arbiter
JournalsAccount

Temperature in the Iberian Peninsula: Common trends and heterogeneity

C. Vladimir Rodríguez-Caballero & Esther Pérez Ruiz

Annals of Applied Statistics2026https://doi.org/10.1214/26-aoas2137article
AJG 2ABDC A
Weight
0.50

Abstract

We propose a Multilevel Dynamic Factor Model (ML-DFM) to capture the common global and region-specific stochastic trends in monthly centre and log-range temperatures observed at 68 locations across the Iberian Peninsula from January 1930 to December 2020. The specification of common trends is based on the analysis of temperatures at each location using unobserved component models, which decompose temperatures into trend, seasonal, and transitory components. First, we show that the centre and log-range temperatures evolve independently. Second, we remove the seasonal component before analysing common trends. Third, we find that centre temperature trends are well approximated by a smooth, integrated random walk with a time-varying slope. In contrast, a stochastic level better captures the dynamics of the log-range. The ML-DFM is estimated using an EM algorithm extended here to accommodate nonstationary factors. We show that, although the commonality in centre-temperature trends is considerable, the regional components remain relevant, particularly at the log-range.

Open via your library →

Cite this paper

https://doi.org/https://doi.org/10.1214/26-aoas2137

Or copy a formatted citation

@article{c.2026,
  title        = {{Temperature in the Iberian Peninsula: Common trends and heterogeneity}},
  author       = {C. Vladimir Rodríguez-Caballero & Esther Pérez Ruiz},
  journal      = {Annals of Applied Statistics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1214/26-aoas2137},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

Temperature in the Iberian Peninsula: Common trends and heterogeneity

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.