Overview
- Introduces the bootstrap approach, which relies on modern computer power, for extracting quantitative climatological information
- Describes software implementation of the methods and supplies real-world examples
- Provides statistical background and an up-to-date overview of similar applications in Earth sciences
- Includes supplementary material: sn.pub/extras
Part of the book series: Atmospheric and Oceanographic Sciences Library (ATSL, volume 51)
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About this book
Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial dependence, uneven spacing and timescale uncertainties. This book presents bootstrap resampling as a computing-intensive method able to meet the challenge. It shows the bootstrap to perform reliably in the most important statistical estimation techniques: regression, spectral analysis, extreme values and correlation.
This book is written for climatologists and applied statisticians. It explains step by step the bootstrap algorithms (including novel adaptions) and methods for confidence interval construction. It tests the accuracy of the algorithms by means of Monte Carlo experiments. It analyses a large array of climate time series, giving a detailed account on the data and the associated climatological questions.
“….comprehensive mathematical and statistical summary of time-series analysis techniques geared towards climate applications…accessible to readers with knowledge of college-level calculus and statistics.” (Computers and Geosciences)
“A key part of the book that separates it from other time series works is the explicit discussion of time uncertainty…a very useful text for those wishing to understand how to analyse climate time series.”
(Journal of Time Series Analysis)
“…outstanding. One of the best books on advanced practical time series analysis I have seen.” (David J. Hand, Past-President Royal Statistical Society)
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Keywords
Table of contents (9 chapters)
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Fundamental Concepts
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Univariate Time Series
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Bivariate Time Series
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Outlook
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Climate Time Series Analysis
Book Subtitle: Classical Statistical and Bootstrap Methods
Authors: Manfred Mudelsee
Series Title: Atmospheric and Oceanographic Sciences Library
DOI: https://doi.org/10.1007/978-3-319-04450-7
Publisher: Springer Cham
eBook Packages: Earth and Environmental Science, Earth and Environmental Science (R0)
Copyright Information: Springer International Publishing Switzerland 2014
Hardcover ISBN: 978-3-319-04449-1Published: 17 July 2014
Softcover ISBN: 978-3-319-37448-2Published: 17 September 2016
eBook ISBN: 978-3-319-04450-7Published: 27 June 2014
Series ISSN: 1383-8601
Series E-ISSN: 2215-162X
Edition Number: 2
Number of Pages: XXXII, 454
Number of Illustrations: 103 b/w illustrations
Topics: Earth System Sciences, Climatology, Statistical Theory and Methods