Description
Book SynopsisTime Series Analysis in Meteorology and Climatology provides an accessible overview of this notoriously difficult subject. Clearly structured throughout, the authors develop sufficient theoretical foundation to understand the basis for applying various analytical methods to a time series and show clearly how to interpret the results.
Trade Review“In summary, I unequivocally endorse this book as a valuable contribution to the literature of time series analysis in the geosciences. It is clear and includes examples that make it accessible for students; knowledgeable practitioners will also gain new insights from this book.” (Bulletin of the American Meteorological Society,
1 September 2012)
Table of ContentsSeries foreword vii
Preface ix
1. Fourier analysis 1
1.1 Overview and terminology 2
1.2 Analysis and synthesis 6
1.3 Example data sets 14
1.4 Statistical properties of the periodogram 23
1.5 Further important topics in Fourier analysis 47
Appendix 1.A Subroutine foranx 83
Appendix 1.B Sum of complex exponentials 86
Appendix 1.C Distribution of harmonic variances 86
Appendix 1.D Derivation of Equation 1.42 92
Problems 93
References 99
2. Linear systems 101
2.1 Input–output relationships 102
2.2 Evaluation of the convolution integral 104
2.3 Fourier transforms for analog data 110
2.4 The delta function 113
2.5 Special input functions 118
2.6 The frequency response function 122
2.7 Fourier transform of the convolution integral 128
2.8 Linear systems in series 130
2.9 Ideal interpolation formula 132
Problems 137
References 142
3. Filtering data 143
3.1 Recursive and nonrecursive filtering 144
3.2 Commonly used digital nonrecursive filters 150
3.3 Filter design 159
3.4 Lanczos filtering 161
Appendix 3.A Convolution of two running mean filters 173
Appendix 3.B Derivation of Equation 3.20 176
Appendix 3.C Subroutine sigma 177
Problems 180
References 182
4. Autocorrelation 183
4.1 Definition and properties 184
4.2 Formulas for the acvf and acf 188
4.3 The acvf and acf for stationary digital processes 192
4.4 The acvf and acf for selected processes 195
4.5 Statistical formulas 201
4.6 Confidence limits for the population mean 206
4.7 Variance of the acvf and acf estimators 211
Appendix 4.A Generating a normal random variable 215
Problems 216
References 221
5. Lagged-product spectrum analysis 223
5.1 The variance density spectrum 223
5.2 Relationship between the variance density spectrum and the acvf 226
5.3 Spectra of random processes 230
5.4 Spectra of selected processes 232
5.5 Smoothing the spectrum 236
Appendix 5.A Proof of Equation 5.11 239
Appendix 5.B Proof of Equation 5.12 240
Problems 241
References 243
Index 245
