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

George Halkos and Kyriaki Tsilika

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Nonlinear dynamics; Correlation dimension, Lyapunov exponent; Mutual information function; Chaos. (search for similar items in EconPapers)
JEL-codes: C80 C88 Q50 Q52 Q54 (search for similar items in EconPapers)
Date: 2014
New Economics Papers: this item is included in nep-env and nep-ore
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:59140

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