Climate time series analysis. Classical statistical and bootstrap methods
Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Research exposition (monographs, survey articles) pertaining to geophysics (86-02) Meteorology and atmospheric physics (86A10) Geostatistics (86A32)
The first edition of this book was published in 2010. Now, the second edition has unchanged structure but improves and updates some procedures. The author presents a carefully written research monograph on a very complex topic: time series analysis of the climate system. Assumptions for applying classical statistical methods are not fulfilled very often, like nonormal distribution shape, uneven spacing, time scale uncertainties. Therefore the author prefers bootstrap algorithms to derive more realistic error bars. In many cases bootstrap confidence intervals are presented. The methods are carefully testet by Monte-Carlo experiments and applied to a lot of real data from different data archives. From the introduction: ``This book presents the bootstrap approach to a number of statistical analysis methods that have been found useful for analysing climate time series at least by the author. Linear and nonlinear regression (Chapter 4), spectral analysis (Chapter 5) and extreme value time series analysis (Chapter 6) are explained in case of univariate climate time series analysis (Part II). Correlation (Chapter 7) as well as lagged and other variants of regression (Chapter 8) come from the field of bivariate time series (Part III). Application of each method is illustrated with one or more climate time series, several of which already presented. Every chapter is completed by an informative section ``Background Material where alternative techniques and a look at the literature are presented. The book comes to an end with a very long list of references, with far more than 1000 entries.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
- The scale enhanced wild bootstrap method for evaluating climate models using wavelets
- On a scalable nonparametric denoising of time series signals
- On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points
- Saddlepoint approximations for short and long memory time series: a frequency domain approach
- Exploratory analysis of climate data using source separation methods.
- Crisis of the chaotic attractor of a climate model: a transfer operator approach
- Estimation of anthracnose dynamics by nonlinear filtering
- Estimating nonlinear additive models with nonstationarities and correlated errors
- scientific article; zbMATH DE number 799891 (Why is no real title available?)
- Predictive inference for locally stationary time series with an application to climate data
- Deep learning at the interface of agricultural insurance risk and spatio-temporal uncertainty in weather extremes
- Two preprocessing algorithms for climate time series
- Statistical analysis of climate series. Analyzing, plotting, modeling, and predicting with R.
- Statistical Analysis of Climate Series
- Determining confidence intervals in analyzing climatic series
- A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed
- Online estimation methods for irregular autoregressive models
- CO\(_2\) has significant implications for hourly ambient temperature: evidence from Hawaii
- The Fourier-Malliavin volatility (FMVol) Matlab\(^{\circledR}\) library
- Unbiased proxy calibration
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
- Redundancies in the Earth's climatological time series
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