Abstract

Statistical time-series analysis has the potential to improve our understanding of human-environment interaction in deep time. However, radiocarbon dating—the most common chronometric technique in archaeological and palaeoenvironmental research—creates challenges for established statistical methods. The methods assume that observations in a time-series are precisely dated, but this assumption is often violated when calibrated radiocarbon dates are used because they usually have highly irregular uncertainties. As a result, it is unclear whether the methods can be reliably used on radiocarbon-dated time-series. With this in mind, we conducted a large simulation study to investigate the impact of chronological uncertainty on a potentially useful time-series method. The method is a type of regression involving a prediction algorithm called the Poisson Exponentially Weighted Moving Average (PEMWA). It is designed for use with count time-series data, which makes it applicable to a wide range of questions about human-environment interaction in deep time. Our simulations suggest that the PEWMA method can often correctly identify relationships between time-series despite chronological uncertainty. When two time-series are correlated with a coefficient of 0.25, the method is able to identify that relationship correctly 20–30% of the time, providing the time-series contain low noise levels. With correlations of around 0.5, it is capable of correctly identifying correlations despite chronological uncertainty more than 90% of the time. While further testing is desirable, these findings indicate that the method can be used to test hypotheses about long-term human-environment interaction with a reasonable degree of confidence.

Highlights

  • Time-series regression analysis is an important tool for testing hypotheses about humanenvironment interaction over the long term

  • When the correlation increased to 0.5 or higher, the hit rate rose as high as 90% in experiments where the signal-tonoise ratio (SNR) was 100

  • The results suggest that the Poisson Exponentially-Weighted Moving Average (PEWMA) method is robust to chronological uncertainty—chronological uncertainty appears to be the least important of the parameters we investigated

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Summary

Introduction

Time-series regression analysis is an important tool for testing hypotheses about humanenvironment interaction over the long term. One is non-stationarity, which describes time-series with statistical properties that vary through time—e.g., the mean or variance of the series might change from one time to the violating the common statistical assumption that observations are identically distributed [7]. Archaeological and palaeoenvironmental time-series typically have both traits [3,8,9] They will usually be non-stationary, because almost all environmental or cultural phenomena change over time—e.g., yearly temperatures, or population demographics. Archaeological and palaeoenvironmental data can be expected to violate the assumptions of many statistical methods. We need special methods to find correlations between past human and environmental conditions

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