Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by F. Battaglia and M. K. Protopapas

摘要

The paper by Battaglia and Protopapas (Stat Method Appl 2012) is stimulating. It gives an elegant mathematical generalization of autoregressive models (the nine types). It explains state-of-the-art model fitting techniques (genetic algorithm combined with fitness function and least squares). It is written in a fluent and authoritative manner. Important for having a wider impact: it is accessible to non-statisticians. Finally, it has interesting results on the temperature evolution over the instrumental period (roughly the past 200 years). These merits make this paper an important contribution to applied statistics as well as climatology. As a climate researcher, coming from Physics and having had an affiliation with a statistical institute only as postdoc, I re-analyse here three data series with the aim of providing motivation for model selection and interpreting the results from the climatological perspective.