Time Series Analysis And Applications To Geophysical Systems

Author : David Brillinger,Enders Anthony Robinson,Frederic Paik Schoenberg
Publisher : Springer Science & Business Media
Page : 262 pages
File Size : 40,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468493863

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Time Series Analysis and Applications to Geophysical Systems by David Brillinger,Enders Anthony Robinson,Frederic Paik Schoenberg Pdf

This IMA Volume in Mathematics and its Applications TIME SERIES ANALYSIS AND APPLICATIONS TO GEOPHYSICAL SYSTEMS contains papers presented at a very successful workshop on the same title. The event which was held on November 12-15, 2001 was an integral part of the IMA 2001-2002 annual program on " Mathematics in the Geosciences. " We would like to thank David R. Brillinger (Department of Statistics, Uni versity of California, Berkeley), Enders Anthony Robinson (Department of Earth and Environmental Engineering, Columbia University), and Fred eric Paik Schoenberg (Department of Statistics, University of California, Los Angeles) for their superb role as workshop organizers and editors of the proceedings. We are also grateful to Robert H. Shumway (Department of Statistics, University of California, Davis) for his help in organizing the four-day event. We take this opportunity to thank the National Science Foundation for its support of the IMA. Series Editors Douglas N. Arnold, Director of the IMA Fadil Santosa, Deputy Director of the IMA v PREFACE This volume contains a collection of papers that were presented dur ing the 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. This was part of the IMA Thematic Year on Mathematics in the Geosciences, and was the last in a series of four Workshops during the Fall Quarter dedicated to Dynamical Systems and Ergodic Theory.

Author : David Brillinger,Peter Caines,John Geweke,Emanuel Parzen,Murray Rosenblatt,Murad S. Taqqu
Publisher : Springer Science & Business Media
Page : 262 pages
File Size : 50,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461229629

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Time Series Analysis and Applications to Geophysical Systems by David Brillinger,Peter Caines,John Geweke,Emanuel Parzen,Murray Rosenblatt,Murad S. Taqqu Pdf

Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

Author : Alejandro Ramírez-Rojas,Leonardo Di G. Sigalotti,Elsa Leticia Flores Márquez,Otto Rendón
Publisher : Elsevier
Page : 406 pages
File Size : 48,6 Mb
Release : 2019-08-02
Category : Science
ISBN : 9780128149027

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Time Series Analysis in Seismology by Alejandro Ramírez-Rojas,Leonardo Di G. Sigalotti,Elsa Leticia Flores Márquez,Otto Rendón Pdf

Time Series Analysis in Seismology: Practical Applications provides technical assistance and coverage of available methods to professionals working in the field of seismology. Beginning with a thorough review of open problems in geophysics, including tectonic plate dynamics, localization of solitons, and forecasting, the book goes on to describe the various types of time series or punctual processes obtained from those systems. Additionally, the book describes a variety of methods and techniques relating to seismology and includes a discussion of future developments and improvements. Time Series Analysis in Seismology offers a concise presentation of the most recent advances in the analysis of geophysical data, particularly with regard to seismology, making it a valuable tool for researchers and students working in seismology and geophysics. Presents the necessary tools for time series analysis as it relates to seismology in a compact and consistent manner Includes a discussion of technical resources that can be applied to time series data analysis across multiple disciplines Describes the methods and techniques available for solving problems related to the analysis of complex data sets Provides exercises at the end of each chapter to enhance comprehension

Author : Jean-Philippe Montillet,Machiel S. Bos
Publisher : Springer
Page : 422 pages
File Size : 42,6 Mb
Release : 2019-08-16
Category : Science
ISBN : 9783030217181

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Geodetic Time Series Analysis in Earth Sciences by Jean-Philippe Montillet,Machiel S. Bos Pdf

This book provides an essential appraisal of the recent advances in technologies, mathematical models and computational software used by those working with geodetic data. It explains the latest methods in processing and analyzing geodetic time series data from various space missions (i.e. GNSS, GRACE) and other technologies (i.e. tide gauges), using the most recent mathematical models. The book provides practical examples of how to apply these models to estimate seal level rise as well as rapid and evolving land motion changes due to gravity (ice sheet loss) and earthquakes respectively. It also provides a necessary overview of geodetic software and where to obtain them.

Author : Reik V. Donner,Susana M. Barbosa
Publisher : Springer
Page : 390 pages
File Size : 54,7 Mb
Release : 2008-08-03
Category : Science
ISBN : 9783540789383

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Nonlinear Time Series Analysis in the Geosciences by Reik V. Donner,Susana M. Barbosa Pdf

The enormous progress over the last decades in our understanding of the mechanisms behind the complex system “Earth” is to a large extent based on the availability of enlarged data sets and sophisticated methods for their analysis. Univariate as well as multivariate time series are a particular class of such data which are of special importance for studying the dynamical p- cesses in complex systems. Time series analysis theory and applications in geo- and astrophysics have always been mutually stimulating, starting with classical (linear) problems like the proper estimation of power spectra, which hasbeenputforwardbyUdnyYule(studyingthefeaturesofsunspotactivity) and, later, by John Tukey. In the second half of the 20th century, more and more evidence has been accumulated that most processes in nature are intrinsically non-linear and thus cannot be su?ciently studied by linear statistical methods. With mat- matical developments in the ?elds of dynamic system’s theory, exempli?ed by Edward Lorenz’s pioneering work, and fractal theory, starting with the early fractal concepts inferred by Harold Edwin Hurst from the analysis of geoph- ical time series,nonlinear methods became available for time seriesanalysis as well. Over the last decades, these methods have attracted an increasing int- est in various branches of the earth sciences. The world’s leading associations of geoscientists, the American Geophysical Union (AGU) and the European Geosciences Union (EGU) have reacted to these trends with the formation of special nonlinear focus groups and topical sections, which are actively present at the corresponding annual assemblies.

Author : Robert H. Shumway,David S. Stoffer
Publisher : Unknown
Page : 568 pages
File Size : 46,8 Mb
Release : 2014-01-15
Category : Electronic
ISBN : 1475732627

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Time Series Analysis and Its Applications by Robert H. Shumway,David S. Stoffer Pdf

Author : Tata Subba Rao,Suhasini Subba Rao,C.R. Rao
Publisher : Elsevier
Page : 778 pages
File Size : 47,7 Mb
Release : 2012-06-26
Category : Mathematics
ISBN : 9780444538581

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Time Series Analysis: Methods and Applications by Tata Subba Rao,Suhasini Subba Rao,C.R. Rao Pdf

'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.

Author : David Gubbins
Publisher : Cambridge University Press
Page : 128 pages
File Size : 52,7 Mb
Release : 2004-03-18
Category : Science
ISBN : 9781316582930

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Time Series Analysis and Inverse Theory for Geophysicists by David Gubbins Pdf

This unique textbook provides the foundation for understanding and applying techniques commonly used in geophysics to process and interpret modern digital data. The geophysicist's toolkit contains a range of techniques which may be divided into two main groups: processing, which concerns time series analysis and is used to separate the signal of interest from background noise; and inversion, which involves generating some map or physical model from the data. These two groups of techniques are normally taught separately, but are here presented together as parts I and II of the book. Part III describes some real applications and includes case studies in seismology, geomagnetism, and gravity. This textbook gives students and practitioners the theoretical background and practical experience, through case studies, computer examples and exercises, to understand and apply new processing methods to modern geophysical datasets. Solutions to the exercises are available on a website at http://publishing.cambridge.org/resources/0521819652

Author : Panayiotis Varotsos,Nicholas V. Sarlis,Efthimios S. Skordas
Publisher : Springer Science & Business Media
Page : 452 pages
File Size : 43,5 Mb
Release : 2011-08-14
Category : Nature
ISBN : 9783642164491

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Natural Time Analysis: The New View of Time by Panayiotis Varotsos,Nicholas V. Sarlis,Efthimios S. Skordas Pdf

This book deals with the theory and the applications of a new time domain, termed natural time domain, that has been forwarded by the authors almost a decade ago (P.A. Varotsos, N.V. Sarlis and E.S. Skordas, Practica of Athens Academy 76, 294-321, 2001; Physical Review E 66, 011902, 2002). In particular, it has been found that novel dynamical features hidden behind time series in complex systems can emerge upon analyzing them in this new time domain, which conforms to the desire to reduce uncertainty and extract signal information as much as possible. The analysis in natural time enables the study of the dynamical evolution of a complex system and identifies when the system enters a critical stage. Hence, natural time plays a key role in predicting impending catastrophic events in general. Relevant examples of data analysis in this new time domain have been published during the last decade in a large variety of fields, e.g., Earth Sciences, Biology and Physics. The book explains in detail a series of such examples including the identification of the sudden cardiac death risk in Cardiology, the recognition of electric signals that precede earthquakes, the determination of the time of an impending major mainshock in Seismology, and the analysis of the avalanches of the penetration of magnetic flux into thin films of type II superconductors in Condensed Matter Physics. In general, this book is concerned with the time-series analysis of signals emitted from complex systems by means of the new time domain and provides advanced students and research workers in diverse fields with a sound grounding in the fundamentals of current research work on detecting (long-range) correlations in complex time series. Furthermore, the modern techniques of Statistical Physics in time series analysis, for example Hurst analysis, the detrended fluctuation analysis, the wavelet transform etc., are presented along with their advantages when natural time domain is employed.

Author : Andras - Bardossy,Lucien Duckstein
Publisher : CRC Press
Page : 245 pages
File Size : 44,9 Mb
Release : 2022-10-07
Category : Technology & Engineering
ISBN : 9780429610868

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Fuzzy Rule-Based Modeling with Applications to Geophysical, Biological, and Engineering Systems by Andras - Bardossy,Lucien Duckstein Pdf

This book presents in a systematic and comprehensive manner the modeling of uncertainty, vagueness, or imprecision, alias "fuzziness," in just about any field of science and engineering. It delivers a usable methodology for modeling in the absence of real-time feedback. The book includes a short introduction to fuzzy logic containing basic definitions of fuzzy set theory and fuzzy rule systems. It describes methods for the assessment of rule systems, systems with discrete response sets, for modeling time series, for exact physical systems, examines verification and redundancy issues, and investigates rule response functions. Definitions and propositions, some of which have not been published elsewhere, are provided; numerous examples as well as references to more elaborate case studies are also given. Fuzzy rule-based modeling has the potential to revolutionize fields such as hydrology because it can handle uncertainty in modeling problems too complex to be approached by a stochastic analysis. There is also excellent potential for handling large-scale systems such as regionalization or highly non-linear problems such as unsaturated groundwater pollution.

Author : Marc G. Genton
Publisher : CRC Press
Page : 420 pages
File Size : 41,7 Mb
Release : 2004-07-27
Category : Mathematics
ISBN : 9780203492000

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Skew-Elliptical Distributions and Their Applications by Marc G. Genton Pdf

This book reviews the state-of-the-art advances in skew-elliptical distributions and provides many new developments in a single volume, collecting theoretical results and applications previously scattered throughout the literature. The main goal of this research area is to develop flexible parametric classes of distributions beyond the classical no

Author : Alina Bărbulescu
Publisher : Springer
Page : 187 pages
File Size : 47,9 Mb
Release : 2016-03-12
Category : Technology & Engineering
ISBN : 9783319304366

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Studies on Time Series Applications in Environmental Sciences by Alina Bărbulescu Pdf

Time series analysis and modelling represent a large study field, implying the approach from the perspective of the time and frequency, with applications in different domains. Modelling hydro-meteorological time series is difficult due to the characteristics of these series, as long range dependence, spatial dependence, the correlation with other series. Continuous spatial data plays an important role in planning, risk assessment and decision making in environmental management. In this context, in this book we present various statistical tests and modelling techniques used for time series analysis, as well as applications to hydro-meteorological series from Dobrogea, a region situated in the south-eastern part of Romania, less studied till now. Part of the results are accompanied by their R code.

Author : Anonim
Publisher : Academic Press
Page : 175 pages
File Size : 45,8 Mb
Release : 1999-06-18
Category : Science
ISBN : 9780080568706

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Advances in Geophysics by Anonim Pdf

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.

Author : Tamaz Chelidze,Filippos Vallianatos,Luciano Telesca
Publisher : Elsevier
Page : 546 pages
File Size : 45,9 Mb
Release : 2018-05-21
Category : Science
ISBN : 9780128131398

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Complexity of Seismic Time Series by Tamaz Chelidze,Filippos Vallianatos,Luciano Telesca Pdf

Complexity of Seismic Time Series: Measurement and Application applies the tools of nonlinear dynamics to seismic analysis, allowing for the revelation of new details in micro-seismicity, new perspectives in seismic noise, and new tools for prediction of seismic events. The book summarizes both advances and applications in the field, thus meeting the needs of both fundamental and practical seismology. Merging the needs of the classical field and the very modern terms of complexity science, this book covers theory and its application to advanced nonlinear time series tools to investigate Earth’s vibrations, making it a valuable tool for seismologists, hazard managers and engineers. Covers the topic of Earth’s vibrations involving many different aspects of theoretical and observational seismology Identifies applications of advanced nonlinear time series tools for the characterization of these Earth’s signals Merges the needs of geophysics with the applications of complexity theory Describes different methodologies to analyze problems, not only in the context of geosciences, but also those associated with different complex systems across disciplines

Author : Enders A. Robinson
Publisher : Prentice Hall
Page : 636 pages
File Size : 49,8 Mb
Release : 1981
Category : Time-series analysis
ISBN : UCAL:B4406708

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Time Series Analysis and Applications by Enders A. Robinson Pdf

Model building for the human sciences; A stochastic diffusion theory of price; Prediction and forecasting; Wavelet composition of times seris; Recursive decomposition of stochastic processes; Realizaility and minimum-delay aspects of multichannel models; Stationary processes; Predictive decomposition into Markov and passive components; Automatic algebraic reductions for the ghird order autoregressive process; Sums of stationary random variables; Structural properties of stationary stochastic processes with applications; Estremal representation of stationary stochastic processes; Estremal properties of the wold decomposition; Properties of the wold decomposition of stationary sotchastic processes; Mathematical development of discrete filters for the detection of nuclear explosions; Recursive solution to the multichannel filtering problem; Deconvolution of time series as applied to speech; Waves propagating in random media as statistical time series; Use of the kepstrum in signal analysis; Interative identification of non-invertible autoregressive moving-average systems with seismic applications; Interative least-squares procedure for ARMA spectral estimation; Collection of fortran programs for filtering and spectral analysis of single channel time series.