Time Series Analysis and Applications to Geophysical Systems
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 A
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Institute for Mathematics and its Applications (IMA) The Institute for Mathematics and its Applications was established by a grant from the National Science Foundation to the University of Minnesota in 1982. The primary mission of the IMA is to foster research of a truly interdisciplinary nature, establishing links between mathematics of the highest caliber and important scientific and technological problems from other disciplines and industry. To this end, the IMA organizes a wide variety of programs, ranging from short intense workshops in areas of exceptional interest and opportunity to extensive thematic programs lasting a year. IMA Volumes are used to communicate results of these programs that we believe are of particular value to the broader scientific community. The full list of IMA books can be found at the Web site of the Institute for Mathematics and its Applications: http://www .ima. umn.edu/ springer / full-list-volumes.html. Douglas N. Arnold, Director of the IMA
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Statistical and Continuum Approaches to Phase Transition Mathematical Models for the Economics of Decentralized Resource Allocation Continuum Physics and Partial Differential Equations Stochastic Differential Equations and Their Applications Scientific Computation Applied Combinatorics Nonlinear Waves Dynamical Systems and Their Applications Phase Transitions and Free Boundaries Applied Linear Algebra Control Theory and its Applications Emerging Applications of Probability Waves and Scattering Mathematical Methods in Material Science Mathematics of High Performance Computing Emerging Applications of Dynamical Systems Mathematics in Biology
Continued at the back
David R. Brillinger Enders Anthony Robinson Frederic Paik Schoenberg Editors
Time Series Analysis and Applications to Geophysical Systems
With 94 Illustrations
Springer
David R. Brillinger Department of Statistics University of California, Berkeley 367 Evens Hall Berkeley, CA 94720-3860 USA E-mail: [email protected]
Enders Anthony Robinson Department of Earth and Environmental Engineering Henry Krumb School of Mines Columbia University 918 Seeley Mudd Building 500 120th Street New York, NY 10027 USA E-mail: earl I @columbia.edu
Frederic Paik Schoenberg Department of Statistics University of California, Los Angeles 8142 Math-Science Building Los Angeles, CA 90095-1554 USA E-mail: [email protected]
Series Editors:
Douglas N. Arnold Fadil Santosa Institute for Mathematics and its Applications University of Minnesota Minneapolis, MN 55455 USA http://www.ima.umn.edu Mathematics Subject Classification (2000): 62MIO, 62M15, 62M20, 60G35, 86A15, 86AI0, 86A05, 86A22, 86A32, 86A40, 86A60, 62H12, 94A12, 94A13, 60G15, 60G25, 60G60, 62HII, 62M30, 93EIO, 93EII, 60K35. Library of Congress Cataloging-in-Publ