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Analysis of Tree Ring Data Using the Kalman Filter Technique

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A statistical mcthod is presented to filter the influence of weather variations out of a tree ring chronology. The Kaiman filter technique is introduced to estimate a multiple regression model with stochastically fluctuating weather parameters. It cnables the detection of any change in response of trees to weather. The method is in two ways an improvement upon the frequentIy used method of response functions: I) it is not necessary to assume constant model parameters, and 2) the estimation process is not based on the fitting but on the forecast performance of the model.


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