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  • © 2014

Climate Time Series Analysis

Classical Statistical and Bootstrap Methods

Authors:

  • 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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Table of contents (9 chapters)

  1. Front Matter

    Pages i-xxxii
  2. Fundamental Concepts

    1. Front Matter

      Pages 1-1
    2. Introduction

      • Manfred Mudelsee
      Pages 3-30
    3. Persistence Models

      • Manfred Mudelsee
      Pages 31-60
    4. Bootstrap Confidence Intervals

      • Manfred Mudelsee
      Pages 61-104
  3. Univariate Time Series

    1. Front Matter

      Pages 105-105
    2. Regression I

      • Manfred Mudelsee
      Pages 107-167
    3. Spectral Analysis

      • Manfred Mudelsee
      Pages 169-215
    4. Extreme Value Time Series

      • Manfred Mudelsee
      Pages 217-267
  4. Bivariate Time Series

    1. Front Matter

      Pages 269-269
    2. Correlation

      • Manfred Mudelsee
      Pages 271-319
    3. Regression II

      • Manfred Mudelsee
      Pages 321-359
  5. Outlook

    1. Front Matter

      Pages 361-361
    2. Future Directions

      • Manfred Mudelsee
      Pages 363-375
  6. Back Matter

    Pages 377-454

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)

Authors and Affiliations

  • Climate Risk Analysis, Bad Gandersheim, Germany

    Manfred Mudelsee

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.

Bibliographic Information

Buy it now

Buying options

eBook USD 169.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access