Climate Time Series Analysis: Classical Statistical and Bootstrap Methods

· Atmospheric and Oceanographic Sciences Library Book 42 · Springer Science & Business Media
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Ebook
474
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About this ebook

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. This makes the book self-contained for graduate students and researchers.

Ratings and reviews

5.0
1 review
A Google user
March 9, 2012
This is a comprehensive description of the modern statistical methods in time series analysis. Climatology is one of the most important fields for time series analysis: there are many observational records (time series), with the underlying dynamical system being unknown – here time series analysis is one of the few (and maybe even the only) ways of studying such records. The book provides a modern outlook of the methodology and solid analysis for records of general origin (for instance, researchers working with medical records may well benefit from the book). It could be especially valuable for students studying climatology, dynamical systems and time series analysis: it contains practicals and clear algorithm for estimation of confidence intervals and uncertainties. What is particularly important is that the uncertainties are estimated in both data and time scale, which is a serious issue in studying paleorecords. The book is not cheap. But it is worth its price once you recognize that it provides: (1) algorithms ready to implement on your computer, (2) references to groundbreaking work in climatology and statistics and (3) a fresh, multidisciplinary look on climate!
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About the author

Manfred Mudelsee received his diploma in Physics from the University of Heidelberg and his doctoral degree in Geology from the University of Kiel. He was then postdoc in Statistics at the University of Kent at Canterbury, research scientist in Meteorology at the University of Leipzig and visiting scholar in Earth Sciences at Boston University; currently he does climate research at the Alfred Wegener Institute for Polar and Marine Research, Bremerhaven. His science focuses on climate extremes, time series analysis and mathematical simulation methods. He has authored over 50 peer-reviewed articles. In his 2003 Nature paper, Mudelsee introduced the bootstrap method to flood risk analysis. In 2005, he founded the company Climate Risk Analysis.

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