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A simple approach to the smoothing of a potentially non‐stationary time series is presented which provides an optimal choice among three alternative, readily motivated and easily implemented boundary constraints. This method is applied to the smoothing of the instrumental Northern Hemisphere (NH) annual mean and cold‐season North Atlantic Oscillation (NAO) time series, yielding an objective estimate of the smoothed decadal‐scale variations in these series including long‐term trends.
Michael Mann (2004) studied this question.