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Category Archives: Mathematica

Southern Oscillation (SOI) correlated with Outgoing Longwave Radiation (OLR)

Posted on 12 November 2015 by ecoquant

To the climate community this is nothing at all new, but I spotted these time series today and thought they would make a nice exhibit on how something people have direct control over, greenhouse gas emissions, affect a “teleconnection mechanism” … Continue reading →

Posted in AMETSOC, bifurcations, carbon dioxide, climate, climate change, climate disruption, climate models, Dan Satterfield, differential equations, dynamic linear models, dynamical systems, ENSO, environment, forecasting, generalized linear models, geophysics, global warming, greenhouse gases, IPCC, Mathematica, mathematics, maths, meteorology, NCAR, NOAA, numerical software, oceanography, open data, physics, population biology, Principles of Planetary Climate, rationality, reasonableness, science, Spaceship Earth, state-space models, thermodynamics, time series | Leave a comment
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  • Kalman filtering and smoothing; dynamic linear models



    Also, see datasets and R examples to accompany this excellent text.





    I have used dlm almost exclusively, except when extreme efficiency was required. Since Jouni Helske's KFAS was rewritten, though, I'm increasingly drawn to it, because the noise sources it supports are more diverse than dlm's. KFAS uses the notation and approaches of Durbin, Koopman, and Harvey.

    ``The real problem is that programmers have spent far too much time worrying about efficiency in the wrong places and at the wrong times; premature optimization is the root of all evil (or at least most of it) in programming.''
    Professor Donald Knuth, 1974
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