Climate Time Series Analysis

Classical Statistical and Bootstrap Methods

  • ManfredĀ Mudelsee

Part of the Atmospheric and Oceanographic Sciences Library book series (ATSL, volume 42)

Table of contents

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

    1. Front Matter
      Pages 1-1
    2. Manfred Mudelsee
      Pages 3-32
    3. Manfred Mudelsee
      Pages 33-64
    4. Manfred Mudelsee
      Pages 65-110
  3. Univariate Time Series

    1. Front Matter
      Pages 111-111
    2. Manfred Mudelsee
      Pages 113-176
    3. Manfred Mudelsee
      Pages 177-227
    4. Manfred Mudelsee
      Pages 229-282
  4. Bivariate Time Series

    1. Front Matter
      Pages 283-283
    2. Manfred Mudelsee
      Pages 285-338
    3. Manfred Mudelsee
      Pages 339-380
  5. Outlook

    1. Front Matter
      Pages 381-381
    2. Manfred Mudelsee
      Pages 383-395
  6. Back Matter
    Pages 397-474

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. 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.


AR(1) Atmospheric Bootstrap Frequency analysis Regression Resampling Scale Time series Weather correlation

Authors and affiliations

  • ManfredĀ Mudelsee
    • 1
    • 2
  1. 1.Climate Risk AnalysisHannoverGermany
  2. 2.Alfred Wegener Institute for Polar and Marine ResearchBremerhavenGermany

Bibliographic information

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