Abstract
The analysis of time series — uni- or multivariate — is one of the high roads to our understanding of climatic variability. This classical field of study has recently been revitalized by the discovery and implementation of a number of new methodologies for extracting useful information from time series, as well as for interpreting the information so obtained in terms of dynamical systems theory. In this chapter, we describe the connections between time-series analysis and nonlinear dynamics, discuss signal-to-noise enhancement, and present some of the novel methods for spectral analysis. The various steps, as well as the advantages and disadvantages of these methods, are illustrated by their application to a well-known climatic time series, the Southern Oscillation Index. Open questions and further prospects conclude the chapter.
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Ghil, M., Yiou, P. (1996). Spectral Methods: What They Can and Cannot do for Climatic Time Series. In: Anderson, D.L.T., Willebrand, J. (eds) Decadal Climate Variability. NATO ASI Series, vol 44. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-03291-6_11
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