Climate Time Series Analysis

Classical Statistical and Bootstrap Methods

  • Manfred Mudelsee

Part of the Atmospheric and Oceanographic Sciences Library book series (ATSL, volume 51)

Table of contents

  1. Front Matter
    Pages i-xxxii
  2. Fundamental Concepts

    1. Front Matter
      Pages 1-1
    2. Manfred Mudelsee
      Pages 3-30
    3. Manfred Mudelsee
      Pages 31-60
    4. Manfred Mudelsee
      Pages 61-104
  3. Univariate Time Series

    1. Front Matter
      Pages 105-105
    2. Manfred Mudelsee
      Pages 107-167
    3. Manfred Mudelsee
      Pages 169-215
    4. Manfred Mudelsee
      Pages 217-267
  4. Bivariate Time Series

    1. Front Matter
      Pages 269-269
    2. Manfred Mudelsee
      Pages 271-319
    3. Manfred Mudelsee
      Pages 321-359
  5. Outlook

    1. Front Matter
      Pages 361-361
    2. Manfred Mudelsee
      Pages 363-375
  6. Back Matter
    Pages 377-454

About this book


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.

“….comprehensive mathematical and statistical summary of time-series analysis techniques geared towards climate applications…accessible to readers with knowledge of college-level calculus and statistics.” (Computers and Geosciences)

A key part of the book that separates it from other time series works is the explicit discussion of time uncertainty…a very useful text for those wishing to understand how to analyse climate time series.”
(Journal of Time Series Analysis)

“…outstanding. One of the best books on advanced practical time series analysis I have seen.” (David J. Hand, Past-President Royal Statistical Society)


Atmospheric Sciences Climatic Regression Correlation Statistics Frequency Analysis Weather and Statistics

Authors and affiliations

  • Manfred Mudelsee
    • 1
  1. 1.Climate Risk AnalysisBad GandersheimGermany

Bibliographic information

  • DOI
  • Copyright Information Springer International Publishing Switzerland 2014
  • Publisher Name Springer, Cham
  • eBook Packages Earth and Environmental Science
  • Print ISBN 978-3-319-04449-1
  • Online ISBN 978-3-319-04450-7
  • Series Print ISSN 1383-8601
  • About this book