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Extreme Value Time Series

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Climate Time Series Analysis

Part of the book series: Atmospheric and Oceanographic Sciences Library ((ATSL,volume 42))

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Abstract

Extreme value time series refer to the outlier component in the climate equation (Eq. 1.2). Quantifying the tail probability of the PDF of a climate variable—the risk of climate extremes—is of high socioeconomical relevance. In the context of climate change, it is important to move from stationary to nonstationary (time-dependent) models: with climate changes also risk changes may be associated.

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  1. Climate Risk Analysis, Schneiderberg 26, 30167, Hannover, Germany

    Dr. Manfred Mudelsee

  2. Alfred Wegener Institute for Polar and Marine Research, Bussestrasse 24, 27570, Bremerhaven, Germany

    Dr. Manfred Mudelsee

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Mudelsee, M. (2010). Extreme Value Time Series. In: Climate Time Series Analysis. Atmospheric and Oceanographic Sciences Library, vol 42. Springer, Dordrecht. https://doi.org/10.1007/978-90-481-9482-7_6

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