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5.0 out of 5 stars Excellent book
The book by Manfred Mudelsee is a comprehensive description of the modern statistical methods in time series analysis. It does what the title says: provides the overview of the methods of time series analysis in climatology, which is one of the most important fields with applications for time series analysis. In most branches of climatology there are observational...
Published on 9 Mar 2012 by Dr Valerie Livina

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3.0 out of 5 stars Colin Burke
This is mainly a book on time series concepts illustrated with applications of bootstrapping methods. Stochastic climate theory is mentioned as the rationale for restricting attention to AR(1) models but stochastic climate theory is not described in any detail (though there are references). Outlining the theory in more depth would add to the readers understanding. Fourier...
Published on 22 May 2012 by cp


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3.0 out of 5 stars Colin Burke, 22 May 2012
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This is mainly a book on time series concepts illustrated with applications of bootstrapping methods. Stochastic climate theory is mentioned as the rationale for restricting attention to AR(1) models but stochastic climate theory is not described in any detail (though there are references). Outlining the theory in more depth would add to the readers understanding. Fourier methods are menntioned but not developed in much detail.

Overall, much of the material is common to any time series book however the bootstrapping angle is novel and interesting. An interesting omission for a book on climate time series is the lack of an analysis of global warming temperature trends.
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5.0 out of 5 stars Excellent book, 9 Mar 2012
The book by Manfred Mudelsee is a comprehensive description of the modern statistical methods in time series analysis. It does what the title says: provides the overview of the methods of time series analysis in climatology, which is one of the most important fields with applications for time series analysis. In most branches of climatology there are observational records (time series), with the underlying dynamical system being unknown - here time series analysis is one of the few (and maybe even the only) ways of studying such records. This is why the methodology is so important, and this is why a good book on this topic, as the one written by Mudelsee, is so very important.

This book is mathematically advanced, but it is written in clear and accessible language, with directed logic and is easy to follow through all chapters (I know how many science books I abandoned after several good initial chapters then followed by overly specialised applications that were interesting only to authors).

Obviously, it is not a book for "general public": it is not fiction. But I believe it is a book suitable for a very general scientific audience interested in time series analysis and/or climatology, because it provides a modern outlook of the methodology and solid analysis for records that may be of general origin (for instance, researchers working with medical records may well benefit from the book). It could be especially valuable for undergraduate and postgraduate students studying climatology, dynamical systems and time series analysis, because it contains especially useful for beginners practicals and clear algorithm for estimation of confidence intervals and uncertainties. What is particularly important is that the uncertainties are estimated in both data and time scale, which is a serious issue in studying paleorecords.

The book is an excellent introduction into contemporary time series analysis for students and a useful compendium for the active researchers in the field. The book is not cheap. But it is worth its price once you recognize that it will serve you a long time with:

(1) algorithms ready to implement on your computer,
(2) many references to groundbreaking work in climatology and statistics and
(3) a fresh, multidisciplinary look on climate!
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