Nonlinear time series analysis of annual temperatures concerning the global Earth climate

Halkos, George and Tsilika, Kyriaki (2014): Nonlinear time series analysis of annual temperatures concerning the global Earth climate.

Abstract

This paper presents results concerning the nonlinear analysis of the mean annual value temperature time series corresponding to the Earth’s global climate for the time period of 713 – 2004. The nonlinear analysis consists of the application of several filtering methods, the estimation of geometrical and dynamical characteristics in the reconstructed phase space, techniques of discrimination between nonlinear low dimensional and linear high dimensional (stochastic) dynamics and tests for serial dependence and nonlinear structure. All study results converge to the conclusion of nonlinear stochastic and complex nature of the global earth climate.

• Item Type: MPRA Paper
• Language: English
• Keywords: Nonlinear dynamics; Correlation dimension, Lyapunov exponent; Mutual information function; Chaos.
• Subjects: C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C80 - General; C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C88 - Other Computer Software; Q - Agricultural and Natural Resource Economics ; Environmental and Ecological Economics > Q5 - Environmental Economics > Q50 - General; Q - Agricultural and Natural Resource Economics ; Environmental and Ecological Economics > Q5 - Environmental Economics > Q52 - Pollution Control Adoption and Costs ; Distributional Effects ; Employment Effects; Q - Agricultural and Natural Resource Economics ; Environmental and Ecological Economics > Q5 - Environmental Economics > Q54 - Climate ; Natural Disasters and Their Management ; Global Warming

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