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Table 2 Ratio between the true and retrieved noise magnitude when varying the prior noise variance

From: Geomagnetic observatory monthly series, 1930 to 2010: empirical analysis and unmodeled signal estimation

 

Prior / true noise variance ratio

Case

1/100

1/10

1

10

100

A

0.91

0.95

0.98

1.01

1.16

B

0.97

0.98

0.99

1.00

1.04

C a

0.94

0.97

0.99

1.00

1.00

C b

0.94

0.97

0.99

1.01

1.11

  1. From 1/100 to 100 times the true noise variance, for 50 years of synthetic, noisy AR-2 series with magnitude 30,000 nT (result obtained after averaging over 20 realizations). In cases A and B, the magnitudes of the true noise are 10 and 100 nT, respectively. In case C, it is 100 nT over the first half of the time window, then 10 nT (there, the a priori over true ratio are that of the second half, i.e., the noise has a priori the same magnitude over the whole window); the a posteriori ratios are calculated separately over the two halves, labeled C a and C b , respectively.