Time Series Analysis and Applications to Geophysical Systems

by Brillinger, David R.; Robinson, Enders Anthony; Schoenberg, Frederic Paik

• ISBN13: 9780387223117
• ISBN10: 0387223118
• Format: Hardcover
• Copyright: 2004-11-30
• Publisher: Springer Verlag

Summary

Time series methods are essential tools in the analysis of many geophysical systems. This volume, which consists of papers presented by a select, international group of statistical and geophysical experts at a Workshop on Time Series Analysis and Applications to Geophysical Systems at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from November 12-15, 2001 as part of the IMA's Thematic Year on Mathematics in the Geosciences, explores the application of recent advances in time series methodology to a host of important problems ranging from climate change to seismology. The works in the volume deal with theoretical and methodological issues as well as real geophysical applications, and are written with both statistical and geophysical audiences in mind. Important contributions to time series modeling, estimation, prediction, and deconvolution are presented. The results are applied to a wide range of geophysical applications including the investigation and prediction of climatic variations, the interpretation of seismic signals, the estimation of flooding risk, the description of permeability in Chinese oil fields, and the modeling of NOx decomposition from thermal power plants.

Table of Contents

Foreword	v
Preface	vii
Interpretation of Seismic Signals
Nonparametric deconvolution of seismic depth phases	1	(10)
Robert H. Shumway
Jessie L. Bonner
Delaine T. Reiter
State space approach to signal extraction problems in seismology	11	(30)
Genshiro Kitagawa
Tetsuo Takanami
Norio Matsumoto
Improved signal transmission through randomization	41	(12)
Enders A. Robinson
Online analysis of seismic signals	53	(20)
Hernando Ombao
Jungeun Heo
David Stoffer
Temperature Data
Nonstationary time series analysis of monthly global temperature anomalies	73	(32)
T. Subba Rao
E.P. Tsolaki
A test for detecting changes in mean	105	(18)
Wei Biao Wu
Spatio-temporal modelling of temperature time series: a comparative study	123	(28)
T. Subba Rao
Ana Monica Costa Antunes
Modeling North Pacific climate time series	151	(18)
Donald B. Percival
James E. Overland
Harold O. Mofjeld
Assortment of Important Time Series Problems and Applications
Skew-elliptical time series with application to flooding risk	169	(18)
Marc G. Genton
Keith R. Thompson
Hidden periodicities analysis and its application in geophysics	187	(8)
Zhongjie Xie
The innovation approach to the identification of nonlinear causal models in time series analysis	195	(32)
T. Ozaki
J.C. Jimenez
H. Peng
V.H. Ozaki
Non-Gaussian time series models	227	(12)
Murray Rosenblatt
Modeling continuous time series driven by fractional Gaussian noise	239	(18)
Winston C. Chow
Edward J. Wegman
List of workshop participants	257