Two preprocessing algorithms for climate time series

J Appl Stat. 2019 Dec 11;47(11):1970-1989. doi: 10.1080/02664763.2019.1701637. eCollection 2020.

Abstract

We propose two preprocessing algorithms suitable for climate time series. The first algorithm detects outliers based on an autoregressive cost update mechanism. The second one is based on the wavelet transform, a method from pattern recognition. In order to benchmark the algorithms' performance we compare them to existing methods based on a synthetic data set. Eventually, for exemplary purposes, the proposed methods are applied to a data set of high-frequent temperature measurements from Novi Sad, Serbia. The results show that both methods together form a powerful tool for signal preprocessing: In case of solitary outliers the autoregressive cost update mechanism prevails, whereas the wavelet-based mechanism is the method of choice in the presence of multiple consecutive outliers.

Keywords: Data preprocessing; outliers; temperature; wavelets.