
q
q
q
q
qqq
q
q
q
qqq
qqq
q
qqq
qq
q
q
q
q
q
q
q
qq
q
qq
q
q
qq
qqq
qqqqq
q
q
q
q
q
q
q
qqq
q
qqq
qq
qqq
q
q
qqqq
q
q
q
q
q
qqq
q
q
q
q
q
qq
qq
q
qqqqq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qqq
qqq
qqq
q
q
q
q
q
q
qqq
q
q
q
q
qq
qqq
q
qqqqq
q
q
q
q
q
q
qqq
q
q
qq
q
q
qq
q
q
q
qq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
qqq
q
q
q
q
q
q
qqqq
q
q
q
q
qq
qq
qqq
q
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
q
q
q
qq
qq
q
q
q
q
q
q
q
qqq
q
qq
q
q
qqq
qq
qq
qq
q
q
q
q
q
q
qqq
q
q
q
qq
qq
qqqqq
q
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
qqqq
qq
q
q
qq
q
q
qqqqqq
q
q
q
q
q
q
qqqq
q
q
qqq
qqq
qqqqqq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
qqq
qqq
q
qq
q
q
q
q
q
q
q
qqq
q
q
qqq
q
q
qqqqq
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
qq
q
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qqq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
qqqqq
q
q
q
q
q
q
qqqq
q
q
q
q
q
q
qq
q
q
q
qqq
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
qqqq
q
q
q
q
q
q
q
qq
qqqqq
q
q
q
q
q
q
q
qqq
q
qq
q
qq
qq
qqq
qqq
q
q
q
q
q
q
q
qq
q
q
q
qq
qq
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qq
qqq
q
qq
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qqqqq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
qq
q
qqqq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
qqqq
qq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
qq
q
qqqq
q
q
q
q
q
q
qqqq
q
q
q
q
q
q
q
q
q
qq
qqq
q
q
q
q
q
q
qqqq
q
q
q
q
q
q
qq
qqq
qqq
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
qqqq
q
q
qq
qqqq
qq
qq
q
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
qq
qqq
qq
q
q
q
q
q
q
q
q
qq
q
q
q
q
qq
q
q
qq
qqqq
q
q
q
q
q
q
q
q
qq
q
q
q
q
q
q
q
q
q
q
qq
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
qq
q
q
q
q
q
qq
q
q
q
q
q
q
q
qqq
q
q
q
q
q
q
q
0 20 40 60 80 100 120
−50510
Day of winter (from Dec. 1st till March 31st)
PCAComp.1
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
qq
q
qqqq
qqq
qqqqqqqqqqqqqqqq
q
qq
q
q
q
qqqqqqqqqq
q
q
q
q
qq
q
q
qqq
q
qq
q
qqqqqqqqqqqqqqqq
qqq
qqqqq
qqqqqq
q
qqqqqq
q
qqqqqqqq
qqq
q
qqq
qqqqqqq
qqqqqq
qqq
qq
q
q
qqqqq
q
q
qqqqqqq
q
qq
qqqq
qqq
qqqqqqq
qq
qq
q
qq
qqqqq
q
q
qqq
q
q
q
qqqqqq
qqqq
qqqq
q
qqqq
qqqqqqqq
qqqqqqqq
qqqqq
qq
q
q
qq
qqqqqqqq
q
qqqqq
q
q
q
qq
q
qqq
qqqq
qq
q
q
qqqqqqqqqq
qqqq
q
q
qq
qq
q
qqq
qqqqqqqq
q
qq
qqqqqq
qq
qqqqq
qqq
qq
qqqqqqqqq
q
qqqqqqqqq
qqq
q
qq
qqqqqq
qq
qqqqqqqqqqqqqq
qq
qqqqqqqqqqqqqqqqqqqqqqqqq
qqqqqqqqqqqqqqq
qqqqqq
qqqqqqqqqqqqqqqqqq
qqqqq
q
q
q
q
qq
qq
q
qq
q
qq
qqqqq
q
qq
q
q
qqqq
qqqqq
q
q
qqqqqqqqqqqq
qqq
qqqqqqqqqqqqqqqqqqqqqq
qqq
qq
qqq
qqq
qq
qq
qqqq
qqqqq
qqqqqqqqqqqqqqqq
qqq
qqqqqqq
q
qqq
qq
qqq
qqqqq
qqqqqqqqqqq
qqq
qqq
qqqqq
qqqqqqqq
qqqqqqqq
q
qqq
q
q
q
q
q
q
qq
qqqqqq
qqq
qqqqq
q
qq
q
q
qqqq
qqqq
qqqqqqq
q
qqqqqqqqq
qqq
qqqqq
q
qq
q
q
qqqq
q
qqqq
qq
qq
q
q
qq
qq
qqqqq
q
q
qq
q
qqqqq
q
qq
q
qqqqq
q
qq
qqq
qqqqqqq
qqq
qqqqqq
qqq
q
qq
q
qqq
q
qq
qq
qqqq
qqqqqqqq
q
qqq
qqqqq
q
q
qq
qqqqqqqqqq
q
qqqq
qqqqqqqqqqqqq
qqqqq
q
q
qq
q
q
q
qqqqq
qq
q
q
q
qqqqqqqq
q
qqq
qqqqqqqqqqqqqqqqqq
q
qq
qqq
qq
qqqq
qqqq
qqq
qqqqqqqq
qq
qqqq
q
q
qqqq
qqqqqq
q
q
q
qq
qqqqqqqq
qq
qq
qq
qqq
qqq
q
qqq
q
q
q
qqq
q
q
qqqq
q
q
q
q
q
q
qqqqqqq
q
qqqqq
qq
qqq
qqqq
qq
qqqq
qqqqq
q
qqq
qq
qqq
qqqq
q
q
qqqqqqqqqqqqqqq
q
q
q
qqq
qqqqqqq
qq
q
q
q
qq
qqqqqqq
qqqq
qq
qq
qq
qq
qqqqqqqqqqqqqq
q
qqq
q
q
q
qqq
qqq
qqqqq
qqqqqqqqqq
qqqqqqqqqqqq
q
qqq
q
qqqqqqqqqqqqq
q
qq
q
q
q
qqq
qqqqq
qqqqq
q
qqq
q
qqq
q
q
qqqq
qqq
qq
qqqqq
qqqqqqqqq
qqqq
qq
q
qq
qqq
qq
qq
qqqqqqqqqqq
qqq
q
qq
qqq
qqqqqqq
qqqq
qq
qqqq
qq
q
qqq
qqqqqq
qqqqqqqqq
qqqq
q
qq
q
q
q
qqqqqq
qqqqq
qqqqqqqqq
qq
qq
qqqqqq
qq
q
q
q
q
qq
qqq
q
qqqqq
qq
qqqqq
qq
qq
q
q
q
q
qq
q
qqqqq
qqqq
qq
qqqqq
qq
qq
qqqqqqqq
qqqq
qqqq
qqqqqqq
q
q
q
qqqqqq
q
q
qq
q
q
q
qqqqqq
q
qq
qq
qq
qqqq
qq
qqq
qqqqq
q
qqq
q
qq
qq
q
qqqq
q
q
q
qqq
qq
q
qq
qqq
qqq
qqqqq
qq
qq
qqqqqqq
qqqqqqq
q
q
qqq
qqq
qqqqqqqqq
qqqqq
qq
qqq
qqqqq
qq
qq
qqqqqqqq
q
qq
q
qqqqqq
q
qqqqqqqqqqqq
q
qqqqqq
qq
qqq
qqq
qq
q
qqqqqqqqq
qqqqqqqqq
qqq
q
q
qq
qqqqqqqqqqqqqqqqq
qq
q
q
q
q
qqqqqqqqq
qqq
qqq
qqqqq
qqqqqqqq
qq
qqqqqqqq
qqqqqqqqqqqqqqqq
qqq
qqqqqq
qqqqqq
qqq
qqqqqqqqq
qq
qq
q
q
qqqqqqqqq
qqqqqqq
q
qq
qqqqqq
q
qqqq
qqqqqqqqqqqqqq
q
qqq
qq
q
q
q
qq
q
qqqqq
q
qqqqq
qqqq
q
qq
qq
qq
qq
qqqqqqqqqqqq
q
qqq
q
q
qqq
q
qqqqqqq
qqqqqqqqqqqqq
qq
qq
qq
qq
qq
qqqqqqqqqqqqq
qqqqqqqqq
qqq
qq
q
qq
qqq
qqqqqqq
q
q
q
q
q
qqq
q
qq
qqqqqqqqqqqqq
qqq
qqq
qq
qqqqq
q
q
qqqqqq
qqq
qqqqqqqqqqq
qq
qqqq
qq
q
q
qq
qqqqqq
qqqqqqqq
qqq
q
qqqqq
qqqqqq
q
qq
qqqqqqqqqqqqqqqqq
q
qqqqqqqq
qqqq
q
qqqqqqqqq
qqqq
qqqq
qq
qq
qqqqq
qqqq
qqqq
qqq
qqqqqqq
qq
qqqq
qqqqqq
qqqqqqq
qqqqqqqqqq
qq
qq
qqq
qqqqqqq
qq
qqq
qqqqqqqq
qqq
qqq
q
qqqqqqqqqqq
qqqqqq
qqqq
q
qqq
qqq
qqq
qqqqq
q
qqq
qqq
qqqq
qqqqq
qqqq
qq
qqqqqqqqqqqq
qqqqqqqqqqqqqqqqqqqq
qq
qqqqqqq
qqqqqq
qq
qqq
q
qqqqqqq
qqqqqqqqqqqqqqqq
qq
qqq
qqqq
q
q
qq
qqqqqqqq
q
q
q
qqqq
qqqqqqqqqqqq
qq
qqqqq
qq
qqqqqqqq
q
qq
qqqqqqqqqq
qqq
q
qqqqqqq
qqqqq
qq
qqq
qq
qq
qqqqqqqq
q
q
q
qqq
qqqqqqqqqqqqq
q
q
q
qq
q
qq
qq
qqqqqqqq
qqq
qq
qq
qqqqqq
qq
qq
qq
qqqq
qqqq
q
qqqqq
qqq
qqqqqqqqqqqqqqq
q
qq
qq
qqqqq
q
q
q
q
q
qqqqqq
qqqqq
qq
qq
q
qq
q
qq
q
qq
qqq
qq
qqqq
qqq
qqqqq
qqqqqq
qqqqq
qqqqq
q
q
qq
qqqqqqqq
qq
qqqqq
qqqq
qqqqqqqq
qqqqqqqqqqqqqqqq
q
q
q
qqq
qqq
qqq
qqqqqqqqqqqqqqqqqqqqqqq
qqqqqq
qqqq
qqqqqqq
qqq
qqq
qqqqqqqqqqqqqq
qq
qqq
q
qqqq
qq
qqqqqqq
qqqqqq
qqq
qq
qq
qqqq
q
qqqqq
qqq
qqqqqq
q
qqqqqqqqqqqqq
qqqqq
qq
qqq
qqqqqqqq
qqq
qqqq
qqqqqq
qq
q
q
qqqq
qqq
qqqq
qqqqqqqq
qqq
qqq
qqqqqq
q
qq
qqqq
qqq
qqq
q
qq
q
qq
q
qqq
q
q
q
q
q
q
qqqqq
qqq
qqqqq
qq
qqqqq
qqq
qqqqqqqq
qq
qq
qqqqqq
q
q
qq
qqqqqqq
qqqqqqq
qqqqqq
q
qq
qq
qqqqqqq
qqqqqqqqqqqqqq
qqqqq
qqqqqqqqqq
qqqqqqq
qq
qqqqqqqq
qqqqqqqq
0 20 40 60 80 100 120
−4−2024
Day of winter (from Dec. 1st till March 31st)
PCAComp.2
q
q
q
q
q
q
q
q q
q
q
q
q q
q
q
q
q
q
q
q
@freakonometrics 54

More Related Content

What's hot (20)

Graduate Econometrics Course, part 4, 2017
Graduate Econometrics Course, part 4, 2017Graduate Econometrics Course, part 4, 2017
Graduate Econometrics Course, part 4, 2017
 
Slides ineq-4
Slides ineq-4Slides ineq-4
Slides ineq-4
 
Slides ACTINFO 2016
Slides ACTINFO 2016Slides ACTINFO 2016
Slides ACTINFO 2016
 
Slides sales-forecasting-session2-web
Slides sales-forecasting-session2-webSlides sales-forecasting-session2-web
Slides sales-forecasting-session2-web
 
Slides guanauato
Slides guanauatoSlides guanauato
Slides guanauato
 
Slides erm-cea-ia
Slides erm-cea-iaSlides erm-cea-ia
Slides erm-cea-ia
 
Slides erasmus
Slides erasmusSlides erasmus
Slides erasmus
 
Proba stats-r1-2017
Proba stats-r1-2017Proba stats-r1-2017
Proba stats-r1-2017
 
Slides lln-risques
Slides lln-risquesSlides lln-risques
Slides lln-risques
 
Classification
ClassificationClassification
Classification
 
Quantile and Expectile Regression
Quantile and Expectile RegressionQuantile and Expectile Regression
Quantile and Expectile Regression
 
Slides ensae 9
Slides ensae 9Slides ensae 9
Slides ensae 9
 
Lundi 16h15-copules-charpentier
Lundi 16h15-copules-charpentierLundi 16h15-copules-charpentier
Lundi 16h15-copules-charpentier
 
Slides econometrics-2017-graduate-2
Slides econometrics-2017-graduate-2Slides econometrics-2017-graduate-2
Slides econometrics-2017-graduate-2
 
Testing for Extreme Volatility Transmission
Testing for Extreme Volatility Transmission Testing for Extreme Volatility Transmission
Testing for Extreme Volatility Transmission
 
Slides Bank England
Slides Bank EnglandSlides Bank England
Slides Bank England
 
Side 2019 #5
Side 2019 #5Side 2019 #5
Side 2019 #5
 
Predictive Modeling in Insurance in the context of (possibly) big data
Predictive Modeling in Insurance in the context of (possibly) big dataPredictive Modeling in Insurance in the context of (possibly) big data
Predictive Modeling in Insurance in the context of (possibly) big data
 
Slides ensae-2016-8
Slides ensae-2016-8Slides ensae-2016-8
Slides ensae-2016-8
 
transformations and nonparametric inference
transformations and nonparametric inferencetransformations and nonparametric inference
transformations and nonparametric inference
 

Viewers also liked (20)

Econometrics, PhD Course, #1 Nonlinearities
Econometrics, PhD Course, #1 NonlinearitiesEconometrics, PhD Course, #1 Nonlinearities
Econometrics, PhD Course, #1 Nonlinearities
 
Econometrics 2017-graduate-3
Econometrics 2017-graduate-3Econometrics 2017-graduate-3
Econometrics 2017-graduate-3
 
Slides picard-6
Slides picard-6Slides picard-6
Slides picard-6
 
Slides ads ia
Slides ads iaSlides ads ia
Slides ads ia
 
15 03 16_data sciences pour l'actuariat_f. soulie fogelman
15 03 16_data sciences pour l'actuariat_f. soulie fogelman15 03 16_data sciences pour l'actuariat_f. soulie fogelman
15 03 16_data sciences pour l'actuariat_f. soulie fogelman
 
Slides ts-1
Slides ts-1Slides ts-1
Slides ts-1
 
Inequalities #2
Inequalities #2Inequalities #2
Inequalities #2
 
Slides act6420-e2014-ts-2
Slides act6420-e2014-ts-2Slides act6420-e2014-ts-2
Slides act6420-e2014-ts-2
 
slides CIRM copulas, extremes and actuarial science
slides CIRM copulas, extremes and actuarial scienceslides CIRM copulas, extremes and actuarial science
slides CIRM copulas, extremes and actuarial science
 
Slides saopaulo-catastrophe
Slides saopaulo-catastropheSlides saopaulo-catastrophe
Slides saopaulo-catastrophe
 
slides tails copulas
slides tails copulasslides tails copulas
slides tails copulas
 
Fougeres Besancon Archimax
Fougeres Besancon ArchimaxFougeres Besancon Archimax
Fougeres Besancon Archimax
 
Slides barcelona risk data
Slides barcelona risk dataSlides barcelona risk data
Slides barcelona risk data
 
Slides smart-2015
Slides smart-2015Slides smart-2015
Slides smart-2015
 
Slides Prix Scor
Slides Prix ScorSlides Prix Scor
Slides Prix Scor
 
Natural Disaster Risk Management
Natural Disaster Risk ManagementNatural Disaster Risk Management
Natural Disaster Risk Management
 
Multiattribute utility copula
Multiattribute utility copulaMultiattribute utility copula
Multiattribute utility copula
 
Slides ilb
Slides ilbSlides ilb
Slides ilb
 
Rappels stats-2014-part1
Rappels stats-2014-part1Rappels stats-2014-part1
Rappels stats-2014-part1
 
Actuariat et Données
Actuariat et DonnéesActuariat et Données
Actuariat et Données
 

Similar to Sildes buenos aires

Hamilton-Jacobi equations and Lax-Hopf formulae for traffic flow modeling
Hamilton-Jacobi equations and Lax-Hopf formulae for traffic flow modelingHamilton-Jacobi equations and Lax-Hopf formulae for traffic flow modeling
Hamilton-Jacobi equations and Lax-Hopf formulae for traffic flow modelingGuillaume Costeseque
 
Master Thesis on Rotating Cryostats and FFT, DRAFT VERSION
Master Thesis on Rotating Cryostats and FFT, DRAFT VERSIONMaster Thesis on Rotating Cryostats and FFT, DRAFT VERSION
Master Thesis on Rotating Cryostats and FFT, DRAFT VERSIONKaarle Kulvik
 
1.1 PRINCIPLE OF LEAST ACTION 640-213 MelatosChapter 1.docx
1.1 PRINCIPLE OF LEAST ACTION 640-213 MelatosChapter 1.docx1.1 PRINCIPLE OF LEAST ACTION 640-213 MelatosChapter 1.docx
1.1 PRINCIPLE OF LEAST ACTION 640-213 MelatosChapter 1.docxpaynetawnya
 
The lattice Boltzmann equation: background, boundary conditions, and Burnett-...
The lattice Boltzmann equation: background, boundary conditions, and Burnett-...The lattice Boltzmann equation: background, boundary conditions, and Burnett-...
The lattice Boltzmann equation: background, boundary conditions, and Burnett-...Tim Reis
 
Redundancy in robot manipulators and multi robot systems
Redundancy in robot manipulators and multi robot systemsRedundancy in robot manipulators and multi robot systems
Redundancy in robot manipulators and multi robot systemsSpringer
 
Slides econometrics-2018-graduate-4
Slides econometrics-2018-graduate-4Slides econometrics-2018-graduate-4
Slides econometrics-2018-graduate-4Arthur Charpentier
 
On Twisted Paraproducts and some other Multilinear Singular Integrals
On Twisted Paraproducts and some other Multilinear Singular IntegralsOn Twisted Paraproducts and some other Multilinear Singular Integrals
On Twisted Paraproducts and some other Multilinear Singular IntegralsVjekoslavKovac1
 
International conference "QP 34 -- Quantum Probability and Related Topics"
International conference "QP 34 -- Quantum Probability and Related Topics"International conference "QP 34 -- Quantum Probability and Related Topics"
International conference "QP 34 -- Quantum Probability and Related Topics"Medhi Corneille Famibelle*
 
Understanding lattice Boltzmann boundary conditions through moments
Understanding lattice Boltzmann boundary conditions through momentsUnderstanding lattice Boltzmann boundary conditions through moments
Understanding lattice Boltzmann boundary conditions through momentsTim Reis
 
On estimating the integrated co volatility using
On estimating the integrated co volatility usingOn estimating the integrated co volatility using
On estimating the integrated co volatility usingkkislas
 
Natalini nse slide_giu2013
Natalini nse slide_giu2013Natalini nse slide_giu2013
Natalini nse slide_giu2013Madd Maths
 

Similar to Sildes buenos aires (20)

ENFPC 2010
ENFPC 2010ENFPC 2010
ENFPC 2010
 
Side 2019, part 2
Side 2019, part 2Side 2019, part 2
Side 2019, part 2
 
Hamilton-Jacobi equations and Lax-Hopf formulae for traffic flow modeling
Hamilton-Jacobi equations and Lax-Hopf formulae for traffic flow modelingHamilton-Jacobi equations and Lax-Hopf formulae for traffic flow modeling
Hamilton-Jacobi equations and Lax-Hopf formulae for traffic flow modeling
 
Master Thesis on Rotating Cryostats and FFT, DRAFT VERSION
Master Thesis on Rotating Cryostats and FFT, DRAFT VERSIONMaster Thesis on Rotating Cryostats and FFT, DRAFT VERSION
Master Thesis on Rotating Cryostats and FFT, DRAFT VERSION
 
1.1 PRINCIPLE OF LEAST ACTION 640-213 MelatosChapter 1.docx
1.1 PRINCIPLE OF LEAST ACTION 640-213 MelatosChapter 1.docx1.1 PRINCIPLE OF LEAST ACTION 640-213 MelatosChapter 1.docx
1.1 PRINCIPLE OF LEAST ACTION 640-213 MelatosChapter 1.docx
 
Slides ub-3
Slides ub-3Slides ub-3
Slides ub-3
 
The lattice Boltzmann equation: background, boundary conditions, and Burnett-...
The lattice Boltzmann equation: background, boundary conditions, and Burnett-...The lattice Boltzmann equation: background, boundary conditions, and Burnett-...
The lattice Boltzmann equation: background, boundary conditions, and Burnett-...
 
Redundancy in robot manipulators and multi robot systems
Redundancy in robot manipulators and multi robot systemsRedundancy in robot manipulators and multi robot systems
Redundancy in robot manipulators and multi robot systems
 
Side 2019 #10
Side 2019 #10Side 2019 #10
Side 2019 #10
 
Slides econometrics-2018-graduate-4
Slides econometrics-2018-graduate-4Slides econometrics-2018-graduate-4
Slides econometrics-2018-graduate-4
 
Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applie...
Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applie...Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applie...
Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applie...
 
Lect4-LTI-signal-processing1.pdf
Lect4-LTI-signal-processing1.pdfLect4-LTI-signal-processing1.pdf
Lect4-LTI-signal-processing1.pdf
 
Ft3 new
Ft3 newFt3 new
Ft3 new
 
On Twisted Paraproducts and some other Multilinear Singular Integrals
On Twisted Paraproducts and some other Multilinear Singular IntegralsOn Twisted Paraproducts and some other Multilinear Singular Integrals
On Twisted Paraproducts and some other Multilinear Singular Integrals
 
International conference "QP 34 -- Quantum Probability and Related Topics"
International conference "QP 34 -- Quantum Probability and Related Topics"International conference "QP 34 -- Quantum Probability and Related Topics"
International conference "QP 34 -- Quantum Probability and Related Topics"
 
Understanding lattice Boltzmann boundary conditions through moments
Understanding lattice Boltzmann boundary conditions through momentsUnderstanding lattice Boltzmann boundary conditions through moments
Understanding lattice Boltzmann boundary conditions through moments
 
On estimating the integrated co volatility using
On estimating the integrated co volatility usingOn estimating the integrated co volatility using
On estimating the integrated co volatility using
 
Slides econ-lm
Slides econ-lmSlides econ-lm
Slides econ-lm
 
Natalini nse slide_giu2013
Natalini nse slide_giu2013Natalini nse slide_giu2013
Natalini nse slide_giu2013
 
Slides lyon-3
Slides lyon-3Slides lyon-3
Slides lyon-3
 

More from Arthur Charpentier (20)

Family History and Life Insurance
Family History and Life InsuranceFamily History and Life Insurance
Family History and Life Insurance
 
ACT6100 introduction
ACT6100 introductionACT6100 introduction
ACT6100 introduction
 
Family History and Life Insurance (UConn actuarial seminar)
Family History and Life Insurance (UConn actuarial seminar)Family History and Life Insurance (UConn actuarial seminar)
Family History and Life Insurance (UConn actuarial seminar)
 
Control epidemics
Control epidemics Control epidemics
Control epidemics
 
STT5100 Automne 2020, introduction
STT5100 Automne 2020, introductionSTT5100 Automne 2020, introduction
STT5100 Automne 2020, introduction
 
Family History and Life Insurance
Family History and Life InsuranceFamily History and Life Insurance
Family History and Life Insurance
 
Machine Learning in Actuarial Science & Insurance
Machine Learning in Actuarial Science & InsuranceMachine Learning in Actuarial Science & Insurance
Machine Learning in Actuarial Science & Insurance
 
Reinforcement Learning in Economics and Finance
Reinforcement Learning in Economics and FinanceReinforcement Learning in Economics and Finance
Reinforcement Learning in Economics and Finance
 
Optimal Control and COVID-19
Optimal Control and COVID-19Optimal Control and COVID-19
Optimal Control and COVID-19
 
Slides OICA 2020
Slides OICA 2020Slides OICA 2020
Slides OICA 2020
 
Lausanne 2019 #3
Lausanne 2019 #3Lausanne 2019 #3
Lausanne 2019 #3
 
Lausanne 2019 #4
Lausanne 2019 #4Lausanne 2019 #4
Lausanne 2019 #4
 
Lausanne 2019 #2
Lausanne 2019 #2Lausanne 2019 #2
Lausanne 2019 #2
 
Lausanne 2019 #1
Lausanne 2019 #1Lausanne 2019 #1
Lausanne 2019 #1
 
Side 2019 #11
Side 2019 #11Side 2019 #11
Side 2019 #11
 
Side 2019 #12
Side 2019 #12Side 2019 #12
Side 2019 #12
 
Side 2019 #9
Side 2019 #9Side 2019 #9
Side 2019 #9
 
Side 2019 #8
Side 2019 #8Side 2019 #8
Side 2019 #8
 
Side 2019 #7
Side 2019 #7Side 2019 #7
Side 2019 #7
 
Side 2019 #6
Side 2019 #6Side 2019 #6
Side 2019 #6
 

Recently uploaded

Call Girls in Defence Colony Delhi 💯Call Us 🔝8264348440🔝
Call Girls in Defence Colony Delhi 💯Call Us 🔝8264348440🔝Call Girls in Defence Colony Delhi 💯Call Us 🔝8264348440🔝
Call Girls in Defence Colony Delhi 💯Call Us 🔝8264348440🔝soniya singh
 
办美国阿肯色大学小石城分校毕业证成绩单pdf电子版制作修改#真实留信入库#永久存档#真实可查#diploma#degree
办美国阿肯色大学小石城分校毕业证成绩单pdf电子版制作修改#真实留信入库#永久存档#真实可查#diploma#degree办美国阿肯色大学小石城分校毕业证成绩单pdf电子版制作修改#真实留信入库#永久存档#真实可查#diploma#degree
办美国阿肯色大学小石城分校毕业证成绩单pdf电子版制作修改#真实留信入库#永久存档#真实可查#diploma#degreeyuu sss
 
Call Us ➥97111√47426🤳Call Girls in Aerocity (Delhi NCR)
Call Us ➥97111√47426🤳Call Girls in Aerocity (Delhi NCR)Call Us ➥97111√47426🤳Call Girls in Aerocity (Delhi NCR)
Call Us ➥97111√47426🤳Call Girls in Aerocity (Delhi NCR)jennyeacort
 
9711147426✨Call In girls Gurgaon Sector 31. SCO 25 escort service
9711147426✨Call In girls Gurgaon Sector 31. SCO 25 escort service9711147426✨Call In girls Gurgaon Sector 31. SCO 25 escort service
9711147426✨Call In girls Gurgaon Sector 31. SCO 25 escort servicejennyeacort
 
NLP Data Science Project Presentation:Predicting Heart Disease with NLP Data ...
NLP Data Science Project Presentation:Predicting Heart Disease with NLP Data ...NLP Data Science Project Presentation:Predicting Heart Disease with NLP Data ...
NLP Data Science Project Presentation:Predicting Heart Disease with NLP Data ...Boston Institute of Analytics
 
办理(UWIC毕业证书)英国卡迪夫城市大学毕业证成绩单原版一比一
办理(UWIC毕业证书)英国卡迪夫城市大学毕业证成绩单原版一比一办理(UWIC毕业证书)英国卡迪夫城市大学毕业证成绩单原版一比一
办理(UWIC毕业证书)英国卡迪夫城市大学毕业证成绩单原版一比一F La
 
RABBIT: A CLI tool for identifying bots based on their GitHub events.
RABBIT: A CLI tool for identifying bots based on their GitHub events.RABBIT: A CLI tool for identifying bots based on their GitHub events.
RABBIT: A CLI tool for identifying bots based on their GitHub events.natarajan8993
 
EMERCE - 2024 - AMSTERDAM - CROSS-PLATFORM TRACKING WITH GOOGLE ANALYTICS.pptx
EMERCE - 2024 - AMSTERDAM - CROSS-PLATFORM  TRACKING WITH GOOGLE ANALYTICS.pptxEMERCE - 2024 - AMSTERDAM - CROSS-PLATFORM  TRACKING WITH GOOGLE ANALYTICS.pptx
EMERCE - 2024 - AMSTERDAM - CROSS-PLATFORM TRACKING WITH GOOGLE ANALYTICS.pptxthyngster
 
Saket, (-DELHI )+91-9654467111-(=)CHEAP Call Girls in Escorts Service Saket C...
Saket, (-DELHI )+91-9654467111-(=)CHEAP Call Girls in Escorts Service Saket C...Saket, (-DELHI )+91-9654467111-(=)CHEAP Call Girls in Escorts Service Saket C...
Saket, (-DELHI )+91-9654467111-(=)CHEAP Call Girls in Escorts Service Saket C...Sapana Sha
 
B2 Creative Industry Response Evaluation.docx
B2 Creative Industry Response Evaluation.docxB2 Creative Industry Response Evaluation.docx
B2 Creative Industry Response Evaluation.docxStephen266013
 
dokumen.tips_chapter-4-transient-heat-conduction-mehmet-kanoglu.ppt
dokumen.tips_chapter-4-transient-heat-conduction-mehmet-kanoglu.pptdokumen.tips_chapter-4-transient-heat-conduction-mehmet-kanoglu.ppt
dokumen.tips_chapter-4-transient-heat-conduction-mehmet-kanoglu.pptSonatrach
 
INTERNSHIP ON PURBASHA COMPOSITE TEX LTD
INTERNSHIP ON PURBASHA COMPOSITE TEX LTDINTERNSHIP ON PURBASHA COMPOSITE TEX LTD
INTERNSHIP ON PURBASHA COMPOSITE TEX LTDRafezzaman
 
Industrialised data - the key to AI success.pdf
Industrialised data - the key to AI success.pdfIndustrialised data - the key to AI success.pdf
Industrialised data - the key to AI success.pdfLars Albertsson
 
04242024_CCC TUG_Joins and Relationships
04242024_CCC TUG_Joins and Relationships04242024_CCC TUG_Joins and Relationships
04242024_CCC TUG_Joins and Relationshipsccctableauusergroup
 
Effects of Smartphone Addiction on the Academic Performances of Grades 9 to 1...
Effects of Smartphone Addiction on the Academic Performances of Grades 9 to 1...Effects of Smartphone Addiction on the Academic Performances of Grades 9 to 1...
Effects of Smartphone Addiction on the Academic Performances of Grades 9 to 1...limedy534
 
Building on a FAIRly Strong Foundation to Connect Academic Research to Transl...
Building on a FAIRly Strong Foundation to Connect Academic Research to Transl...Building on a FAIRly Strong Foundation to Connect Academic Research to Transl...
Building on a FAIRly Strong Foundation to Connect Academic Research to Transl...Jack DiGiovanna
 
1:1定制(UQ毕业证)昆士兰大学毕业证成绩单修改留信学历认证原版一模一样
1:1定制(UQ毕业证)昆士兰大学毕业证成绩单修改留信学历认证原版一模一样1:1定制(UQ毕业证)昆士兰大学毕业证成绩单修改留信学历认证原版一模一样
1:1定制(UQ毕业证)昆士兰大学毕业证成绩单修改留信学历认证原版一模一样vhwb25kk
 
From idea to production in a day – Leveraging Azure ML and Streamlit to build...
From idea to production in a day – Leveraging Azure ML and Streamlit to build...From idea to production in a day – Leveraging Azure ML and Streamlit to build...
From idea to production in a day – Leveraging Azure ML and Streamlit to build...Florian Roscheck
 
办理学位证中佛罗里达大学毕业证,UCF成绩单原版一比一
办理学位证中佛罗里达大学毕业证,UCF成绩单原版一比一办理学位证中佛罗里达大学毕业证,UCF成绩单原版一比一
办理学位证中佛罗里达大学毕业证,UCF成绩单原版一比一F sss
 

Recently uploaded (20)

Call Girls in Defence Colony Delhi 💯Call Us 🔝8264348440🔝
Call Girls in Defence Colony Delhi 💯Call Us 🔝8264348440🔝Call Girls in Defence Colony Delhi 💯Call Us 🔝8264348440🔝
Call Girls in Defence Colony Delhi 💯Call Us 🔝8264348440🔝
 
办美国阿肯色大学小石城分校毕业证成绩单pdf电子版制作修改#真实留信入库#永久存档#真实可查#diploma#degree
办美国阿肯色大学小石城分校毕业证成绩单pdf电子版制作修改#真实留信入库#永久存档#真实可查#diploma#degree办美国阿肯色大学小石城分校毕业证成绩单pdf电子版制作修改#真实留信入库#永久存档#真实可查#diploma#degree
办美国阿肯色大学小石城分校毕业证成绩单pdf电子版制作修改#真实留信入库#永久存档#真实可查#diploma#degree
 
Call Us ➥97111√47426🤳Call Girls in Aerocity (Delhi NCR)
Call Us ➥97111√47426🤳Call Girls in Aerocity (Delhi NCR)Call Us ➥97111√47426🤳Call Girls in Aerocity (Delhi NCR)
Call Us ➥97111√47426🤳Call Girls in Aerocity (Delhi NCR)
 
9711147426✨Call In girls Gurgaon Sector 31. SCO 25 escort service
9711147426✨Call In girls Gurgaon Sector 31. SCO 25 escort service9711147426✨Call In girls Gurgaon Sector 31. SCO 25 escort service
9711147426✨Call In girls Gurgaon Sector 31. SCO 25 escort service
 
NLP Data Science Project Presentation:Predicting Heart Disease with NLP Data ...
NLP Data Science Project Presentation:Predicting Heart Disease with NLP Data ...NLP Data Science Project Presentation:Predicting Heart Disease with NLP Data ...
NLP Data Science Project Presentation:Predicting Heart Disease with NLP Data ...
 
Deep Generative Learning for All - The Gen AI Hype (Spring 2024)
Deep Generative Learning for All - The Gen AI Hype (Spring 2024)Deep Generative Learning for All - The Gen AI Hype (Spring 2024)
Deep Generative Learning for All - The Gen AI Hype (Spring 2024)
 
办理(UWIC毕业证书)英国卡迪夫城市大学毕业证成绩单原版一比一
办理(UWIC毕业证书)英国卡迪夫城市大学毕业证成绩单原版一比一办理(UWIC毕业证书)英国卡迪夫城市大学毕业证成绩单原版一比一
办理(UWIC毕业证书)英国卡迪夫城市大学毕业证成绩单原版一比一
 
RABBIT: A CLI tool for identifying bots based on their GitHub events.
RABBIT: A CLI tool for identifying bots based on their GitHub events.RABBIT: A CLI tool for identifying bots based on their GitHub events.
RABBIT: A CLI tool for identifying bots based on their GitHub events.
 
EMERCE - 2024 - AMSTERDAM - CROSS-PLATFORM TRACKING WITH GOOGLE ANALYTICS.pptx
EMERCE - 2024 - AMSTERDAM - CROSS-PLATFORM  TRACKING WITH GOOGLE ANALYTICS.pptxEMERCE - 2024 - AMSTERDAM - CROSS-PLATFORM  TRACKING WITH GOOGLE ANALYTICS.pptx
EMERCE - 2024 - AMSTERDAM - CROSS-PLATFORM TRACKING WITH GOOGLE ANALYTICS.pptx
 
Saket, (-DELHI )+91-9654467111-(=)CHEAP Call Girls in Escorts Service Saket C...
Saket, (-DELHI )+91-9654467111-(=)CHEAP Call Girls in Escorts Service Saket C...Saket, (-DELHI )+91-9654467111-(=)CHEAP Call Girls in Escorts Service Saket C...
Saket, (-DELHI )+91-9654467111-(=)CHEAP Call Girls in Escorts Service Saket C...
 
B2 Creative Industry Response Evaluation.docx
B2 Creative Industry Response Evaluation.docxB2 Creative Industry Response Evaluation.docx
B2 Creative Industry Response Evaluation.docx
 
dokumen.tips_chapter-4-transient-heat-conduction-mehmet-kanoglu.ppt
dokumen.tips_chapter-4-transient-heat-conduction-mehmet-kanoglu.pptdokumen.tips_chapter-4-transient-heat-conduction-mehmet-kanoglu.ppt
dokumen.tips_chapter-4-transient-heat-conduction-mehmet-kanoglu.ppt
 
INTERNSHIP ON PURBASHA COMPOSITE TEX LTD
INTERNSHIP ON PURBASHA COMPOSITE TEX LTDINTERNSHIP ON PURBASHA COMPOSITE TEX LTD
INTERNSHIP ON PURBASHA COMPOSITE TEX LTD
 
Industrialised data - the key to AI success.pdf
Industrialised data - the key to AI success.pdfIndustrialised data - the key to AI success.pdf
Industrialised data - the key to AI success.pdf
 
04242024_CCC TUG_Joins and Relationships
04242024_CCC TUG_Joins and Relationships04242024_CCC TUG_Joins and Relationships
04242024_CCC TUG_Joins and Relationships
 
Effects of Smartphone Addiction on the Academic Performances of Grades 9 to 1...
Effects of Smartphone Addiction on the Academic Performances of Grades 9 to 1...Effects of Smartphone Addiction on the Academic Performances of Grades 9 to 1...
Effects of Smartphone Addiction on the Academic Performances of Grades 9 to 1...
 
Building on a FAIRly Strong Foundation to Connect Academic Research to Transl...
Building on a FAIRly Strong Foundation to Connect Academic Research to Transl...Building on a FAIRly Strong Foundation to Connect Academic Research to Transl...
Building on a FAIRly Strong Foundation to Connect Academic Research to Transl...
 
1:1定制(UQ毕业证)昆士兰大学毕业证成绩单修改留信学历认证原版一模一样
1:1定制(UQ毕业证)昆士兰大学毕业证成绩单修改留信学历认证原版一模一样1:1定制(UQ毕业证)昆士兰大学毕业证成绩单修改留信学历认证原版一模一样
1:1定制(UQ毕业证)昆士兰大学毕业证成绩单修改留信学历认证原版一模一样
 
From idea to production in a day – Leveraging Azure ML and Streamlit to build...
From idea to production in a day – Leveraging Azure ML and Streamlit to build...From idea to production in a day – Leveraging Azure ML and Streamlit to build...
From idea to production in a day – Leveraging Azure ML and Streamlit to build...
 
办理学位证中佛罗里达大学毕业证,UCF成绩单原版一比一
办理学位证中佛罗里达大学毕业证,UCF成绩单原版一比一办理学位证中佛罗里达大学毕业证,UCF成绩单原版一比一
办理学位证中佛罗里达大学毕业证,UCF成绩单原版一比一
 

Sildes buenos aires

  • 1. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Granularity Issues on Climatic Time Series A. Charpentier (UQAM & Université de Rennes 1) Buenos Aires, November 2015 Big Data & Environment Workshop http://freakonometrics.hypotheses.org @freakonometrics 1
  • 2. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Agenda • the ‘period of return’ (in the context of climate change) • flood events dynamics, long or short memory? • long memory and seasonality on wind speed • long memory vs. fat tails for temperature time series • detecting abnormalities and outliers on functional data @freakonometrics 2
  • 3. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series ‘Period of Return’ in the context of Climate Data Gumbel (1958). Statistics of Extremes. Columbia University Press Let T be the time of first success for some events occuring with yearly probabiliy p, then P[T = k] = (1 − p)k−1 p so that E[T] = 1 p (geometric distribution, discrete version of the exponential distribution). @freakonometrics 3
  • 4. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Models for River Levels and Flood Events In hydrological papers, huge interest on Annual Maximum time series • Hurst (1951) observed that annual maximum exhibit long-range dependence (so called Hurst effect), • Gumbel (1958) observed that annual maximum were i.id with a similar distribution (so called Gumbel distribution) How could it be identical series be at the same time independent and with long-range dependence? Hurst (1951) used 700 years of data on the Nile, Gumbel (1958) used European data, over less than a century. Can’t we use more data to model flood events? @freakonometrics 4
  • 5. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Flood Events @freakonometrics 5
  • 6. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series High Frequency Models (for Financial Data) On financial data, • “traditional” approach (time series): consider the closing data price, Xt at the end of day t, i.e. regularly spaced observations, • “high frequency daya”: the price X is observed at each transaction: let Ti denote the data of the ith transaction, and Xi the price paid. See e.g. ACD - Autoregressive Conditional Duration models, introduced par in Engle & Russell (1998). In practice, three information are stored: (1) date of transaction, or time between two consecutive transactions, on the same stock; (2) the volume, i.e. number of stocks sold and bought (3) the price, i.e. individual stock price (or total price exchanged) @freakonometrics 6
  • 7. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Flood Events The analogous of a transaction is a flood event, where 4 variables are kept, • time length of the flood event • time between two consecutive flood events • volume Vi • peak Pi Remark: see Todorovic & Zelenhasic (1970) and et Todorovic & Rousselle (1970) where marked Poisson processes were considered. @freakonometrics 7
  • 8. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Some ‘Optimal’ Threshold The choice of the threshold is crucial. Standard tradeoff • should be low to have more events • should be high to have significant flood events Standard technique in hydrology: given some function f (e.g. f affine), solve u = argmax{P(X > f(u)|X > u)} or its empirical couterpart u = argmax #{Xi > f(u)} #{Xi > u} with e.g. f(x) = 1, 5x + 5. @freakonometrics 8
  • 9. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series A Two-Duration Model Engle & Lunde (2003) in trades and quotes: a bivariate point process, consider a two duration model, that can be used here. The two dates are Ti beginning of ith flood, and Ti end of the flood. Set • Xi = Ti+1 − Ti the time length between the begining of two consecutive floods • Yi = Ti+1 − Ti the time length between the end of a flood and the begining of the next one @freakonometrics 9
  • 10. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Engle & Russell (1998) ACD(p, q) Model In the one-duration model, let Xi denote the time lengths (Xi = Ti − Ti−1), and Hi = {X1, ...., Xi−1}. Then    Xi = Ψi · εi, with (εi) i.i.d. noise E(Xi|Hi−1) = Ψi = ω + p k=1 αkXi−k + q k=1 βkΨi−k, i.e. Xi = ω + max{p,q} k=1 (αk + βk)Xk − q k=1 βkηi−k + ηi, where ηi = Xi − Ψi = Xi − E(Xi|Hi−1) (ARMA(max{p, q}, q) representation of the ACD(p, q)). In the Exponential ACD(1,1), (εi) is an exponential noise E(Xi|Hi−1) = Ψi = θ + αXi + βΨi−1, with α, β ≥ 0 and θ > 0, @freakonometrics 10
  • 11. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Engle & Russell (1998) ACD(p, q) Model More generally, the conditional density of Xi is f(x|Hi) = 1 Ψi(Hi, θ) · gε x Ψi(Hi, θ) e.g. gε(·) = exp[−·], if ε ∼ E(1). Inference is very similar to GARCH(1,1), the proof being the same as the one in Lee & Hansen (1994) and Lumsdaine (1996). @freakonometrics 11
  • 12. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series The Two-Duration Model As in Engle & Lunde (2003), consider some two-EACD model, f(xi|Hi) = 1 Ψi(Hi, θ1) · exp − xi Ψi(Hi, θ1) where Ψi(Hi, θ1) = exp α + δ log(Ψi−1) + γ Xi−1 Ψi−1 + β1Pi−1 + β2Vi−1 , while g(yi|xi, Hi) = 1 Φi(xi, Hi, θ2) · exp − yi Φi(xi, Hi, θ2) where Φi(xi, Hi, θ2) = exp µ + ρ log(Φi−1) + γ Yi−1 Φi−1 + τ xi Ψi + η1Pi−1 + η2Vi−1 . @freakonometrics 12
  • 13. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series The Two-Duration Model Define residuals εi = Xi Ψi(Hi−1, θ1) . Since there are two kinds of floods, ordinary ones and those related to snow melt, we should consider a mixture distribution for ε, a mixture of exponentials f(x) = α · λ1 · e−λ1·x + (1 − α) · λ2 · e−λ2·x , x > 0. or a mixture of Weibull’s f(x) = α · λ1 · θ−λ1 1 · xλ1−1 · e−(x/θ1)λ1 + (1 − α) · λ2 · θ−λ2 2 · xλ2−1 · e−(x/θ2)λ2 @freakonometrics 13
  • 14. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Modeling Marks Finally, f(pi, vi, xi, yi|Hi−1) = g(pi, vi|Hi−1, xi, yi) · h(xi, yi|Hi−1). which can be simplified using a triangle approximation, Volume = Vi = Pi · Xi − Yi 2 = peak × flood duration 2 , Modeling Peaks From the threshod based approach, use Pickands-Balkema-de Haan theorem and fit a Generalized Pareto distribution h(pi|Hi−1, xi, yi) = α pi + b(xi − yi) + d σ −(1+α) . @freakonometrics 14
  • 15. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Application In Charpentier & Sibaï, D. (2010), we considered a mixture of Weibull distribution, fitted using EM algorithm, see (conditional) QQ plot, exponential vs. mixture of Weibull, There is some dynamics, but not long memory here (from the EACD(1,1) processes). @freakonometrics 15
  • 16. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Long Memory and Wind Speed (very popular application) Haslett & Raftery (1989). Space-time modelling with long-memory dependence: assessing Ireland’s wind power resource (with discussion). Applied Statistics. 38. 1-50. @freakonometrics 16
  • 17. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Daily Wind Speed in Ireland, long memory, really? @freakonometrics 17
  • 18. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Modeling Stationary Time Series Given a stationary time series (Xt) , the autocovariance function, is h → γX (h) = Cov (Xt, Xt−h) = E (XtXt−h) − E (Xt) · E (Xt−h) for all h ∈ N, and its Fourier transform is the spectral density of (Xt) fX (ω) = 1 2π h∈Z γX (h) exp (iωh) for all ω ∈ [0, 2π]. Note that fX (ω) = 1 2π +∞ h=−∞ γX (h) cos (ωh) Let ρX(h) denote the autocorrelation function i.e. ρX(h) = γX(h)/γX(0). @freakonometrics 18
  • 19. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Long-Range Dependence Stationary time series (Yt) has long range dependence if ∞ h=1 |ρX(h)| = ∞, and short range dependence if the sum is bounded. E.g. ARMA processes have short range dependence since |ρ(h)| ≤ C · rh , for h = 1, 2, ... where r ∈]0, 1[. A popular class of long memory processes is obtained when ρ(h) ∼ C · h2d−1 as h → ∞, where d ∈]0, 1/2[. This can be obtained with fractionary processes (1 − L)d Xt = εt, @freakonometrics 19
  • 20. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series where (εt) is some white noise. Here, (1 − L)d is defined as (1 − L)d = 1 − dL − d(1 − d) 2! L2 − d(1 − d)(2 − d) 3! L3 + · · · = ∞ j=0 φjLj , where φj = Γ(j − d) Γ(j + 1)Γ(−d) = 0<k≤j k − 1 − d k for j = 0, 1, 2, ... If V ar(εt) = 1, note that par γX(h) = Γ(1 − 2d)Γ(h + d) Γ(d)Γ(1 − d)Γ(h + 1 − d) ∼ Γ(1 − 2d) Γ(d)Γ(1 − d) · h2d−1 as h → ∞, and fX(ω) = 2 sin ω 2 −2d ∼ ω−2d as ω → 0. See also Mandelbrot et Van Ness (1968) for the continuous time version, with the fractionary Brownian motion. @freakonometrics 20
  • 21. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Daily Windspeed Time Series @freakonometrics 21
  • 22. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Defining Long Range Dependence Hosking (1981, 1984) suggested another definition of long range dependence: (Xt) is stationnary, and there is ω0 such that fX(ω) → ∞ as ω → ω0. Such a ω0 can be related to seasonality Gray, Zhang & Woodward (1989) defined GARMA(p, d, q) processes, inspired by Hosking (1981) Φ(L)(1 − 2uL + L2 )d Xt = Θ(L)εt Hosking (1981) did not studied those processes since it is difficult to invert (1 − 2uL + L2 )d . @freakonometrics 22
  • 23. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Defining Long Range Dependence with Seasonality This can be done using Gegenbauer polynomial: for d = 0, |Z| < 1 and |u| ≤ 1, (1 − 2uL + L2 )−d = ∞ i=0 Pi,d(u)Ln , where Pi,d(u) = [i/2] k=0 (−1)k Γ(d + n − k) Γ(d) (2u)n−2k [k!(n − 2k)!] If |u| < 1, the limit of (ω − ω0)2d f(ω) exists when ω → ω0, where ω0 = cos−1 (u). Further, if |u| < 1 and 0 < d < 1/2, then ρ(h) ∼ C · h2d−1 · cos(ω0 · h) as h → ∞. In Bouëtte et al. (2003) we obtained on daily windspeed d ∼ 0, 18. @freakonometrics 23
  • 24. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Estimation ‘Return Periods’ Using Gray, Zhang & Woodward (1989), it is possible to simulate GARMA processes, to estimate probabilities 11 21 31 EXCEEDENCE PROBABILITIES 0.00 0.05 0.10 0.15 0.20 11 21 31 TWO CONSECUTIVE WINDY DAYS 0.00 0.05 0.10 0.15 0.20 GARMA (long memory) seasonal + ARMA (short memory) 11 21 31 FOUR CONSECUTIVE WINDY DAYS 0.00 0.05 0.10 0.15 0.20 11 21 31 0.00 0.05 0.10 0.15 0.20 THREE CONSECUTIVE WINDY DAYS FIVE CONSECUTIVE WINDY DAYS @freakonometrics 24
  • 25. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Spectral Density of Hourly Wind Speed in the Netherlands Some k factor GARMA should be considered, see (Bouëtte et al. (2003) @freakonometrics 25
  • 26. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series The European heatwave of 2003 Third IPCC Assessment, 2001: treatment of extremes (e.g. trends in extreme high temperature) is “clearly inadequate”. Karl & Trenberth (2003) noticed that “the likely outcome is more frequent heat waves”, “more intense and longer lasting” added Meehl & Tebaldi (2004). In Nîmes, there were more than 30 days with temperatures higher than 35◦ C (versus 4 in hot summers, and 12 in the previous heat wave, in 1947). Similarly, the average maximum (minimum) temperature in Paris peaked over 35◦ C for 10 consecutive days, on 4-13 August. Previous records were 4 days in 1998 (8 to 11 of August), and 5 days in 1911 (8 to 12 of August). Similar conditions were found in London, where maximum temperatures peaked above 30◦ C during the period 4-13 August (see e.g. Burt (2004), Burt & Eden (2004) and Fink et al. (2004).) @freakonometrics 26
  • 27. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Minimum Daily Temperature in Paris, France q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 101520 Temperaturein°C juil. 02 juil. 12 juil. 22 août 01 août 11 août 21 août 31 @freakonometrics 27
  • 28. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Modelling the Minimum Daily Temperature Karl & Knight (1997) , modeling of the 1995 heatwave in Chicago: minimum temperature should be most important for health impact (see also Kovats & Koppe (2005)), several nights with no relief from very warm nighttime @freakonometrics 28
  • 29. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Modelling the Minimum Daily Temperature Instead of boxplots, consider some quantile regression @freakonometrics 29
  • 30. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Modelling the Minimum Daily Temperature Note that the slope for various probability levels is rather stable unless we focus on heat-waves, @freakonometrics 30
  • 31. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Which temperature might be interesting ? Consider the following decomposition Yt = µt + Xt where • µt is a (linear) general tendency • Xt is the remaining (stationary) noise @freakonometrics 31
  • 32. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Nonstationarity and linear trend Consider a spline and lowess regression @freakonometrics 32
  • 33. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Nonstationarity and linear trend or a polynomial regression,and compare local slopes, @freakonometrics 33
  • 34. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Linear trend, and Gaussian noise Benestad (2003) or Redner & Petersen (2006) suggested that temperature for a given (calendar) day is an “independent Gaussian random variable with constant standard deviation σ and a mean that increases at constant speed ν” In the U.S., ν = 0.03◦ C per year, and σ = 3.5◦ C In Paris, ν = 0.027◦ C per year, and σ = 3.23◦ C @freakonometrics 34
  • 35. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series The Seasonal Component There is a seasonal pattern in the daily temperature @freakonometrics 35
  • 36. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series The Residual Part (or stationary component) Let Xt = Yt − β0 + β1t + St @freakonometrics 36
  • 37. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series The Residual Part (or stationary component) Xt might look stationary, One can consider some short-range dependence (ARMA) model, with either light or heavy tailed innovation process. @freakonometrics 37
  • 38. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Long range dependence ? Smith (1993) “we do not believe that the autoregressive model provides an acceptable method for assessing theses uncertainties” (on temperature series) Dempster & Liu (1995) suggested that, on a long period, the average annual temperature should be decomposed as follows • an increasing linear trend, • a random component, with long range dependence. Consider some GARMA time series, as in Charpentier (2011). @freakonometrics 38
  • 39. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Long range dependence ? @freakonometrics 39
  • 40. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series On return periods, optimistic scenario @freakonometrics 40
  • 41. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series On return periods, pessimistic scenario @freakonometrics 41
  • 42. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Long Memory, non Stationarity and Temporal Granularity Hourly Temperature in Montreal, QC, in January, @freakonometrics 42
  • 43. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Hourly Temperature as a Random Walk? Use of various test to test for integrated time series (random walk) • ADF, Augmented Dickey-Fuller, see Fuller (1976) and Said & Dickey (1984) • KPSS, Kwiatkowski–Phillips–Schmidt–Shin, see Kwiatkowski et al. (1992) • PP, Phillips–Perron, see Phillips & Perron (1988) where random-walk vs. stationnary @freakonometrics 43
  • 44. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Detecting Abnormalities and Outliers Consider the case where Xi,t denote the temperature at date/time t, for year i. Let ϕ1,t, ϕ2,t, ϕ3,t, · · · denote the principal components, and Yi,1, Yi,2, Yi,3, · · · the principal component scores. To detect outliers, as in Jones & Rice (1992), Sood et al. (2009) or Hyndman & Shang (2010) use a bivariate depth plot on {(Y1,i, Y2,i), i = 1, · · · , n}. E.g. monthly sea surface temperatures, from January 1950 to December 2006 @freakonometrics 44
  • 45. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Detecting Abnormalities and Outliers The first two components are 2 4 6 8 10 12 −20−1001020 ElNino$x P$ind$coord[,1] 2 4 6 8 10 12 −4−202 ElNino$x P$ind$coord[,2] And we can use a depth plot on the first two principal component scores. @freakonometrics 45
  • 46. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Detecting Abnormalities and Outliers −4 −2 0 2 4 6 8 10 −20246 PC score 1 PCscore2 q q q q q q q q q q q q q q q q qq q q q q q q qq qq q qq q q q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q qq q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1973 1982 1983 1987 1997 1998 2 4 6 8 10 12 2022242628 Month Seasurfacetemperature 1973 1982 1983 1987 1997 1998 @freakonometrics 46
  • 47. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Depth Set and Bag Plot Here we use Tukey’s depth set concept. In dimension 1, define depth(y) = min{F(y), 1 − F(y)} and the associated depth set of level α ∈ (0, 1) as Dα = {y ∈ R : depth(y) ≥ 1 − α} In higher dimension, depth(y) = inf u:u=0 {P[Hu(y)]} where Hu(y) = {x ∈ Rd : uT x ≤ uT y} and the associated depth set of level α ∈ (0, 1) as Dα = {y ∈ Rd : depth(y) ≥ 1 − α} @freakonometrics 47
  • 48. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Winter Temperature in Montreal q q q q 1.0 1.5 2.0 2.5 3.0 3.5 4.0 −15−10−50 Month Temperature(in°Celsius) q q q q q q q q q q q q q q q q q qq q q q qq q q q qqq q q q q q q q q q q q qq qq q q q q qq q q q q q q qq q q q q q q q q q q q q qq q q qqq q q qq q q qq q q q q q qq q q q qqq q q q q q q q q q q q q q q q q q q q q q qq qq q q q qq q qqq q q q q qq q q q qqq q q q q qq q q q q q q qq qq q q q q q q q q q q q q qqq q q q qq q q q q q q q q q q qq q q q q q q q qq q q qq q q q q q q q q q q q qq q q q q q q qq q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q 5 10 15 −20−15−10−50510 Week of winter (from Dec. 1st till March 31st) Temperature(in°Celsius) q q q q q q q q q q q q qqq q q qqq q q qqqq qq qq q q q q q q q qq q q q q qq q q qq q q q q q q qq q q q q qq q q q q q q qq q q q q q q q q q qq qq q q q q q q q q q q q qq q q q qq q q q q q q q q q q q q q q q q q q q q q q q q qq q q q qqq qq q q q qq q qqqq q q q qqq q q q q q q q q q q q q q q q q q q q q q q q q q q q qq q q q q qqq q qq q q q q q q q q qq qqqq q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q q qq q q q q q q q q q qq qqq q q q q qq q q qq q q q q qq q q q q q qq qq q q q qq qq qq q qq qq q q q q q q q q q q q q q q q qq q q q q q qq q qq q q q q q qq q q q q q q q qq q qq q q q q q q qq q q q qq q q qq q q qqq q q qq qq qq q q q qqqqqq q q q q q q q q q q q q q q q q q q q q q q q qq q q qq q q q q qq q q q qq q q q q q qq qqq q q q q q q q q q qq q q q q q q q q q q q q q q q q qq q q q q q q q q q q q qq q q q q q q q q q q qq q qq qqq q q qqqq q q q q q q q q qq q q qq q q q q q q qq q q q qq q q q q q q q qqqq q qq q q qq q q q qq qq q q qq qqqq q qq q q q q q q q q q q qq q q q q q q q q q qq q q q q q q q q q q q q qq q qq q qq qqq q qq q qqqqqq q q q q q q q q q q q q q q q q q q q q q qq q qq q q qq q q q qq qq q q q q qqq q q q q q q q q q q q q qq qqq q q q q q q q q q q q q q q q q q qq q q qq q q q q q q q qqqqqq q q q q q q q q q qqq q q q q q q q q q q q q q q q q q q q qq q q qq q q q q q qq q q q q q qqq q q q q q q q q q qqqq q q qq q qqqq q q q qq q q qq q q q q q q q q q q q q q q q q q q q q q qq q q q q q q qq q q qq q q qq q q qqq qqq qq q qqq qq q qq q q qqq qq q qqq q qq q q q qqq q q qq q q qq q q qq q q q q q q qq q q qqq qq qq q q qq q qqq qq q qq q q q q qq q q q qq q q qq q q q qq q q q q q q q qqq q qq q q q q q q q q q q q qqqq qqqqq q qqq q q q q q q q q q q q q q q q qq q q q qq qq q q q q q q q q q q q q q q q q q q q q q q qq q q q q qq qqq q q q q q q q q q q q qq qq q q q q q q q q qq q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q qqq q q q q q q q q q qq q q q q q qq qq q q q q q q qq q q q q q q q q q q q 0 20 40 60 80 100 120 −30−20−10010 Day of winter (from Dec. 1st till March 31st) Temperature(in°Celsius) q q q q q q q q q qqq q q q q q q qqq qqqq qqqq q q q q q q qq q q q q qq q qqq q q q q q q q qq q q qq q q q q q q q q q q q q q q q q q q q q q qqq q q q q q q q q q q q q q q q q q q q qq q qq q q qqq qq q qq q q q q q q qq qq q qqq q q q q q q qq q qqqqq q q q q q q q q q q q q q q q q q q q q q qqq q q q q q q q q q q q q q q qq q qq q q q q q q q qqq q qq q q q q q q q q qq q q q qq q q q q q q q q q q q q q q q q q qq q q qq q qq q q q qqqq qq q q q q qq q q qq q q q q q q q q q q q q q q q qqq q q qqqq q q q q q q q q qq q q q q q q q q q q q q q q q q qq q qq qq q qq q q q q q q q q q q q q q q qq qq q q q q q q q q q q q q q q q q q q q qqqqq q q q qq q q q q qqqqqqq q q q q q q q q q qq q q q q q q q q q q qq qq q q q q q q q q q q q q q q q q qq q q q q q q q q q q q qqqqqq q q q qqq qq q q q q q qq q q q q q qq qq q q q q q q qq q q q q qq q q q q q q q q q qq q q qqqq q q qqq q q q q q q q q q q q q qqq q qq q q q q q q q q q q q qq q qq q qq q qq q q q q q q q q q q q q q qqqqq q q qq q q q q q q q q q qqqqq q q q q q q q q q q q q q q q q q q qq q q q q q q qq q q q q q q qqqq q qq q q q q q q q q q q q q q q q qq q q q q qqq q q qq q q q q q q q qq qqq q q q q q q q q q q q qqq qqq q q qq q q q q q q qq q q q q q q q q q q qq q q q qq q q q q q qq q q q qq q q q q q q q q q q q q q q qqqqq q q q q q q qq q q q q q q q q q q q q q q q qq q qq q q q q q q q qq q q q q q q q qqqq q q q q qqqq q q q q q q qq q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q qq q q q q q qq q qq qqq q q q q q q qq q qq q q q q q q q q q qq q qq qq q q qq q q qq q q q qq q q qq qqqqqq q q q qq q q q q q qq q qq q qq q q q q q q q q q q qq q qq q q q q q q q q q q q qq q qq q q qq q q q q q q q q q q q q qq q q q q q q qq q q q q q q q q q q q q q q q q qq q q q q qqqq q qq q q q q q qqq qq q q q q q q qq q q q q q qq q q qq q qq q q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q qq q q q qq q qqq q q q qqqqq q q q q qq q q q q qq q q q q qq q qq q q q q qq q q q q q q q q q q q qq q q q q q qq q q q q q qqq q q q qq qqq q q q qq qq q q q q q q q q q qqq q q q q q q q q q q q q q qq q q qq q q q q q q q q q q qq q q q q qq q q q q q q q q q qq qq q q q q q q q q q q q qq q qq q q q qq q q q q q qq qq q q qq q q q q qq q qq q q q q q q q qq q qq q q q q q q q q q q q qq q q q q q qq q q q q q q q qqq qq q q qq q q q q q qq qq qqqq q q q q q q qq qq q q q q q qq q q q q q q q q qq q qq q q qq q q qq q q q q qq q qq q q q q qq q qqqq q q q q q q q q q q q q q qq q q q qq q qq qq q q qq q q q q q q q q q qqqq q q q q qqq q q q q q qqqqq qq q q q q q qqq q q q q q q q q q qq qq q q q q qq qq q q q q q q q q qq q q q q q q q q qq q q q q q q qq q q q q qq q qqq q q q q q q q q q q qq q q q q q q q q q q q qq q q qq q q qq q qqq q q q q q q q qqqq q q q q q qq q q q q q q qq q q q q q q q q q q q q q q qq q q q q qq q qq q q q q q q qq qqqqq qq q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q qq q qq q qq q q qqq q q q q q q q qqqq q q qq qq q q q q qq q q qq qq q q q q q q q q q qq q qq q q q q q q qq q qqq qqq q q q q q q qq q qq q qq q qq q q q qq qq q q qq q q q q q q q q q q q q q qqq q q q q qqq qq qq q qq q q qq q q q q qqqq q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q qq q q qq qqq q qq q qqqqq q q q q q q q q qq q q qq q q q qq q q qq q q q q q q q q qq q q qqq qq q q qq qq q q q q qq q q q q qq q qq qq q q q q q qq q q q q q q q q q qq q q q q q q q qqqq q q qq qq qqqq q q qq qq qq q q q q qq q q q q qq q qq q q q q q q q q qq q qq q q q q q q q q q q q qq q q q q q q q q qqq q q q q q q q q q qq qq q q qq q qq q q q q q q q q qqq qq q q q q q q q q q q q qqq qq q q q q qq q q q q qqqq qq q q q q q q q q q q q q q qq q q q q qq q q qq q q q q q q q q qq q q q q qqq q q q q q q q qq q q q q qq qq q q q q q q qqq q q q q q q q q q q q q q q q qq q qq q q q q q qqq q qq q q qq qq q q q qqqq qq qq qq q q q q q q q q q qq qq q q q q qq qq q q qqq q q q q q q q q qq q q q q q q q q q q qq q qq qq q q q qq q q q q q q q q q q q q q q qq q qq q q q q qq q qq qq q qq q q q qq q q qq qq q q q q qq qq q q q qq qq q q q q qq q q qq qq q q q q q q q q q q q q q q q qq q qq q qq q q qq qqq q qq q q q qq q q q q q q q q q qq q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q qq qq qqq qq q q q q q q q q q q q q q q q q q q q q qq q q q qqq q q q q q q q q q q q q q q q q q q qqq qq q q q q q q q q q q q q q qq q q q q q q q q qq q q q q q q q q q q q qq q q q q q qq q qq q q q q q q qq q q q q q q q q q q qq q q qqq qqqqq q q q q qq q q q q q q q q q q q q q qq qq q q q q q q q q q q q q qqq qq q q qq q q q qq q q q q qqqq q q q q q q q q q q q q q q q q q q q q q qq q q q q qq q q q q q qq q q q q q q q q q q q q q qq q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q qqq q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q qq qq q qq q qq q qq q q qqq q q q q q q q q q qq q qq q qqqq q q q qq q q q q q q q q q q q q qq q q q q q qq q q qq q q q q q q q q q q q q qq q qq q q qq q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q qq q q q qq q qq q q q q q q q q q q qq q q q q q q q q q q q q qq qq q q q q q q qq q q q q q qq q q qq q q q q qq q qq q q qqq q q q q qqqq q q q q q q q q q q q q q q q q q qq qqq q q q q qqq q q qq q q q q qq q q qq q q q qq q qqq q q qq q q q q q q q q q q q q qq q q q qq q q q q q q q q q q q qq q q q qqqqq q q q q q q q q q q q q q qq q q q qqq q q q q q qq q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q qqq q q q q q qq qq qqq qq q q qqq qq q q q q q q q q q q qq q qq q q q q q q q q q q q q q q q q q q q q q qqq q q q q qq q qqq q q q q q q q qq q q q q q q q q q qqqq q q q q q qq q q q q q q q q q q qq qqqq q q qq q q q q q q q q q q q q qq q qqq qq qq qq q qq q q q q qq q q q q q q q q q q q q qq q q qq q q q q q qqqq q q q q qqq q q q q q qqq q qq q q q q q q q q q q q q qq qq q q q q q q q q q q q q q q q q q q q q qq q q q q q q q qq qq q q q q qq q qq qq q q q q q q q q q q qq q q q q qq q qq q q q q q q q q q q q q q q qqq q q q q q q q qqqq q q qq qq q q q q q q q q q q q q q q q q q q q q qqq q q q q q q q q q q q q q qq q q qq q qq q q qqq q q q q q q q q qq q q q q q q q q q qqq qq q q q q q qq q q qq q qqq q q q q q q q qq q q q q q q qqq qqq q q q q q q q q q q q q q q q q q q q qq q q qq q q q q q q q q q q q q qq q q q q q q qq q qqq q q qq q qq q q q q q qq q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q qqq q q q q q q qqq qq q q qq q qq qqqq q q q q q q q q q qq q q q q q q q q q qq q q q q qq qq q q q q q q q q qq q q q qq q q qq q q q qqq q qqq q q q q q q q q q q q q qq q q q q q q qq qq q q q q q q q qq q q q q q q q q q q q q q qq q q qq qqq q qqqq qqq q q q q q qq q q q q q q q q q q q q q q q q qq q q q q q qq qqq q q q q q q q q q q q q q q qq qq qq q qqq q q q q q qq q q qq q q q qq q q q qq q q q q q q q q q qq qqq q q qq q q q qqqqqq qq q qq qq q q q qq q q q q qqq q q q q q q q q q q q q q q q q q q q q qq q q q q qq q qq q q q qqq q qq qq q q q q q q q qq q qq q qq q q q q q q q q q q q q q q qq q q q q q q qq q q qq q q qq q qq q q q q q q qqq q q qq qq q qqq q q q q q q qq q q q q q q q q q q q q qq q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q qq qq qq q q q q q qq q q q q q q q qq qq qq q qq q q q qqqq qq q q qqq qq q q q qq q q q qq q q q q q q q q q qq q q qq q q q q q q q qqq q q q q q q q qq q q q q q q q q q q qq qq q qq q q q q q q q qq q qq qq q qq q qqq q qq q q q q q q qq q q q q q q q q q q qqq q q q q q q qq q q q q q q q q qq q q qqq q q q q q q q q q q q q q q q q q q q q q q q q q q q qqqqqq qq qq q qq q q q q q q qq q q q qq q q q q q q q q q q q q qq q q q q q q q qq q q q q q q q qq q qqqq qq q q q q q q q q q q q q q qq q q q qqq qqq q q q q q q qq q q q q q qq q qq qqq qqq q q q q q q q q q qq q q q q q q q q q qq qq qq q q qq q q q q q q q q q q q q q q qq q q q qq q q q q q q q q q q q q q q qqq q q q qqq q q q q q qq q qq q q q q q q q q q q q q qqqq q qq q q q q q q q q qqq q qqq qq q q qqq q q q q q q q q q q q q q qq qq q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q qq q q q qq q q qq q q q q q q qq q q qqqqq q q q q q qq q q qq q q q q q q q q q q q q q qq q q q q q q q qq q q qq q q q qq q q qq q q qqq q q qqqq q q q q q q q q q q qq q q q q q q q q q q q q q qq q q q q qq qq qq q q q q q q q q qq q qq qqq qq qq q q q q q q q q q q q q q q qq q q q q qq q qq q q q q q q q q q q q q q q qq q q q qq q q qq q q q q q q q qqq q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q qq qq q q q qq qq q qq qq q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q qqq q q qq qq qqq q q qq q qqqq qq qq qq q q q q q q q q q qqq q q q q q q q q q qq q q q q qq q q q qq q q qqq q q qq q q q q q q qq qq q q q q qq q q q qq q q q q q q q q q q q q q qq qq q q q q q qq q q q q q q qqq qq q q qq q q q q q qq q q q q qqq q q qq q q q q qq qq qqqq q q q q q q q q qqqq q q q q q qqq qq qqqqq qq q qq q qq q q q q qq q q q q q q q q q q q q qqq q q q q q q q q q q q q q qq q q q q q q q q q q qq q q q q q qq qq qqq qq qq q q q q q q q q q q q q q qq q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q qq q qq qq q qq q q qq q q q q qq q q q q q q q q q q q qq qq q q q q q q qq q qq q q q qq q q q q q q qq q qq qqq q qq q qq q q q q q q q q qq q q q q qq q q q q qq q q q q q q q q q q q q q q q q qqq q q q qq q q qq q qq q qq q q q q q qq q q q q q q q qq q q qqq q q q q q qq q q q q q qq q qq qqqqq q q q qq qqq q q q q qq q q q q q q qq q q q qq q q q qqq q q q qq qq q q qq q q q q qq q q q q q q qq qq qq qqq qq q q qqqqqqqq q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q qq q q qq qq q q q q q q q q q qq qq qqq q qq q qq q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q qqq q q qq q q q q q q qq qqq q q q q q q qq q q q q q q q q q qq q qq q q q q q q q q qq q q q qq q q qq qq q q q q q qq q qq q q q q q q qqq q qq q qq q q qq q q q q qq q q q qq q q q q qq q q q q q q q q q q q qq q q q q q q q qq q q qq q qq q q q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q qq q q q q q q q q q q qqq q q qq qqq q qqq q q qq q q q q q q q q q qq q q q q q q q q q q q qq q q q q qqq q q q qq q q q q q q q q q q qq qq q q q q q q qqqqqq qq qq qq q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q qq qq q qq q q qq qq q qqq qqqqq q q qq q q q q q q q qq q q q q q q q q q q q q q q q q q q qqq q qq q q q q qqq q q q qqq q q q q q q q qq q qqq qq q qqq q qqq q q q q q q q q q q q q qqq q q q q q q q q q q q q qqqqqqq q q q qq q qq qq q q q q q q q q qqq q q qq qq q q q q q qq q q qq q q q q q q qq q q q q q q qqq q q q q q q q q qqqqqq q q q qq qq q q q qq q q q q q qq q qq qq q q q q q q q q q q q q qq q q q q q q q q qq q q q q qqq q q q qq qq q q q q q q q q q qq q q q q q qq q q q q q q q q q q q q q q q qq qqqq q qqq q qqqq q qq q q qq q q q q qqq q q q q q qq q q q q q q qq q q q qq q q q q q q q q q q q q q qqq q q q qqqqq q qqqqqq q qq q q q q q q q q q q qq q q q q q q qq q q qq q q q q q q q q q q q q q q q q q q q qq qqqqq q qqq q qqqq q q q q q qq qq qq q q q q q q q qq q q q q qq q q q q q q q q q q q q q q q q q q q q qqq q q q q qq q q qq q q q q q q qq q q q qqq q q q qq qq q q qq q q q q q q q qq q q qq q q q q q qq q q q q q qq q q q q q q q q qq q q qq q q q q q q q q q q q q q q qq q q q q q q qq q q q q qqq q qq q q qq qq q q q q qq q qq qqq q q q qqq q q q q q q q qqq q q q q qq q q qqq q q q q q q q q q q q q q q qqqq q qq q q qq q q qqq qq qq q q qq q qq q q q q q q q qq q qqq qq q q q qq q q qq qq qq qq q q qq q q q q qq q q qqq q q q qq qq q q q q q q qq q q q qq q q q q q qqq qqq q q q qq q q q q q q q q q q qq qq qq q q q qqqqq qqq q q q qq q qqq q q q q q q qq q q q q q qq qq q q q q q q qq q q q q q q q q q q q q q q q qq q qqqqq q qqqq q q q q q q q q q q q q qqq q qq q q q qq q q q qq qq q qq q q qq qq q q q qq q q q qq qqq q q q qq q q qq q q q qq qq q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q qq qq q q q qqqqq q q q q qq q qq q qq q q q q q q q q q q q q q q q q q q q qq q q qq q qq qq q q q qqq qq q q qq qq qqq qq q q q q qq qq q q q qq q q q q q q q q q q q qq q q q q q q q q q q q qq qq q q q q q q q qq qq qqqqq q q qq qqq qq q q q qq q q q q q qq qq q q qq q q q q q q q q q q q q q qq q q qq q qqqq q q qq qqqqqq q q q q q q q q q q q q q q q q qq qq q q q q q q q q q q q q q qq q q q qq q qq q q q q q q q q q q qq qqq q q q q qqqq q q q q qq qq q q q q qq qq q qqq q q qq q q qq q qqqq q q qq q q q q qq qqq qq q qq q q q qq q qqq q qq q q q q qqqq q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q q q qq q qqq q q q q q q q q q q q qq q q q q q q q q q q q qq q q q q q q q q q q q qq q q q q q qq q q q q q q q q q DECEMBER JANUARY FEBRUARY MARCH Winter temperature in Montréal, from December 1st till March 31st, with Monthly, Weekly, Daily and Hourly temperatures. Winter 2011 is in red. @freakonometrics 48
  • 49. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Robust 1 PCA Scores −6 −4 −2 0 2 4 6 8 −4−202468 Comp.1 Comp.2 q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 19731974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 20102011 Monthly dataset −10 −5 0 5 10 15 −10−5051015 Comp.1 Comp.2 q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 19971998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 Weekly dataset @freakonometrics 49
  • 50. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Robust 1 PCA Scores −20 −10 0 10 20 30 40 50 −2002040 Comp.1 Comp.2 q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 Daily dataset −100 0 100 200 −1000100200 Comp.1 Comp.2 q q q qq q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1953 1954 1955 1956 1957 1958 19591960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 19992000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 Hourly dataset @freakonometrics 50
  • 51. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Standard 2 PCA Scores 0.2 0.4 0.6 0.8 1.0 −0.50.00.5 Dim.1 Dim.2 q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1953 1954 1955 1956 1957 1958 1959 1960 19611962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 19841985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 20082009 2010 2011 Monthly dataset 0.2 0.4 0.6 0.8 −0.50.00.5 Dim.1 Dim.2 q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 Weekly dataset @freakonometrics 51
  • 52. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Standard 2 PCA Scores 0.1 0.2 0.3 0.4 0.5 0.6 0.7 −0.6−0.4−0.20.00.20.4 Dim.1 Dim.2 q q q q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 20042005 2006 2007 2008 2009 2010 2011 Daily dataset 0.2 0.3 0.4 0.5 0.6 0.7 −0.4−0.20.00.20.4 Dim.1 Dim.2 q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q q 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 19721973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 Hourly dataset @freakonometrics 52
  • 53. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Robust 1 PCA Principal Components qqqqqqqqq q q q q qqq qq qqq qqq qq qqqqqqq q q q q qqq q q q qqqqqqqqqqqqqq q q q qq qq qqqq qqqq qq qqqqqq q q q q qq q q q q qq q qqq q qqqqq qqq q q q q q qq q qqq qqqqqqqqqqqqqq q q qqqqq qqqqqqq qq qqqq qqq q q q qqqq q qq q qq qqqqqqqqqqq q q q q qqq q qqqqqqqqqqqqqqqq q q q q qqq qqqqqqqqqqqqqqqqq q q qqqqqqqqqqqqqqqqq qq qqq q q q q qqq q q qqqqqq qqqqqqqqq q q q qq qqq qqqqqqqqqqqq qqqq q q q qqqq q qqqqqqqqqqqqqqqq q q qq qqqq qqqqqq qqqqqqqqqq q q q qqqqqqqqqqqqqqq qqqqqqq q q q qqqq qqqq q q qqq qqqqqqq q q q q qqq q qqqqqqqqqqq qqqqq q q q qqqq q q q q qqq qqqqqqqqqq q q q qqqqq q qq qqqqqqqq q qqqq q q q q qqqq qqqqqqqqqqqqqqqq q q q q qqq q qqq qqqqqqqqq qqqq q q q q q qqqqqqqqqqqqqqqqqqq q q q q q qq q q q q qqqqqqq qqqqqq q q q q q qq q qq qq qqq qqqqqq qqq q q q q qqqq qqqqqqqqqqqq qqqqq q qq qqqq qqqq qq q qq q q qqqqq q q q q qqqq qqqqqqqqqqq qqqqq q q q q q qqqqqqqqqqqqq qqqqqq q q q q q qq q qqq qq qqqqq qq q qq qq q q q qqq q q qqqqqq qqqqqqqqq q q q q q qqq qqqqqqqqqqqqqqqqq q q qqqqqqq q qqqqqqqqqqqqqq q qqqqq q qqqqqqq qqqqqqqqq q q q q q qqqqqqqqqq q qqqqq qqq q q q q qqqqq qqq q qqqqqqqqqqqq q q q q qq q q q qqqqq qqqq qqqqqq q q q q qqq qqqqqqqqqqqqqqqqq q q q q qqq q q qq qqq qq q qq qqqqq q q q q qqq q qqqqqqqqqqqqqqq q q q q q qqq q qqqqqqq q qq qq qqq q q q q q qqq qq qqqq qqqq qqqqqq q q q q q qq q qqq qq qq q qq qq qqqq q q q q q qqq qqqqqqqqqqqqqqqq q q q q q qqq q q q qq q qqqqq qqqqq q q q q q q qq q q qqqqqq q qqq q qqq q q q q q qqq q qq q qqq qq qqqqq qq q q q q q qqq q qq qqqq qqqqqqqqqq q q q q qqq q qqqqqqqqqqqqqqq q q q q q qqq qq qqqqqqqqq qqqqq q q q q q qqq q qqqqqqqqqqqqqqqq q q q q qqq q q qqq qqq qq qqqqqq q q q q q q qq qqq qq qqqqqqqqqqq q q q q q qqq q qq qq qq qqqqqqqqq q q q q q qqq q qqq q qqqq qq qqqqq q q q q q qqq qqq qqq qq q q q qqqqq q q q q qqqq q q q q q qq q qqqqqqqq q q q q qq qq q qqq qq qqqqqqqqqq q q q q qqqq qq q qqqq qqqqqqqqq q q q q q qqqqqqqq q q qq q q q qqqq q q q q q qqq q qqq qqqqqq qq qqqq q q q q q qqq q q q q q q qq qqq q q q qq q q q q q q qq q q qqqqqqqq qqqqqq q q q q q qqq q q q q q qqqq qqq qqqq q q q q q q qq q qqqqq q q qq qqq qqq q q q q q qqq q qq qqqqq q qq qq qqq q q q q q qqq q q q q q q q q q qqqq qqq q q q q q q qq q q q q q q q q qq q qqqqq q q q q q q qq q qq qqqq qq qqq qqqq q q q q q qqq q q q qqqq qqq q qqqq q q q q q q qqq q q q q q qq q q q q qqqq q q q q q q q qq q q q qq qqq q qq q qqq q q q q q q qqq q q q q q qq q q q qq qqqq q q q q q qqq q q q qqq q q q q q q qqqq q q q q q qqqq q q qqq qq qq q qqq q q q q q q q qqq q qq q qq q qq qqqqqqq q q q q q q qq q q q qq qq qqq q qqqq q q q q q q qqqq q q q qq q qqq q q q qqq q q q q q q qq q q q qq q q qq q qqqqqq q q q q q qqq q q qq q qq qqqq q qqq q q q q q q qqq q q q qqq qqq qqqq qq q q q q q q q qq q qq q q qq qqq qqqqq q q q q q q qqq q q qqq qq qqq q qqqqq q q q q q qqq q q q q qqq qq q qqq qq q q q q q q q qq q q q q q q qqq qqq qq q q q q q q q qqq q q q q qq qqq q qqqqq q q q q q q qqq q q qq q q q q q q q qq qq q q q q q q q qq q q q q q qq q q q q q qqq q q q q q q qqqq q q q q qqqq qqq q qq q q q q q q qqq q q q q q q qq q q q qq qq q q q q q q q qq q q qq q q qqq qq qq qq q q q q q q qqq q q q q q qq q qqqq qqq q q q q q q qqq q q q q q q q q q q q q qq q q q q q q q qqqq qq q q qq q q qqqqqq q q q q q q q qqq q q qqq qqq qqqqqq q q q q q q q qq q q q q q q qqq qqq q qq q q q q q q q qqq q q qqq q q qqqqq qq q q q q q q q qq q q q q q q q q q qq q qqq q q q q q q q qq q q q q q q q q q q qq q qq q q q q q q q qqq q q q q q qq q q q qqqq q q q q q q qqqq q q q q q q qq q q q qqq q q q q q q qqq q q q q q qq q q q q q qqq q q q q q q qqq q q q q qq q q qqqqqqq q q q q q q q qqq q qq q qq qq qqq qqq q q q q q q q qq q q q qq qq q q q q q q qq q q q q q q q qq q q q q q q q qq qqq q qq q q q q q q q qq q q q q qq q q q q q q qqq q q q q q q q qqq q q q q q q q q q q qq qq q q q q q q qqq q q q q q q q qq q qqqq q q q q q q q qqq q q q q q q q q q qqqq qq q q q q q q qqq q q q q q q qq qq q qqqq q q q q q q qqqq q q q q q q q q q qqqqq q q q q q q qqqq q q q q q q qq qqqqqq q q q q q q qqq q q q q q q qq q q qq q q q q q q q q q q qq q q q q q q q qq q qqqq q q q q q q q qqqq q q qq qqqq qq qq q q q q q q q q qqq q q q q q q q q q q q qqq q q q q q q q q qqq q q q q q q qq qqq qq q q q q q q q q qq q q q q qq q q qq qqqq q q q q q q q q qq q q q q q q q q q q qq qq q q q q q q q qqq q q q q q qq q q q q q qq q q q q q q q qqq q q q q q q q 0 20 40 60 80 100 120 −50050 Day of winter (from Dec. 1st till March 31st) PCAComp.1 DECEMBER JANUARY FEBRUARY MARCH q q q q q q q q q q q q q q q q q q q q q qqqqqqq qqq qqqqqqqqqqqqqqqq q qq q qqqqqqqqqqqqq q qqqq q q qqqqq q qqqqqqqqqqqqqqqqq qq q qqqqq qqqqqq qq qqqqqq qqqqqqqq qqq q qqq qqqqqqqqqq q qq q qq q q q q q qqqqq qqqqq qqq q q q qqqq qqq qqqqqqqqq qq q qq q qqqqq q qq q q q qqqqqqq qqqq qqqq q qq q q qq qqqqqq qqqqqqqq qqqqq qq qq qq qq qqqqqqq qqq qqq qq qq q qqq qqqqqqq q q qq qqqqq qq qqqqqqqqqq q qqq q qq qqqq q q qq q qqqqq q q qqqqq q qqq qqqqqqqq q q qqqqqqqqqq q qq qqqqqqqqq q q q qq qqqqqq qqqqq qq qqqq qqqqqqqqqqqqqqq qqqqqq qqqqq qqq qqqqqqq qqqqq q qqqqqqqqqqq qq qqqqq qqqqqqq q q q q q q q qq q qqqqqqqq qq q q qq qq q qq qqqq qqq qq q q qqqqq qqq qqqqqqqqqq qq q qqqqqqqq q q qq qq qqqqqq qq qq qqqq q q qqq q q qqqq q qq qqqqqqq qqq qqqqqqq q qq q q q q qq q qqqqqq qqqqqq qqqqqq qqq q qqqqqq qqqqqq qqqq q q q q qqqq q qq qq q qq qqqqqqqq q q q qqq q qqqq qqqqqqqqqqqq qq q q qqqqqq qq qqqq qqqqq qq q q q qqqq qqqqq q qq q qqqq qq qqqqq q qqqqqqqqq q qq qqqqqqq q qqq q qqqqqq q qq qqqqqqqqq q q qq q qqq qqq q q q qqq qqqqqqqq qqqqqqq qq q qqq qqqqqqq qq qq qqqqqqqq qqqqqqqqqqqqq q qq qq qq q qq q q q qq qq q qqqqqqqq qqqq q qqq qqqqqqqq qq qqqq q qqqq qqqqqqq qqq q qqq qq qqq qqqq q qqqq qqqq qq q qqqqq q q q qq qqqqq qq qqq qqqqqqqqqqqqqqqq q qqq q qqqqq qqq q q q qqqqqq q q qq qqqqq qq q qqqq qq q qqq qqqqq q qqq qqqqq qqqqq qqqqqqqqqqqqqq qq qq qqqqqq qqqq q q q q q q qq qq qqq qqqq q q q q q q qq qq qqqqqqq qq qqqqqqq qq q q qqqqqqq qq qqq q q q qqqqq qq q qqqqqqqqq qqq qqq q q q q qqqqqqqq q q qqq qqqq qq qqqqq qqqqqqqqqqqqqqq qqqq qqq qq qqqqqqqqqqqqqq qqqq qq q qq qqq qq qq qqq qq qqq q q q q qq qqqq q q q qqqqqqqqqqqq qqqq qqq q q qq qqqqqq q q qqq q qqqqqq q q qq qqqqqq q q qqq qq qqqqqqqqq q q qq qqqq qq qq q q q q qq qqqqqq qqqqqqqqqqqq qqqq q q qq qqqq qq qq qq qqqqqq qq q q q q qq q qqqqqqqqq q qqqqqq qq q q qq q qqqqq q q q q qq q qqq qqqq qq qq qq qqqq qqqqq qqqqqq qqq q qq qq q qqqq qqqqqq qq q q q qq q qqq q qqqq qq qq qqq qqqq qqqqqqqq qqqqqq q qqqqqq qqqqq qqqq q qqq qqqqq q qqqqqqq q q qq q qq q qq qq qq q q qqqqqqqqqq q q qqqqqqqqq qqq qqqqq qqqqqqqqqqqqqq q qqqqq qq q q qqqqqqqqqqqqq q qqqq qq q q q q q qq qq q qq q qqq q qq qqq q qqq qqqqqqqqqqqqqqqq qqqqqqqqqqqqqq q q q qqqqqqqq qqq qq qqqq qqqqqqqq q qqq q qq qqqqq qq qq q q qqqqq qqqqq qqqq qqqq qq q qqq qq q qqq qq q q q q qqqq qq qq q qqqqq q q qqqq qqqq qq qqqqq qq qqqqqqqq qqqq q qqq q q qqqq qqq qqqqqqqqqqq qqqq qq qqqq qqqqqq q qqq qqqq qqqqq qqq qqqqqqqqqqq q qq qqqq qqqqqq q q q q qqq q q qq qq qqq q q qqq qqq qq qqqq qq qqqqq qq qq q qq q qq qqqqqqqq qqqq qq qqq q q q q q qq q q q q q q qqq qq qqqq qq q qqqqq q qqq qqq qq qqqqqqqqqqq qq qqq qqqqqqqqqqqqqq q qqqqqqqq q qqqqqqqq qq q qqqqq q qqqq qqqq q q qqqqqqq q qqqqq qqq qqqq qqq qqqq qqqqqqq q qq qqq q q qq qq q q qq q qq qq q qqqqqqqq qqqq qq q q qq qqq qqqq q q qqq q qqqq q q q q q qqq qqq q q q qq q qqq qqqq q qq q q q q q qqqq q q qq q q q qqq qqq q q q qqq qqqqqqqq qqqqq qq q q qq qqqq q qqqqqq qqqqq qqqqqqqqq q q q qqqqqqqq qqq q qq qqq qqqqq q qqqqqqqqq q qq q qqq q qqq qqqqqqqqq qqqqqqq qq qqq qq qq qq qqqqqqq qqqqq qqqq qqqqq qq qqqqqq q qqq q qqq qqqqqqqq q qqq qq qqqqqqqqqqqqqqq q q q q qq q q q qqqqqq qqqq qq qq qqqqqqq qqq qqqqq q qqqq qqqqqq qq q qqqqqqqq qqqqqqq qqqqq qqq qq qqq qqqqq qqqqqqq q qq qq q qq q q qq q q qqq qq qqqq qqq qqqqq qqqqqq qqqqq qq qqqq q qqqqqq q qqqqqqqqqq qq qq qqq q q qqqqq qq qqqqqqqq q qqq q qq qqq qqqq q qq qq qq qqqqqqqqqqqqqqqqq qqq qq qqqqqq qqq qqqq qqq qq qqqqq qq q qqqqqqqqq qqq q q q qq q q q q q q qqqqqqqqq qq qq qqq qqq q qq q q q q qqqqqqqqqq q qqqqqqqqqqq q qq qqq qqqq q qqq qqqqq qqq qqqqqq qqqq qqq q qqqq q qq q q qqq qqqqqqqq q q qqq qqq qqqq qqq qqq qqq q qq q qq q q q qqqqqqqqqq qqq qq qqq qqqq q qq qq q qqqqq qqqqqqqq qq qq qqqqqq q qq qqqq qqqqq qqq qqq qqqq qq q q q qqqqqqqqq qqqqqqqqqqqqqqqq q qq q q q qqqq qqq qqqqqqq q qqqqqq qqq qqq qq q qq 0 20 40 60 80 100 120 −30−20−100102030 Day of winter (from Dec. 1st till March 31st) PCAComp.2 q q q q q q q q q q q q q q q q q q q q q @freakonometrics 53
  • 54. Arthur CHARPENTIER - Granularity Issues of Climatic Time Series Standard 2 PCA Principal Components qqqqqqqqq q q q q qqq q qqqq qqqqqqqqqqqq q q q q qqq q q q qqq qqqqqqqqqqq q q q qq qq qqqq qqqq qq qqqqqq q q q q qqqq q q qq q qqq qqqqqq qqq q q q q q qq q qqq qqqqqqqqqqqqqq q q qqqqq qqqqqqqqq qqqqqqq q q qqqqq q qq q qq qq qq qqqqqqq q q q q qqq q qqqqqqqqqqqqqqqq q q q q qqq q qqqqqqqqqqqqqqqq q q q qqqq qqqqqqqqqqqq qqqqq q q q q qqq q q q qqqqq qqqqqqqqq q q q qq qqq qqqqqqqqqqqq qqqq q q q qqqq q qqqqqqqqqqqqqqqq q q qq qqqq qqqqqq qqqqqqqqqq q q q qqqqqqqqqqqqqqqqqqqqqq q q q qqqqqqqqq q qqq qqqqqqq q q q q qqq q q qqqqqqqqqq qqqqq q q q qq qq q q q q qqq qqqqqqqqqq q q q qqqqq q qq qqqqqqqq q qqqq q q q qqqq q qqqqqqqqqqqqqqqq q q q q qqq q qqq qqqqqqqqq qqqq q q q q q qqqqqqqqqqqqqqqqqqq q q q q q qqqq q q qqqqqqq qqqqqq q q q q qqq q qq qq qqqqqqqqq qqq q q q q qqqq qqqqqqqqqqqq qqqqq q q q q qqq qqqq qq qqq q qqqqqq q q q q qqq q qqqqqqqqqqqqqqqq q q q q q qqqqqqqqqqqqq qqqqqq q q q q q qq q qqq qq qqqqqqq q qq qq q q q qqq q q qqqqqq qqqqqqqqq q q q q q qqq qqqqqqqqqqqqqqqqq q q qqqqqqqq qqqqqqqqqqqqqq q q qqqqq qqqqqqq qqqqqqqqq q q q q q qqqqqqqqqq q qqqqq qqq q q q q qqqqq qqq q qqqqqqqqqqqq q q q qqq q q qqqqqqqqqq qqqqqq q q q q qqq qqqqqqqqqqqqqqqqq q q q q qqq q q qq qqq qq q qq qqqqq q q q q qqq q qqqqqqqqqqqqqqq q q q q q qqq q qqqqqqq qqqqq qqq q q q q q qqq qq qqqq qqqq qqqqqq q q q q q qq q qqq qq qq q qq qqqqqq q q q q q qqq qqqqqqqqqqqqqqqq q q q q q qqq q qq qq q qqqqq qqqqq q q q q q q qq q q qqqqqq q qqq q qqq q q q q q qqq q qqq qqq qq qqqqq qq q q q q q qqq q qq qqqq q qqq qqqqq q q q q q qqq q qqqqqqqqqqqqqqq q q q q q qqq qq qqqqqqqqq qqqqq q q q q q qqq q qqqqq qqqqqqqqqq q q q q q qqq q q qqq qqq qq qqqqqq q q q q q q qq qqq qq qqqqqq qqqqq q q q q q qqq q qq qq qqqqqqqqqqq q q q q q qqq q qqq q qqqq qq qqqqq q q q q q qqq qqq qqq qq q qqqqqqq q q q q qqqq q q q q q qq q qq qqqqqq q q q q qqqq q q qq qq qqqqqqqqqq q q q q qqqq qq q qqqqqqqqq qqqq q q q q q qqq qqqqq q q q q qq q qqqq q q q q q qqq q qqq qqqqqqqq qqqq q q q q q qqq q q q q q q qq qqq q q qqq q q q q q qqq q q qqqqqqqqqqqqqq q q q q q qqq q q q q q qqqq qqq qqq q q q q q q qqq q qqqqq q q qq qqq qqq q q q q q qqq q qq qqqqq q qq qq qqq q q q q q qqq q q q q q qq qq qqqq qqq q q q q q q qq q q q q q q q q qq q qqqqq q q q q q q qq q qq qqqq qq qqq qqqq q q q q q qqq q q q qq qq q qq q qqqqq q q q q q qqq q q q q q qq q q q q qqqq q q q q q q q qq q qq qq qqqq qq q qqqq q q q q q qqq q q q q q q q q q q qq qqqq q q q q q qqq q q q qqq q q q qq q qqqq q q q q q qqqq q q qqq qq qq q qqq qq q q q q q qqq q qq q qq q qq qqqqqqq q q q q q q qqq q q qq q q q qq q qqqq q q q q q q qqqq q q q qq q qqq q q qqqq q q q q q q qq q q q qq q q qq q qqqqqq q q q q q qqq q q qqq qq qqqqq qqq q q q q q q qqq q q q qqq qqq q qqq qq q q q q q q q qq q qq q q qq qqq qqqqq q q q q q q q qqq q qqq qq qqq q q qqqq q q q q q qqq q q q q q qq qq q qqqqq q q q q q q q qq q q q q q q qqq qqq qqq q q q q q q qqq q q q q qq qqq q qqqqq q q q q q q qqq q q qq q q qq q q q qq qq q q q q q q q qq q q q q q qq q q q q q qqq q q q q q q qqqq q q q q qq qq qqq q qq q q q q q q qqq q q q q q q qq q q q qq qq q q q q q q q qqq q qq q q qqq qq qq qq q q q q q q qqq q q q qq qq qqqqq q qq q q q q q q qqq q q q q q q q q q q q q q qq q q q q q q qqqq qq q q qq q q qqqqqq q q q q q q qqqq q q qqq qqq qqqqqq q q q q q q q qqq q q q q q qqq qqq q qq q q q q q q q qqq q q qqq q q qqqqq qq q q q q q q q qq q q q q q q q q q qq q q qq q q q q q q q qq q q q q q q q q q q qq qqq q q q q q q q qqq q q q q q qq q q qqqqq q q q q q q qqqq q q q q q q qq q q q qqq q q q q q q qqq q q q q q qq q q q q q q qq q q q q q q qqqq q q q q q q q qq qqqqq q q q q q q q qqq q qq q qq qq qqq qqq q q q q q q q qq q q q qq qq q q q q q q qq q q q q q q q qq q q q q q q q qq qqq q qq q q q q q q q qq q q q q qq q q q q q q qqq q q q q q q q qqq q q q q q q q q q qqqqq q q q q q q qqq q q q q q q q qq q qqqq q q q q q q q qqq q q q q q q q q q qqqq qq q q q q q q qqq q q q q q q qq qq q qqqq q q q q q q qqqq q q q q q q q q q qq qqq q q q q q q qqqq q q q q q q qq qqq qqq q q q q q q qqq q q q q q q q q q q q q q q q q q q q q q q qq q q q q q q q q q q q q qq q q q q q q q qqqq q q qq qqqq qq qq q q q q q q q q q qq q q q q q q q q q q q qqq q q q q q q q q qqq q q q q q q qq qqq qq q q q q q q q q qq q q q q qq q q qq qqqq q q q q q q q q qq q q q q q q q q q q qq qq q q q q q q q qqq q q q q q qq q q q q q qq q q q q q q q qqq q q q q q q q 0 20 40 60 80 100 120 −50510 Day of winter (from Dec. 1st till March 31st) PCAComp.1 q q q q q q q q q q q q q q q q q q q q q qq q qqqq qqq qqqqqqqqqqqqqqqq q qq q q q qqqqqqqqqq q q q q qq q q qqq q qq q qqqqqqqqqqqqqqqq qqq qqqqq qqqqqq q qqqqqq q qqqqqqqq qqq q qqq qqqqqqq qqqqqq qqq qq q q qqqqq q q qqqqqqq q qq qqqq qqq qqqqqqq qq qq q qq qqqqq q q qqq q q q qqqqqq qqqq qqqq q qqqq qqqqqqqq qqqqqqqq qqqqq qq q q qq qqqqqqqq q qqqqq q q q qq q qqq qqqq qq q q qqqqqqqqqq qqqq q q qq qq q qqq qqqqqqqq q qq qqqqqq qq qqqqq qqq qq qqqqqqqqq q qqqqqqqqq qqq q qq qqqqqq qq qqqqqqqqqqqqqq qq qqqqqqqqqqqqqqqqqqqqqqqqq qqqqqqqqqqqqqqq qqqqqq qqqqqqqqqqqqqqqqqq qqqqq q q q q qq qq q qq q qq qqqqq q qq q q qqqq qqqqq q q qqqqqqqqqqqq qqq qqqqqqqqqqqqqqqqqqqqqq qqq qq qqq qqq qq qq qqqq qqqqq qqqqqqqqqqqqqqqq qqq qqqqqqq q qqq qq qqq qqqqq qqqqqqqqqqq qqq qqq qqqqq qqqqqqqq qqqqqqqq q qqq q q q q q q qq qqqqqq qqq qqqqq q qq q q qqqq qqqq qqqqqqq q qqqqqqqqq qqq qqqqq q qq q q qqqq q qqqq qq qq q q qq qq qqqqq q q qq q qqqqq q qq q qqqqq q qq qqq qqqqqqq qqq qqqqqq qqq q qq q qqq q qq qq qqqq qqqqqqqq q qqq qqqqq q q qq qqqqqqqqqq q qqqq qqqqqqqqqqqqq qqqqq q q qq q q q qqqqq qq q q q qqqqqqqq q qqq qqqqqqqqqqqqqqqqqq q qq qqq qq qqqq qqqq qqq qqqqqqqq qq qqqq q q qqqq qqqqqq q q q qq qqqqqqqq qq qq qq qqq qqq q qqq q q q qqq q q qqqq q q q q q q qqqqqqq q qqqqq qq qqq qqqq qq qqqq qqqqq q qqq qq qqq qqqq q q qqqqqqqqqqqqqqq q q q qqq qqqqqqq qq q q q qq qqqqqqq qqqq qq qq qq qq qqqqqqqqqqqqqq q qqq q q q qqq qqq qqqqq qqqqqqqqqq qqqqqqqqqqqq q qqq q qqqqqqqqqqqqq q qq q q q qqq qqqqq qqqqq q qqq q qqq q q qqqq qqq qq qqqqq qqqqqqqqq qqqq qq q qq qqq qq qq qqqqqqqqqqq qqq q qq qqq qqqqqqq qqqq qq qqqq qq q qqq qqqqqq qqqqqqqqq qqqq q qq q q q qqqqqq qqqqq qqqqqqqqq qq qq qqqqqq qq q q q q qq qqq q qqqqq qq qqqqq qq qq q q q q qq q qqqqq qqqq qq qqqqq qq qq qqqqqqqq qqqq qqqq qqqqqqq q q q qqqqqq q q qq q q q qqqqqq q qq qq qq qqqq qq qqq qqqqq q qqq q qq qq q qqqq q q q qqq qq q qq qqq qqq qqqqq qq qq qqqqqqq qqqqqqq q q qqq qqq qqqqqqqqq qqqqq qq qqq qqqqq qq qq qqqqqqqq q qq q qqqqqq q qqqqqqqqqqqq q qqqqqq qq qqq qqq qq q qqqqqqqqq qqqqqqqqq qqq q q qq qqqqqqqqqqqqqqqqq qq q q q q qqqqqqqqq qqq qqq qqqqq qqqqqqqq qq qqqqqqqq qqqqqqqqqqqqqqqq qqq qqqqqq qqqqqq qqq qqqqqqqqq qq qq q q qqqqqqqqq qqqqqqq q qq qqqqqq q qqqq qqqqqqqqqqqqqq q qqq qq q q q qq q qqqqq q qqqqq qqqq q qq qq qq qq qqqqqqqqqqqq q qqq q q qqq q qqqqqqq qqqqqqqqqqqqq qq qq qq qq qq qqqqqqqqqqqqq qqqqqqqqq qqq qq q qq qqq qqqqqqq q q q q q qqq q qq qqqqqqqqqqqqq qqq qqq qq qqqqq q q qqqqqq qqq qqqqqqqqqqq qq qqqq qq q q qq qqqqqq qqqqqqqq qqq q qqqqq qqqqqq q qq qqqqqqqqqqqqqqqqq q qqqqqqqq qqqq q qqqqqqqqq qqqq qqqq qq qq qqqqq qqqq qqqq qqq qqqqqqq qq qqqq qqqqqq qqqqqqq qqqqqqqqqq qq qq qqq qqqqqqq qq qqq qqqqqqqq qqq qqq q qqqqqqqqqqq qqqqqq qqqq q qqq qqq qqq qqqqq q qqq qqq qqqq qqqqq qqqq qq qqqqqqqqqqqq qqqqqqqqqqqqqqqqqqqq qq qqqqqqq qqqqqq qq qqq q qqqqqqq qqqqqqqqqqqqqqqq qq qqq qqqq q q qq qqqqqqqq q q q qqqq qqqqqqqqqqqq qq qqqqq qq qqqqqqqq q qq qqqqqqqqqq qqq q qqqqqqq qqqqq qq qqq qq qq qqqqqqqq q q q qqq qqqqqqqqqqqqq q q q qq q qq qq qqqqqqqq qqq qq qq qqqqqq qq qq qq qqqq qqqq q qqqqq qqq qqqqqqqqqqqqqqq q qq qq qqqqq q q q q q qqqqqq qqqqq qq qq q qq q qq q qq qqq qq qqqq qqq qqqqq qqqqqq qqqqq qqqqq q q qq qqqqqqqq qq qqqqq qqqq qqqqqqqq qqqqqqqqqqqqqqqq q q q qqq qqq qqq qqqqqqqqqqqqqqqqqqqqqqq qqqqqq qqqq qqqqqqq qqq qqq qqqqqqqqqqqqqq qq qqq q qqqq qq qqqqqqq qqqqqq qqq qq qq qqqq q qqqqq qqq qqqqqq q qqqqqqqqqqqqq qqqqq qq qqq qqqqqqqq qqq qqqq qqqqqq qq q q qqqq qqq qqqq qqqqqqqq qqq qqq qqqqqq q qq qqqq qqq qqq q qq q qq q qqq q q q q q q qqqqq qqq qqqqq qq qqqqq qqq qqqqqqqq qq qq qqqqqq q q qq qqqqqqq qqqqqqq qqqqqq q qq qq qqqqqqq qqqqqqqqqqqqqq qqqqq qqqqqqqqqq qqqqqqq qq qqqqqqqq qqqqqqqq 0 20 40 60 80 100 120 −4−2024 Day of winter (from Dec. 1st till March 31st) PCAComp.2 q q q q q q q q q q q q q q q q q q q q q @freakonometrics 54