Time Series Analysis in Climatology and Related Sciences

  • Victor Privalsky

Part of the Progress in Geophysics book series (PRGEO)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Victor Privalsky
    Pages 1-8
  3. Victor Privalsky
    Pages 9-26
  4. Victor Privalsky
    Pages 45-60
  5. Victor Privalsky
    Pages 95-112
  6. Victor Privalsky
    Pages 137-153
  7. Victor Privalsky
    Pages 163-183
  8. Victor Privalsky
    Pages 185-203
  9. Victor Privalsky
    Pages 221-237
  10. Victor Privalsky
    Pages 239-245

About this book


This book gives the reader the basic knowledge of the theory of random processes necessary for applying to study climatic time series. It contains many examples in different areas of time series analysis such as autoregressive modelling and spectral analysis, linear extrapolation, simulation, causality, relations between scalar components of multivariate time series, and reconstructions of climate data.

As an important feature, the book contains many practical examples and recommendations about how to deal and how not to deal with applied problems of time series analysis in climatology or any other science where the time series are short.


random processes time series climatic variability climate spectra climate reconstructions climate extrapolation and causality

Authors and affiliations

  • Victor Privalsky
    • 1
  1. 1.Water Problems InstituteRussian Academy of SciencesMoscowRussia

Bibliographic information