@misc{GoswamiBoersRheinwaltetal.2018, author = {Goswami, Bedartha and Boers, Niklas and Rheinwalt, Aljoscha and Marwan, Norbert and Heitzig, Jobst and Breitenbach, Sebastian Franz Martin and Kurths, J{\"u}rgen}, title = {Abrupt transitions in time series with uncertainties}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {576}, issn = {1866-8372}, doi = {10.25932/publishup-42311}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-423111}, pages = {10}, year = {2018}, abstract = {Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by representing the time series as a time-ordered sequence of probability density functions. We show how to detect abrupt transitions in such a sequence using the community structure of networks representing probabilities of recurrence. Using our approach, we detect transitions in global stock indices related to well-known periods of politico-economic volatility. We further uncover transitions in the El Nino-Southern Oscillation which coincide with periods of phase locking with the Pacific Decadal Oscillation. Finally, we provide for the first time an 'uncertainty-aware' framework which validates the hypothesis that ice-rafting events in the North Atlantic during the Holocene were synchronous with a weakened Asian summer monsoon.}, language = {en} } @phdthesis{Goswami2014, author = {Goswami, Bedartha}, title = {Uncertainties in climate data analysis}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-78312}, school = {Universit{\"a}t Potsdam}, year = {2014}, abstract = {Scientific inquiry requires that we formulate not only what we know, but also what we do not know and by how much. In climate data analysis, this involves an accurate specification of measured quantities and a consequent analysis that consciously propagates the measurement errors at each step. The dissertation presents a thorough analytical method to quantify errors of measurement inherent in paleoclimate data. An additional focus are the uncertainties in assessing the coupling between different factors that influence the global mean temperature (GMT). Paleoclimate studies critically rely on `proxy variables' that record climatic signals in natural archives. However, such proxy records inherently involve uncertainties in determining the age of the signal. We present a generic Bayesian approach to analytically determine the proxy record along with its associated uncertainty, resulting in a time-ordered sequence of correlated probability distributions rather than a precise time series. We further develop a recurrence based method to detect dynamical events from the proxy probability distributions. The methods are validated with synthetic examples and demonstrated with real-world proxy records. The proxy estimation step reveals the interrelations between proxy variability and uncertainty. The recurrence analysis of the East Asian Summer Monsoon during the last 9000 years confirms the well-known `dry' events at 8200 and 4400 BP, plus an additional significantly dry event at 6900 BP. We also analyze the network of dependencies surrounding GMT. We find an intricate, directed network with multiple links between the different factors at multiple time delays. We further uncover a significant feedback from the GMT to the El Ni{\~n}o Southern Oscillation at quasi-biennial timescales. The analysis highlights the need of a more nuanced formulation of influences between different climatic factors, as well as the limitations in trying to estimate such dependencies.}, language = {en} } @misc{BoersGoswamiGhil2017, author = {Boers, Niklas and Goswami, Bedartha and Ghil, Michael}, title = {A complete representation of uncertainties in layer-counted paleoclimatic archives}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {641}, issn = {1866-8372}, doi = {10.25932/publishup-41803}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-418030}, pages = {12}, year = {2017}, abstract = {Accurate time series representation of paleoclimatic proxy records is challenging because such records involve dating errors in addition to proxy measurement errors. Rigorous attention is rarely given to age uncertainties in paleoclimatic research, although the latter can severely bias the results of proxy record analysis. Here, we introduce a Bayesian approach to represent layer-counted proxy records - such as ice cores, sediments, corals, or tree rings - as sequences of probability distributions on absolute, error-free time axes. The method accounts for both proxy measurement errors and uncertainties arising from layer-counting-based dating of the records. An application to oxygen isotope ratios from the North Greenland Ice Core Project (NGRIP) record reveals that the counting errors, although seemingly small, lead to substantial uncertainties in the final representation of the oxygen isotope ratios. In particular, for the older parts of the NGRIP record, our results show that the total uncertainty originating from dating errors has been seriously underestimated. Our method is next applied to deriving the overall uncertainties of the Suigetsu radiocarbon comparison curve, which was recently obtained from varved sediment cores at Lake Suigetsu, Japan. This curve provides the only terrestrial radiocarbon comparison for the time interval 12.5-52.8 kyr BP. The uncertainties derived here can be readily employed to obtain complete error estimates for arbitrary radiometrically dated proxy records of this recent part of the last glacial interval.}, language = {en} }