Removing observational noise from fisheries-independent time series data using ARIMA models

Abundance indices derived from fishery-independent surveys typically exhibit much higher interannual variability than is consistent with the within-survey variance or the life history of a species. This extra variability is essentially observation noise (i.e. measurement error); it probably reflects environmentally driven factors that affect catchability over time. Unfortunately, high observation noise reduces the ability to detect important changes in the underlying population abundance. In our study, a noise-reduction technique for uncorrelated observation noise that is based on autoregressive integrated moving average (ARIMA) time series modeling is investigated. The approach is applied to 18 time series of finfish abundance, which were derived from trawl survey data from the U.S. northeast continental shelf. Although the a priori assumption of a random-walk-plus-uncorrelated-noise model generally yielded a smoothed result that is pleasing to the eye, we recommend that the most appropriate ARIMA model be identified for the observed time series if the smoothed time series will be used for further analysis of the population dynamics of a species.

A general framework for integrating environmental time series into stock assessment models: model description, simulation testing, and example

We present a method to integrate environmental time series into stock assessment models and to test the significance of correlations between population processes and the environmental time series. Parameters that relate the environmental time series to population processes are included in the stock assessment model, and likelihood ratio tests are used to determine if the parameters improve the fit to the data significantly. Two approaches are considered to integrate the environmental relationship. In the environmental model, the population dynamics process (e.g. recruitment) is proportional to the environmental variable, whereas in the environmental model with process error it is proportional to the environmental variable, but the model allows an additional temporal variation (process error) constrained by a log-normal distribution. The methods are tested by using simulation analysis and compared to the traditional method of correlating model estimates with environmental variables outside the estimation procedure. In the traditional method, the estimates of recruitment were provided by a model that allowed the recruitment only to have a temporal variation constrained by a log-normal distribution. We illustrate the methods by applying them to test the statistical significance of the correlation between sea-surface temperature (SST) and recruitment to the snapper (Pagrus auratus) stock in the Hauraki Gulf–Bay of Plenty, New Zealand. Simulation analyses indicated that the integrated approach with additional process error is superior to the traditional method of correlating model estimates with environmental variables outside the estimation procedure. The results suggest that, for the snapper stock, recruitment is positively correlated with SST at the time of spawning.

Variability in a radiolarian time series and its relationship to climate

EXTRACT (SEE PDF FOR FULL ABSTRACT): Recently, paleoceanographers have been challenged to produce reliable proxies of climate variables that can be incorporated into climate models. In developing proxies using time series of annual radiolarian species fluxes from Santa Barbara Basin, we identify groups of species associated with years of extreme sea surface temperatures and sea level heights.

Reconstructing an 83-Year Time Series of Daily Sea Surface Temperature at Pacific Grove, California

Daily sea surface temperatures have been acquired at the Hopkins Marine Station in Pacific Grove, California since January 20, 1919.This time series is one of the longest oceanographic records along the U.S. west coast. Because of its length it is well-suited for studying climate-related and oceanic variability on interannual, decadal, and interdecadal time scales. The record, however, is not homogeneous, has numerous gaps, contains possible outliers, and the observations were not always collected at the same time each day. Because of these problems we have undertaken the task of reconstructing this long and unique series. We describe the steps that were taken and the methods that were used in this reconstruction. Although the methods employed are basic, we believe that they are consistent with the quality of the data. The reconstructed record has values at every time point, original, or estimated, and has been adjusted for time-of-day variations where this information was available. Possible outliers have also been examined and replaced where their credibility could not be established. Many of the studies that have employed the Hopkins time series have not discussed the issue of data quality and how these problems were addressed. Because of growing interest in this record, it is important that a single, well-documented version be adopted, so that the results of future analyses can be directly compared. Although additional work may be done to further improve the quality of this record, it is now available via the internet. [PDF contains 48 pages]

A 4500-year time series of Pacific cod (Gadus macrocephalus) size and abundance: archaeology, oceanic regime shifts, and sustainable fisheries

A 4500-year archaeological record of Pacific cod (Gadus macrocephalus) bones from Sanak Island, Alaska, was used to assess the sustainability of the modern fishery and the effects of this fishery on the size of fish caught. Allometric reconstructions of Pacific cod length for eight prehistoric time periods indicated that the current size of the nearshore, commercially fished Pacific cod stocks is statistically unchanged from that of fish caught during 4500 years of subsistence harvesting. This finding indicates that the current Pacific cod fishery that uses selective harvesting technolog ies is a sustainable commercial fishery. Variation in relative Pacific cod abundances provides further insights into the response of this species to punctuated changes in ocean climate (regime shifts) and indicates that Pacific cod stocks can recover from major environmental perturbations. Such palaeofisheries data can extend the short time-series of fisheries data (<50 yr) that form the basis for fisheries management in the Gulf of Alaska and place current trends within the context of centennial- or millennial-scale patterns.

Time series analyses of biological and environmental variables for Suisun Bay and the Sacramento and San Joaquin rivers

EXTRACT (SEE PDF FOR FULL ABSTRACT): Arima analysis was used to compute cross-correlations between principal component axes that described environmental variables, chlorophyll concentration and zooplankton density for the Sacramento and San Joaquin rivers and Suisun Bay. ... Cross-correlations among the time series may provide information about links between environmental and biological variables within the estuary and the possible influence of climate.

Sediment flux at selected coastal sites: proposed time series measurment by particle traps

Particle flux in the ocean reflects ongoing biological and geological processes operating under the influence of the local environment. Estimation of this particle flux through sediment trap deployment is constrained by sampler accuracy, particle preservation, and swimmer distortion. Interpretation of specific particle flux is further constrained by indeterminate particle dispersion and the absence of a clear understanding of the sedimentary consequences of ecosystem activity. Nevertheless, the continuous and integrative properties of the particle trap measure, along with the logistic advantage of a long-term moored sampler, provide a set of strategic advantages that appear analogous to those underlying conventional oceanographic survey programs. Emboldened by this perception, several stations along the coast of Southern California and Mexico have been targeted as coastal ocean flux sites (COFS).

Snow accumulation time series and their climatic interpretation

EXTRACT (SEE PDF FOR FULL ABSTRACT): Several snow accumulation time series derived from ice cores and extending over 3 to 5 centuries are examined for spatial and temporal climatic information. ... A significant observation is the widespread depression of net snow accumulation during the latter part of the "Little Ice Age". This initially suggests sea surface temperatures were significantly depressed during the same period. However, prior to this, the available core records indicate generally higher than average precipitation rates. This also implies that influences such as shifted storm tracks or a dustier atmosphere may have been involved. Without additional spatial data coverage, these observations should properly be studied using a coupled (global) ocean/atmosphere GCM.

Effects of observation time on interpretation of climatic time series - a need for consistency

Much of what we know about the climate of the United States is derived from data gathered under the auspices of the cooperative climate network. Particular aspects of the way observations are taken can have significant influences on the values of climate statistics derived from the data. These influences are briefly reviewed. The purpose of this paper is to examine their effects on climatic time series. Two other items discussed are: (1) a comparison of true (24-hour) means with means derived from maximums and minimums only, and (2) preliminary work on the times of day at which maximums and minimums are set.

A 10-year time series of zooplankton anomalies off the British Columbia coast [abstract]

EXTRACT (SEE PDF FOR FULL ABSTRACT): Zooplankton biomass and species composition have been sampled since 1985 at a set of standard locations off Vancouver Island. From these data, I have estimated multi-year average seasonal cycles and time series of anomalies from these averages.

Integrating varve and tree-ring time series for southern California climate reconstruction: a 20th century outlook [abstract]

EXTRACT (SEE PDF FOR FULL ABSTRACT): Our objective is to combine terrestrial and oceanic records for reconstructing West Coast climate. Tree rings and marine laminated sediments provide high-resolution, accurately dated proxy data on the variability of climate and on the productivity of the ocean and have been used to reconstruct precipitation, temperature, sea level pressure, primary productivity, and other large-scale parameters. We present here the latest Santa Barbara basin varve chronology for the twentieth century as well as a newly developed tree-ring chronology for Torrey pine.