Modelling palaeoecological time series using generalised additive models

Gavin L. Simpson*

*Corresponding author for this work

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

57 Citations (Scopus)


In the absence of annual laminations, time series generated from lake sediments or other similar stratigraphic sequences are irregularly spaced in time, which complicates formal analysis using classical statistical time series models. In lieu, statistical analyses of trends in palaeoenvironmental time series, if done at all, have typically used simpler linear regressions or (non-) parametric correlations with little regard for the violation of assumptions that almost surely occurs due to temporal dependencies in the data or that correlations do not provide estimates of the magnitude of change, just whether or not there is a linear or monotonic trend. Alternative approaches have used LOESS-estimated trends to justify data interpretations or test hypotheses as to the causal factors without considering the inherent subjectivity of the choice of parameters used to achieve the LOESS fit (e.g., span width, degree of polynomial). Generalised additive models (GAMs) are statistical models that can be used to estimate trends as smooth functions of time. Unlike LOESS, GAMs use automatic smoothness selection methods to objectively determine the complexity of the fitted trend, and as formal statistical models, GAMs, allow for potentially complex, non-linear trends, a proper accounting of model uncertainty, and the identification of periods of significant temporal change. Here, I present a consistent and modern approach to the estimation of trends in palaeoenvironmental time series using GAMs, illustrating features of the methodology with two example time series of contrasting complexity; a 150-year bulk organic matter δ15N time series from Small Water, UK, and a 3,000-year alkenone record from Braya-Sø, Greenland. I discuss the underlying mechanics of GAMs that allow them to learn the shape of the trend from the data themselves and how simultaneous confidence intervals and the first derivatives of the trend are used to properly account for model uncertainty and identify periods of change. It is hoped that by using GAMs greater attention is paid to the statistical estimation of trends in palaeoenvironmental time series leading to more a robust and reproducible palaeoscience.

Original languageEnglish
Article number149
JournalFrontiers in Ecology and Evolution
Publication statusPublished - 26 Oct 2018
Externally publishedYes


  • Environmental change
  • Generalised additive model
  • Simultaneous interval
  • Spline
  • Time series


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