Optimal Combination of Arctic Sea Ice Extent Measures : A Dynamic Factor Modeling Approach

The diminishing extent of Arctic sea ice is a key indicator of climate change as well as an accelerant for future global warming. Since 1978, Arctic sea ice has been measured using satellite-based microwave sensing; however, different measures of Arctic sea ice extent have been made available based on differing algorithmic transformations of the raw satellite data. We propose and estimate a dynamic factor model that combines four of these measures in an optimal way that accounts for their differing volatility and cross-correlations. From this model, we extract an optimal combined measure of Arctic sea ice extent using the Kalman smoother

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Year of publication:	2020
Authors:	Diebold, Francis X. ; Göbel, Maximilian ; Goulet Coulombe, Philippe ; Rudebusch, Glenn D. ; Zhang, Boyuan
Publisher:	[S.l.] : SSRN
Subject:	Arktis \| Arctic \| Faktorenanalyse \| Factor analysis \| Theorie \| Theory \| Klimawandel \| Climate change

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