Like the wake behind a jet ski, the discussion of fishy smoothing operations just doesn’t want to dissipate. Today, I’m going to show another specific example of surprising (to some) things that can happen with smoothing. I’ll be using synthetic data generated using a function that illustrates the odd feature, so the discussion in some [...]
Ahhh… the joys of smoothing. The splendors of Mannian minimum roughness! In comments, on articles in the “Fishy” series, people have been asking about the whole “end point condition” issue and how it relates to Rahmstorf’s foolish “method” of testing projections. (The Rahmstorf’s chosen method seems to involve a) guessing future data and b) smoothing [...]
Those following the fishtale of m=11 smoothing to test the TAR projection will be interested to learn that Stefan Rahmstorf confirms what we, in the more “excitable” part of the blogosphere, suspected: He has abandoned m=11 year smoothing to test observations against models. He now uses m=15 years. JeanS shows the difference in trend projections [...]
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