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EXTRACT (SEE PDF FOR FULL ABSTRACT): High-resolution proxy records of climate, such as varves, ice cores, and tree-rings, provide the opportunity for reconstructing climate on a year-by-year basis. In order to do so it is necessary to approximate the complex nonlinear response function of the natural recording system using linear statistical models. Three problems with this approach were discussed, and possible solutions were suggested. Examples were given from a reconstruction of Santa Barbara precipitation based on tree-ring records from Santa Barbara County.