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Category Archives: spectral methods

Complexity vs Simplicity in Geophysics

Posted on 10 November 2020 by ecoquant

Really interesting mechanistic reductionism illustrating what it means to explain phenomena scientifically. It’s all about the maths.

Posted in abstraction, American Association for the Advancement of Science, American Meteorological Association, American Statistical Association, Azimuth Project, complex systems, control theory, differential equations, dynamical systems, eigenanalysis, information theoretic statistics, mathematics, Mathematics and Climate Research Network, mechanistic models, nonlinear systems, Paul Pukite, spectra, spectral methods, spectroscopy, theoretical physics, wave equations, WHT | Leave a comment
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  • Goodreads

  • 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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