Periodic time series modeling of environmental proxy records with guaranteed positive growth rate estimation
Beelaerts, V., Bauwens, M., Versteegh, E., Dehairs, F. and Pintelon, R. (2011) Periodic time series modeling of environmental proxy records with guaranteed positive growth rate estimation. Mathematical Geosciences, 43 (6). pp. 635-662. ISSN 1874-8953
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To link to this article DOI: 10.1007/s11004-011-9352-7
Identifying a periodic time-series model from environmental records, without imposing the positivity of the growth rate, does not necessarily respect the time order of the data observations. Consequently, subsequent observations, sampled in the environmental archive, can be inversed on the time axis, resulting in a non-physical signal model. In this paper an optimization technique with linear constraints on the signal model parameters is proposed that prevents time inversions. The activation conditions for this constrained optimization are based upon the physical constraint of the growth rate, namely, that it cannot take values smaller than zero. The actual constraints are defined for polynomials and first-order splines as basis functions for the nonlinear contribution in the distance-time relationship. The method is compared with an existing method that eliminates the time inversions, and its noise sensitivity is tested by means of Monte Carlo simulations. Finally, the usefulness of the method is demonstrated on the measurements of the vessel density, in a mangrove tree, Rhizophora mucronata, and the measurement of Mg/Ca ratios, in a bivalve, Mytilus trossulus.