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数据估计与时间序列的颜色

Data estimation and the colour of time series.

作者信息

Scheuring I, Zeöld O E

机构信息

Department of Plant Taxonomy and Ecology, Research Group of Ecology and Theoretical Biology, Eötvös University, Pdzmàny Péter Sétány 1/B, Budapest, H-1117, Hungary.

出版信息

J Theor Biol. 2001 Dec 7;213(3):427-34. doi: 10.1006/jtbi.2001.2428.

Abstract

There has been a long debate on the source of temporal fluctuations in natural population densities. The difficulty is that unpredictable irregularities might be attributed either to external environmental factors or to chaotic dynamics of populations, or even to the interaction of these two factors. Some years ago Cohen (1995) pointed out that real time series follow redshifted Fourier power spectra, while the simplest chaotic population dynamical models are mostly blueshifted. Since then, the controversy has focused on comparisons of Fourier spectra originating from different models and data. Here, we show experimentally that estimation process by human observers shifts power spectra to the red. This result implies that because of estimation distortion, real population data must be less redshifted than many recorded time series suggest.

摘要

关于自然种群密度随时间波动的来源,一直存在着长期的争论。困难在于,不可预测的不规则性可能归因于外部环境因素,也可能归因于种群的混沌动态,甚至可能归因于这两个因素的相互作用。几年前,科恩(1995年)指出,实际时间序列遵循红移傅里叶功率谱,而最简单的混沌种群动态模型大多是蓝移的。从那时起,争论的焦点就集中在对来自不同模型和数据的傅里叶光谱的比较上。在这里,我们通过实验表明,人类观察者的估计过程会使功率谱向红色偏移。这一结果意味着,由于估计失真,实际种群数据的红移程度必然低于许多记录的时间序列所显示的程度。

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