Climate Time Series Analysis
Classical Statistical and Bootstrap Methods
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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... mehr
2010, 500 Seiten, 99 farbige Abbildungen, 99 Schwarz-Weiss-Abbildungen, Masse: 15,5 x 23,5 cm, Gebunden, Englisch
Springer-Verlag GmbH
ISBN-10: 9048194814
ISBN-13: 9789048194810
Springer-Verlag GmbH
ISBN-10: 9048194814
ISBN-13: 9789048194810
Produkt-Beschreibung zu: Climate Time Series Analysis
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. TOC:1. Introduction.- 2. Persistence models.- 3. Bootstrap confidence intervals.- 4. Regression.- 5. Spectral analysis.- 6. Extreme value time series.- 7. Correlation.- 8. Regression.- 9. Future directions.
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