The Annals of Applied Statistics

Change points and temporal dependence in reconstructions of annual temperature: Did Europe experience a Little Ice Age?

Morgan Kelly and Cormac Ó Gráda

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We analyze the timing and extent of Northern European temperature falls during the Little Ice Age, using standard temperature reconstructions. However, we can find little evidence of temporal dependence or structural breaks in European weather before the twentieth century. Instead, European weather between the fifteenth and nineteenth centuries resembles uncorrelated draws from a distribution with a constant mean (although there are occasional decades of markedly lower summer temperature) and variance, with the same behavior holding more tentatively back to the twelfth century. Our results suggest that observed conditions during the Little Ice Age in Northern Europe are consistent with random climate variability. The existing consensus about apparent cold conditions may stem in part from a Slutsky effect, where smoothing data gives the spurious appearance of irregular oscillations when the underlying time series is white noise.

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Ann. Appl. Stat., Volume 8, Number 3 (2014), 1372-1394.

First available in Project Euclid: 23 October 2014

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European Little Ice Age temporal dependence Slutsky effect


Kelly, Morgan; Ó Gráda, Cormac. Change points and temporal dependence in reconstructions of annual temperature: Did Europe experience a Little Ice Age?. Ann. Appl. Stat. 8 (2014), no. 3, 1372--1394. doi:10.1214/14-AOAS753.

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Supplemental materials

  • Supplementary material A: Additional weather series. This supplement analyzes additional weather series: European cities since 1500; European average temperature since 1500; German temperature since AD 1000; and English and Swiss precipitation. It also examines the variance of the temperature series examined here.
  • Supplementary material B: Data and code. This file contains the data and R code used in the paper.