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Manfred Mudelsee

Climate Time Series Analysis

Classical Statistical and Bootstrap Methods

219,99 EUR inkl. MwSt.
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ISBN: 978-90-481-9481-0
Verlag: Springer Netherlands
Format: Fester Einband
474 Seiten; 47 Tabellen,; 235 mm x 155 mm, 2010

Inhaltsverzeichnis

Fundamental Concepts.- Persistence Models.- Bootstrap Confidence Intervals.- Univariate Time Series.- Regression I.- Spectral Analysis.- Extreme Value Time Series.- Bivariate Time Series.- Correlation.- Regression II.- Outlook.- Future Directions.

Kurztext / Annotation

This book presents bootstrap resampling as a computationally intensive method able to meet the challenges posed by the complexities of analysing climate data. It shows how the bootstrap performs reliably in the most important statistical estimation techniques.


Langtext

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.


Schlagworte

Schlagworte