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.
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.
Climate Time Series Analysis
Atmospheric and Oceanographic Sciences Library Volume 42
Editors Lawrence A. Mysak, Department of Atmospheric and Oceanographic Sciences, McGill University, Montreal, Canada Kevin Hamilton, International Pacific Research Center, University of Hawaii, Honolulu, HI, U.S.A. Editorial Advisory Board A. Berger Université Catholique, Louvain, Belgium J.R. Garratt CSIRO, Aspendale, Victoria, Australia J. Hansen MIT, Cambridge, MA, U.S.A. M. Hantel Universität Wien, Austria H. Kelder KNMI (Royal Netherlands Meteorological Institute), De Bilt, The Netherlands T.N. Krishnamurti The Florida State University, Tallahassee, FL, U.S.A. P. Lemke Alfred Wegener Institute for Polar and Marine Research, Bremerhaven, Germany A. Robock Rutgers University, New Brunswick, NJ, U.S.A. S.H. Schneider † Stanford University, CA, U.S.A. G.E. Swaters University of Alberta, Edmonton, Canada J.C. Wyngaard Pennsylvania State University, University Park, PA, U.S.A.
For other titles published in this series, go to www.springer.com/series/5669
Manfred Mudelsee
Climate Time Series Analysis Classical Statistical and Bootstrap Methods
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Dr. Manfred Mudelsee Climate Risk Analysis Schneiderberg 26 30167 Hannover Germany Alfred Wegener Institute for Polar and Marine Research Bussestrasse 24 27570 Bremerhaven Germany
[email protected]
ISSN 1383-8601 ISBN 978-90-481-9481-0 e-ISBN 978-90-481-9482-7 DOI 10.1007/978-90-481-9482-7 Springer Dordrecht Heidelberg London New York Library of Congress Control Number: 2010930656 c Springer Science+Business Media B.V. 2010 No part of this work may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, microfilming, recording or otherwise, without written permission from the Publisher, with the exception of any material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the pur