SUBJECT
Title
Time series analysis
Type of instruction
lecture + practical
Level
master
Faculty
Part of degree program
Credits
2+1
Recommended in
Semester 3
Typically offered in
Autumn semester
Course description
Probability distributions for the main meteorological elements. Estimation and checking of probability distributions. Concept of stochastic processes and time series. Estimation of main characteristics (expected value, covariance and correlation functions) of stochastic processes. ARMA models. Trend analysis. Spectral analysis, traditional estimation of spectra. Extreme value theory.
Readings
- Hans von Storch and Francis W. Zwiers, 1999: Statistical Analysis in Climate Research, Cambridge University Press.
- Laurens de Haan and Ana Ferreira, 2006: Extreme value theory. Springer. 418 pp.
- Olavi Kärner, 2012: Quantifying and Modeling Climate Time Series. Springer. 240 pp.