Applications of Time Series Analysis in Astronomy and Meteorology

by Subba Rao, T.; Priestley, M. B.; Lessi, O.; Rao, T. Subba; Hannan, E. J.

• ISBN13: 9780412638008
• ISBN10: 0412638002
• Format: Hardcover
• Copyright: 1997-03-01
• Publisher: Chapman & Hall

Summary

>Statistical techniques, in particular time series techniques, are widely used in astronomy and meteorology. Despite this, until recently there had been no attempt to bring researchers from the fields of statistics, astronomy, and meteorology together to discuss and formalize important problems.Applications of Time Series Analysis in Astronomy and Meteorology brings together a series of papers by experts in the above-mentioned fields. The material presented covers the theory and methodology of time series and their applications to astronomy, meteorology, and climatology. The book considers topics such as detection of periodicities, spectral analysis of unequally spaced data, detection of change points and higher order spectral methods of non-linear and non-Gaussian signals. The material also address the estimation of fractal dimension and applications of wavelet methods to astronomy.

Table of Contents

List of Contributors	ix	(4)
Preface	xiii	(2)
Acknowledgements	xv	(2)
Edward J. Hannan, 1921-1994	xvii	(2)
Oliviero Lessi, 1953-1995	xxv
PART ONE Time Series-Theory and Methodology	1	(158)
1. A short history of time series	3	(21)
M. B. Priestley
2. Frequency estimation	24	(17)
E. J. Hannan
D. Huang
B. G. Quinn
3. Asymptotic expansion of estimators for diffusions with small noises	41	(4)
N. Yoshida
4. Spatial-temporal spectral analysis with random sampling	45	(20)
I-Shang Chow
Keh-Shin Lii
5. Detection of periodicities	65	(24)
M. B. Priestley
6. Spectral and multivariate probability density estimation of continuous-time stationary processes from randomly sampled data	89	(14)
Elias Masry
7. Minimum distance approach in parametric estimation for diffusion processes	103	(16)
Yu. A. Kutoyants
8. From data to models	119	(11)
D. Guegan
9. Filtering of spatial time series	130	(12)
G. Cariolaro
10. Time-domain and frequency-domain analysis of non-linear astronomical time series	142	(17)
T. Subba Rao
PART TWO Applications to Astronomy	159	(198)
11. Time series problems in astronomy: an introduction	161	(26)
Eric D. Feigelson
12. Time delay estimates for Q0957 + 561 A, B	187	(18)
David J. Thomson
Rudy Schild
13. Continuum power spectrum components in X-ray sources: detailed modelling and search for coherent periodicities	205	(21)
L. Stella
E. Arlandi
G. Tagliaferri
G. L. Israel
14. Wavelet methods in astronomical time series analysis	226	(23)
Jeffrey D. Scargle
15. Non-parametric methods for shift and periodicity detection in irregularly measured data	249	(15)
Jaan Pelt
16. A multi-channel, cross-spectral technique for calculating best-fit time-delay spectra	264	(11)
Brian Vaughan
17. Period analysis of variable stars	275	(16)
J. Cuypers
18. Change analysis of astronomical data	291	(13)
F. Lombard
C. Koen
19. Doppler tomography of starspot distributions on stellar surfaces	304	(16)
A. Collier Cameron
20. Nowcasting astronomical seeing and forecasting telescope environment for the ESO VLT	320	(9)
Fionn Murtagh
Marc Sarazin
21. Linear and non-linear modelling of the geomagnetic aa indices	329	(11)
Gy. Terdik
22. A sample of astronomical time series	340	(17)
Paul Hertz
Eric D. Feigelson
PART THREE Applications to Meteorology and Climatology	357	(103)
23. Problems and examples in the estimation of fractal dimension from meteorological and earthquake data	359	(17)
D. Vere-Jones
R. B. Davies
D. Harte
T. Mikosch
Q. Wang
24. Characterizing trends in climatological time series: an application to Brera Observatory (Milan) rainfall series	376	(12)
R. Sneyers
A. M. Siani
S. Palmieri
25. Applications of singular spectrum analysis to climatological time series	388	(11)
R. Vautard
C. A. Pires
26. Change points in meteorological time series	399	(14)
Pierre Hubert
27. Detection of pollution signals in tree-ring series using AR processes and neural networks	413	(14)
J. Guiot
L. Tessier
28. Statistical verification studies and future scenarios of modelled climate change due to the 'greenhouse effect'	427	(14)
Christian-D. Schonwiese
29. Controlling the homogeneity of a long meteorological series: the series of Padova (1725-present)	441	(19)
Dario Camuffo
Franco Zardini
Index	460