Time Series Analysis and Applications to Geophysical Systems

1. Front Matter

   Pages i-xii

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2. Interpretation of Seismic Signals

   1. Nonparametric Deconvolution of Seismic Depth Phases

      • Robert H. Shumway, Jessie L. Bonner, Delaine T. Reiter

      Pages 1-10

   2. State Space Approach to Signal Extraction Problems in Seismology

      • Genshiro Kitagawa, Tetsuo Takanami, Norio Matsumoto

      Pages 11-39

   3. Improved Signal Transmission Through Randomization

      • Enders A. Robinson

      Pages 41-51

   4. Online Analysis of Seismic Signals

      • Hernando Ombao, Jungeun Heo, David Stoffer

      Pages 53-71

3. Temperature Data

   1. Nonstationary Time Series Analysis of Monthly Global Temperature Anomalies

      • T. Subba Rao, E. P. Tsolaki

      Pages 73-103

   2. A Test for Detecting Changes in Mean

      • Wei Biao Wu

      Pages 105-121

   3. Spatio-Temporal Modelling of Temperature Time Series: A Comparative Study

      • T. Subba Rao, Ana Monica Costa Antunes

      Pages 123-150

   4. Modeling North Pacific Climate Time Series

      • Donald B. Percival, James E. Overland, Harold O. Mofjeld

      Pages 151-167

4. Assortment of Important Time Series Problems and Applications

   1. Skew-Elliptical Time Series with Application to Flooding Risk

      • Marc G. Genton, Keith R. Thompson

      Pages 169-185

   2. Hidden Periodicities Analysis and its Application in Geophysics

      • Zhongjie Xie

      Pages 187-194

   3. The Innovation Approach to the Identification of Nonlinear Causal Models in Time Series Analysis

      • T. Ozaki, J. C. Jimenez, H. Peng, V. H. Ozaki

      Pages 195-226

   4. Non-Gaussian Time Series Models

      • Murray Rosenblatt

      Pages 227-237

   5. Modeling Continuous Time Series Driven by Fractional Gaussian Noise

      • Winston C. Chow, Edward J. Wegman

      Pages 239-255

5. Back Matter

   Pages 257-260

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This IMA Volume in Mathematics and its Applications TIME SERIES ANALYSIS AND APPLICATIONS TO GEOPHYSICAL SYSTEMS contains papers presented at a very successful workshop on the same title. The event which was held on November 12-15, 2001 was an integral part of the IMA 2001-2002 annual program on " Mathematics in the Geosciences. " We would like to thank David R. Brillinger (Department of Statistics, Uni­ versity of California, Berkeley), Enders Anthony Robinson (Department of Earth and Environmental Engineering, Columbia University), and Fred­ eric Paik Schoenberg (Department of Statistics, University of California, Los Angeles) for their superb role as workshop organizers and editors of the proceedings. We are also grateful to Robert H. Shumway (Department of Statistics, University of California, Davis) for his help in organizing the four-day event. We take this opportunity to thank the National Science Foundation for its support of the IMA. Series Editors Douglas N. Arnold, Director of the IMA Fadil Santosa, Deputy Director of the IMA v PREFACE This volume contains a collection of papers that were presented dur­ ing the Workshop on Time Series Analysis and Applications to Geophysical Systems at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from November 12-15, 2001. This was part of the IMA Thematic Year on Mathematics in the Geosciences, and was the last in a series of four Workshops during the Fall Quarter dedicated to Dynamical Systems and Ergodic Theory.

• Gaussian noise
• STATISTICA
• Time series
• digital elevation model
• geophysics
• innovation
• temperature

• Department of Statistics, University of California, Berkeley, Berkeley, USA

  David R. Brillinger

• Department of Earth and Environmental Engineering Henry Krumb School of Mines, Columbia University, New York, USA

  Enders Anthony Robinson

• Department of Statistics, University of California, Los Angeles, Los Angeles, USA

  Frederic Paik Schoenberg

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