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

Stockhausen, William T. and Fogerty, Michael J. (2007) Removing observational noise from fisheries-independent time series data using ARIMA models. Fishery Bulletin, 105(1), pp. 88-101.

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Official URL: http://fishbull.noaa.gov/1051/stockhausen.pdf

Abstract

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.

Item Type: Article
Title: Removing observational noise from fisheries-independent time series data using ARIMA models
Personal Creator/Author:
CreatorsEmail
Stockhausen, William T.
Fogerty, Michael J.
Refereed: Yes
Journal or Publication Title: Fishery Bulletin
Volume: 105
Number: 1
Page Range: pp. 88-101
Date: 2007
ISSN: 0090-0656
Issuing Agency: United States National Marine Fisheries Service
Subjects: Biology
Ecology
Fisheries
Item ID: 8908
Depositing User: Patti M. Marraro
Date Deposited: 27 Jun 2012 16:56
Last Modified: 04 Jul 2012 19:32
URI: http://aquaticcommons.org/id/eprint/8908

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