Time series methods, both univariate and multivariate, provide important sources of information for the analysis and identification of dynamical properties of a wide range of physical systems. Traditional approaches are based on the statistics of random processes.
More recent approaches incorporate ideas from the ergodic theory of dynamical systems.
The goal of this workshop is to seek out new opportunities to apply recent advances in the statistical analysis of time series to geophysical applications. Intended participants are statisticians interested in new applications, and earth scientists seeking to learn about recent advances in the application of modern statistical methods. Recent methods, such as wavelets, the multitaper method, and singular-spectrum analysis, will be covered. Applications will include various solid-earth time series, including earthquake magnitudes and volcanic events, magnetic field reversals and sunspot counts, as well as intraseasonal, interannual, interdecadal, and paleoclimatic time series. Owing to the currency of the topic, a special tutorial session will be organized to provide mathematicians and other non-specialists with some perspectives on the issues of global change, notably the greenhouse effect and global warming.