Statistical Forecasting of Geophysical Processes
The Kolmogorov–Wiener theory of extrapolation of stationary random processes (KWT) has been created about 80 years ago. The theory proves that no linear method of extrapolation (prediction, forecasting) can be better than what is possible to achieve throu
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Victor Privalsky
Time Series Analysis in Climatology and Related Sciences
Progress in Geophysics Series Editor Alexander B. Rabinovich, P.P. Shirshov Institute of Oceanology, Russian Academy of Sciences, Moskva, Russia
The “Progress in Geophysics” book series seeks to publish a broad portfolio of scientific books, aiming at researchers, students in geophysics. The series includes peer-reviewed monographs, edited volumes, textbooks, and conference proceedings. It covers the entire research area including, but not limited to, applied geophysics, computational geophysics, electrical and electromagnetic geophysics, geodesy, geodynamics, geomagnetism, gravity, lithosphere research, paleomagnetism, planetology, tectonophysics, thermal geophysics, and seismology.
More information about this series at http://www.springer.com/series/15922
Victor Privalsky
Time Series Analysis in Climatology and Related Sciences
123
Victor Privalsky Water Problems Institute Russian Academy of Sciences Moscow, Russia
ISSN 2523-8388 ISSN 2523-8396 (electronic) Progress in Geophysics ISBN 978-3-030-58054-4 ISBN 978-3-030-58055-1 (eBook) https://doi.org/10.1007/978-3-030-58055-1 © Springer Nature Switzerland AG 2021 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Switzerland AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
To the memory of my daughter Maria Privalsky and my teacher Akiva Yaglom
Acknowledgements
The author is sincerely indebted to Alexander Benilov, Sergei Dobrovolski, M. Fortus, Max Malkin, Sergei Muzylev, Julie Rich, and Tatyana Vyruchalkina for their valuable help. Special thanks are to Alexander Rabinovich for recommending this book to Springer.
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Contents
1
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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