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In this paper we present a Bayesian framework for interpolating data in a reproducing kernel Hilbert space associated with a random subdivision scheme, where not only approximations of the values of a function at some missing points can be obtained, but also uncertainty estimates for such predicted values. This random scheme generalizes the usual subdivision by taking into account, at each level, some uncertainty given in terms of suitably scaled noise sequences of i.i.d. Gaussian random variables with zero mean and given variance, and generating, in the limit, a Gaussian process whose correlation structure is characterized and used for computing realizations of the conditional posterior distribution. The hierarchical nature of the procedure may be exploited to reduce the computational cost compared to standard techniques in the case where many prediction points need to be considered.
From monthly mean observatory data spanning 1957-2014, geomagnetic field secular variation values were calculated by annual differences. Estimates of the spherical harmonic Gauss coefficients of the core field secular variation were then derived by applying a correlation based modelling. Finally, a Fourier transform was applied to the time series of the Gauss coefficients. This process led to reliable temporal spectra of the Gauss coefficients up to spherical harmonic degree 5 or 6, and down to periods as short as 1 or 2 years depending on the coefficient. We observed that a k(-2) slope, where k is the frequency, is an acceptable approximation for these spectra, with possibly an exception for the dipole field. The monthly estimates of the core field secular variation at the observatory sites also show that large and rapid variations of the latter happen. This is an indication that geomagnetic jerks are frequent phenomena and that significant secular variation signals at short time scales - i.e. less than 2 years, could still be extracted from data to reveal an unexplored part of the core dynamics.