• The Korean Journal of Applied Statistics
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• v.21 no.4
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• pp.705-716
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• 2008

The objectives of this study are the detection and forecast of climate change signal in the annual mean of surface temperature data, which are generated by MRI/JMA CGCM over the Korean Peninsula. MRI/JMA CGCM outputs consist of control run data(experiment with no change of $CO_2$ concentration) and scenario run data($CO_2$ 1%/year increase experiment to quadrupling) during 142 years for surface temperature and precipitation. And ECMWF reanalysis data during 43 years are used as observations. All data have the same spatial structure which consists of 42 grid points. Two statistical models, the Bayesian fingerprint method and the regression model with autoregressive error(AUTOREG model), are separately applied to detect the climate change signal. The forecasts up to 2100 are generated by the estimated AUTOREG model only for detected grid points.