Superposed Epoch Analysis (SEA)
SEA.m function for Superposed Epoch Analysis (SEA) with confidence intervals estimated using block bootstrap procedure, the method is freely inspired from Adams et al. (2003), for an example of using SEA in palaeoecology see Blarquez and Carcaillet (2010). For details please refer to included help.
Create a random time serie with noise, define some events and plot them along with the time series:
t=1:500; d=2.5*sin(2*pi*t/100)+1.5*sin(2*pi*t/41)+1*sin(2*pi*t/21); T=(d+2*randn(size(d))).'; figure() plot(t,T,'g') ev=[50,93,131,175,214,257,297,337,381,428,470].'; hold on plot(ev,repmat(4,length(ev),1),'v')
Then we perform a SEA using a time window of 20 years before and 20 years after each event. ‘nbboot’ argument is used to define the number of circular block bootsrtap replicates with an automatically calculated block length (‘b’ equal 0) following Adams et al. (2003) procedure.
Proxy response to the randomly generated events appears significant at the 95% confidence levels during events occurrence (at a lag close to zero).