Climate Dynamics & Ice Core Records

The analysis of many natural time series and especially those related to ice core records often suffers from uneven sampling intervals. For fractional Brownian motion, Davidsen & Griffin (2010) show that standard estimates of the volatility can be strongly biased due to uneven sampling. Taking these limitations into account, we study high-resolution records of temperature proxies obtained from Antarctic ice cores. We find that the volatility properties reveal a strong nonlinear component in the temperature time series for time scales of 5 – 200 ky extending earlier results. These findings suggest in particular that temperature increments over these time scales appear in clusters of big and small increments — a big (positive or negative) change is most likely followed by a big (positive or negative) change and a small change is most likely followed by a small change.