Long-range Persistence in Geophysical Time Series

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Renata Dmowska, Barry Saltzman
Academic Press, 1999 - Science - 175 pages
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Advances in Geophysics, Vol. 40 systematically compares many of the currently used statistical approaches to time series analysis and modeling to evaluate each method's robustness and application to geophysical datasets. This volume tackles the age-old problem of how to evaluate the relative roles of deterministic versus stochastic processes (signal vs noise) in their observations. The book introduces the fundamentals in sections titled "1.2 What is a Time Series? " and "1.3 How is a Time Series Quantified?", before diving into Spectral Analysis, Semivariograms, Rescaled-Range Analysis and Wavelet Analysis. The second half of the book applies their self-affine analysis to a number of geophysical time series (historical temperature records, drought hazard assessment, sedimentation in the context of hydrocarbon bearing strata, variability of the Earth's magnetic field).
This volume explores in detail one of the main components of noise, that of long-range persistence or memory. The first chapter is a broad summary of theory and techniques of long-range persistence in time series; the second chapter is the application of long-range persistence to a variety of geophysical time series.
  

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Contents

I Generation and Analyses
1
II Applications and Models
91

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About the author (1999)

Barry Saltzman, 1932-2001, was professor of geology and geophysics at Yale University and a pioneer in the theory of weather and climate, in which he made several profound and lasting contributions to knowledge of the atmosphere and climate. Saltzman developed a series of models and theories of how ice sheets, atmospheric winds, ocean currents, carbon dioxide concentration, and other factors work together, causing the climate to oscillate in a 100,000-year cycle. For this and other scientific contributions, he received the 1998 Carl Gustaf Rossby Research Medal, the highest award from the American Meteorological Society. Saltzman was a fellow of the American Meteorological Society and the American Association for the Advancement of Science and an honorary member of the Academy of Science of Lisbon. His work in 1962 on thermal convection led to the discovery of chaos theory and the famous "Saltzman-Lorenz attractor.

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