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Nonstationarities in Hydrologic and Environmental Time Series

By: A Ramachandra Rao, KH Hamed and HL Chen

Kluwer Academic Publishers

Hardback | Dec 2003 | #142428 | ISBN: 1402012977
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NHBS Price: £179.99 $237/€205 approx

About this book

This book presents a number of new techniques that have been discussed in the literature during the last two decades concerning the investigation of stationarity, linearity and Gaussianity of hydrologic and environmental times series. These techniques cover different approaches for assessing nonstationarity, ranging from time domain analysis, to frequency domain analysis, to the combined time-frequency and time-scale analyses, to segmentation analysis, in addition to formal statistical tests of linearity and Gaussianity. It is hoped that this endeavor would facilitate further research into this important area.

From the reviews: "The authors consider a number of modern statistical tests of nonstationarity, including trend analysis, multitaper method and maximum entropy spectral analysis, evolutionary spectral analysis, wavelet analysis, and series segmentation through change point detection. ! this book is well organized and easy to read ! . A clear distinction is made between processes with discrete, continuous, and mixed spectra ! . Nonstationarities in Hydrologic and Environmental Time Series addresses a number of important issues and ideas ! ." (Adam Monahan, Bulletin of the American Meteorological Society, March, 2005)

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