Climate Time Series Analysis: Classical Statistical and Bootstrap Methods

477 Pages·2014·10.569 MB·English

by  Manfred Mudelsee (auth.)

Atmospheric and Oceanographic Sciences Library 51
Manfred Mudelsee
Climate Time
Series Analysis
Classical Statistical and Bootstrap
Methods
Second Edition
Climate Time Series Analysis
ATMOSPHERICANDOCEANOGRAPHICSCIENCESLIBRARY
VOLUME51
Editor
LawrenceA.Mysak,DepartmentofAtmosphericandOceanographicSciences,McGill
University,Montreal,Canada
EditorialAdvisoryBoard
A.Berger UniversitéCatholique,Louvain,Belgium
J.R.Garratt CSIRO,Aspendale,Victoria,Australia
J.Hansen MIT,Cambridge,MA,U.S.A.
M.Hantel UniversitätWien,Austria
W.Hsieh UniversityofBritishColumbia,Vancouver,Canada
H.Kelder KNMI(RoyalNetherlandsMeteorologicalInstitute),
DeBilt,TheNetherlands
T.N.Krishnamurti TheFloridaStateUniversity,Tallahassee,FL,U.S.A.
P.Lemke AlfredWegenerInstituteforPolarandMarineResearch,
Bremerhaven,Germany
G.E.Swaters UniversityofAlberta,Edmonton,Canada
A.J.Willmott NationalOceanographyCentre,Liverpool,U.K.
J.C.Wyngaard PennsylvaniaStateUniversity,UniversityPark,PA,U.S.A.
Forfurthervolumes:
http://www.springer.com/series/5669
Manfred Mudelsee
Climate Time Series Analysis
Classical Statistical and Bootstrap Methods
Second Edition
123
ManfredMudelsee
ClimateRiskAnalysis
BadGandersheim,Germany
ISSN1383-8601
ISBN978-3-319-04449-1 ISBN978-3-319-04450-7(eBook)
DOI10.1007/978-3-319-04450-7
SpringerChamHeidelbergNewYorkDordrechtLondon
LibraryofCongressControlNumber:2014938032
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To myparents,
Anna-LuiseMudelsee,
néeWidmann
and
RichardMudelsee

Weierstraßhadtobecarefulaboutsayingwhathereallybelieved—thattheremust
besomethinglikeintuitioninafirst-ratemathematician’smind,somelightningflare
touncoverwhathasbeenthereallalong.Rigorous,meticulous,onemustbe,butso
mustthegreatpoet.
When he finally broughthimself to say all this to Sophia [Kovalevskaja], he also
saidthattherewerethosewhowouldbridleattheveryword,‘poet,’inconnection
withmathematicalscience.Andothers,hesaid,whowouldleapatthenotionalltoo
readily,todefendamuddleandlaxityintheirownthinking.
—AliceMunro
vii

Preface
ThisisthesecondeditionofClimateTimeSeriesAnalysiswhichwasfirstpublished
in 2010. In this digital age, a second edition means not that the first edition of
a book has been sold out but rather constitutes a nice opportunity for improving
and updating a product. I am pleased that the book has been noticed by both the
climatologicalandstatisticalcommunities.
The book’s structure remains unchanged.Monte Carlo experiments(Mudelsee
2010:Tables7.6,7.7,8.1,8.2,8.3and8.4therein)havebeenrerunwithcorrected
code(minoreffects)andadataanalysis(Mudelsee2010:Fig.8.9therein)hasbeen
repeated (major effect) using the correct OLSBC intercept estimator in the linear
errors-in-variables regression (Sect.8.1.1). The literature up to autumn 2013 has
beenreviewed.
The book’s site is http://www.manfredmudelsee.com/book. The errata section
there regardsnow the second edition. I apologizefor not having filled the section
forthefirstedition.
Thereviewsofthefirstedition,fromwhichthebackcovercites,arethosekindly
written byDivine (2012)andParnell(2013).Also the epigraphaboutthe “artistic
scientist” (Munro 2009: p. 270 therein) reads as if that short-story writer had the
present book, which stresses the importance of creativity and intuition in doing
science,onhermind.
Mysincerethanksgototheaboveandfollowingcolleagues,whohelpedmeand
the new edition by devoting their time: Mersku Alkio, Miguel Bermejo, the late
ReinhardBöhm,DragosChirila,AlexanderGluhovsky,DavidHand,JohnHaslett,
Georg Hoffmann, Sabine Lennartz-Sassinek, Gerrit Lohmann, Robert Lund, Ian
MacNeill, Henrik Madsen, Stefan Rahmstorf, Tata Subba Rao, Alexis Tantet,
WolfgangUrfer,AnnetteWittandCarlWunsch.AlsotheteamatSpringerremained
wonderfullycommittedtoClimateTimeSeriesAnalysis.
BadGandersheim,Germany ManfredMudelsee
November2013
ix