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The quantification of spatial propagation of extreme precipitation events is vital in water resources planning and disaster mitigation. However, quantifying these extreme events has always been challenging as many traditional methods are insufficient to capture the nonlinear interrelationships between extreme event time series. Therefore, it is crucial to develop suitable methods for analyzing the dynamics of extreme events over a river basin with a diverse climate and complicated topography. Over the last decade, complex network analysis emerged as a powerful tool to study the intricate spatiotemporal relationship between many variables in a compact way. In this study, we employ two nonlinear concepts of event synchronization and edit distance to investigate the extreme precipitation pattern in the Ganga river basin. We use the network degree to understand the spatial synchronization pattern of extreme rainfall and identify essential sites in the river basin with respect to potential prediction skills. The study also attempts to quantify the influence of precipitation seasonality and topography on extreme events. The findings of the study reveal that (1) the network degree is decreased in the southwest to northwest direction, (2) the timing of 50th percentile precipitation within a year influences the spatial distribution of degree, (3) the timing is inversely related to elevation, and (4) the lower elevation greatly influences connectivity of the sites. The study highlights that edit distance could be a promising alternative to analyze event-like data by incorporating event time and amplitude and constructing complex networks of climate extremes.
Frequent and intense rainfall events demand innovative techniques to better predict the extreme rainfall dynamics. This task requires essentially the assessment of the basic types of atmospheric processes that trigger extreme rainfall, and then to examine the differences between those processes, which may help to identify key patterns to improve predictive algorithms. We employ tools from network theory to compare the spatial features of extreme rainfall over the Japanese archipelago and surrounding areas caused by two atmospheric processes: the Baiu front, which occurs mainly in June and July (JJ), and the tropical storms from August to November (ASON). We infer from complex networks of satellite-derived rainfall data, which are based on the nonlinear correlation measure of event synchronization. We compare the spatial scales involved in both systems and identify different regions which receive rainfall due to the large spatial scale of the Baiu and tropical storm systems. We observed that the spatial scales involved in the Baiu driven rainfall extremes, including the synoptic processes behind the frontal development, are larger than tropical storms, which even have long tracks during extratropical transitions. We further delineate regions of coherent rainfall during the two seasons based on network communities, identifying the horizontal (east-west) rainfall bands during JJ over the Japanese archipelago, while during ASON these bands align with the island arc of Japan.
Quantitative estimates of sea-level rise in the Mediterranean Basin become increasingly accurate thanks to detailed satellite monitoring. However, such measuring campaigns cover several years to decades, while longer-term sea-level records are rare for the Mediterranean. We used a data archeological approach to reanalyze monthly mean sea-level data of the Antalya-I (1935–1977) tide gauge to fill this gap. We checked the accuracy and reliability of these data before merging them with the more recent records of the Antalya-II (1985–2009) tide gauge, accounting for an eight-year hiatus. We obtain a composite time series of monthly and annual mean sea levels spanning some 75 years, providing the longest record for the eastern Mediterranean Basin, and thus an essential tool for studying the region's recent sea-level trends. We estimate a relative mean sea-level rise of 2.2 ± 0.5 mm/year between 1935 and 2008, with an annual variability (expressed here as the standard deviation of the residuals, σresiduals = 41.4 mm) above that at the closest tide gauges (e.g., Thessaloniki, Greece, σresiduals = 29.0 mm). Relative sea-level rise accelerated to 6.0 ± 1.5 mm/year at Antalya-II; we attribute roughly half of this rate (~3.6 mm/year) to tectonic crustal motion and anthropogenic land subsidence. Our study highlights the value of data archeology for recovering and integrating historic tide gauge data for long-term sea-level and climate studies.
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.
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 Niño-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.
In this paper a change-point detection method is proposed by extending the singular spectrum transformation (SST) developed as one of the capabilities of singular spectrum analysis (SSA). The method uncovers change points related with trends and periodicities. The potential of the proposed method is demonstrated by analysing simple model time series including linear functions and sine functions as well as real world data (precipitation data in Kenya). A statistical test of the results is proposed based on a Monte Carlo simulation with surrogate methods. As a result, the successful estimation of change points as inherent properties in the representative time series of both trend and harmonics is shown. With regards to the application, we find change points in the precipitation data of Kenyan towns (Nakuru, Naivasha, Narok, and Kisumu) which coincide with the variability of the Indian Ocean Dipole (IOD) suggesting its impact of extreme climate in East Africa.
Analysis of spatial and temporal extreme monsoonal rainfall over South Asia using complex networks
(2012)
We present a detailed analysis of summer monsoon rainfall over the Indian peninsular using nonlinear spatial correlations. This analysis is carried out employing the tools of complex networks and a measure of nonlinear correlation for point processes such as rainfall, called event synchronization. This study provides valuable insights into the spatial organization, scales, and structure of the 90th and 94th percentile rainfall events during the Indian summer monsoon (June-September). We furthermore analyse the influence of different critical synoptic atmospheric systems and the impact of the steep Himalayan topography on rainfall patterns. The presented method not only helps us in visualising the structure of the extreme-event rainfall fields, but also identifies the water vapor pathways and decadal-scale moisture sinks over the region. Furthermore a simple scheme based on complex networks is presented to decipher the spatial intricacies and temporal evolution of monsoonal rainfall patterns over the last 6 decades.
This paper introduces a novel measure to assess similarity between event hydrographs. It is based on cross recurrence plots (CRP) and recurrence quantification analysis (RQA), which have recently gained attention in a range of disciplines when dealing with complex systems. The method attempts to quantify the event runoff dynamics and is based on the time delay embedded phase space representation of discharge hydrographs. A phase space trajectory is reconstructed from the event hydrograph, and pairs of hydrographs are compared to each other based on the distance of their phase space trajectories. Time delay embedding allows considering the multidimensional relationships between different points in time within the event. Hence, the temporal succession of discharge values is taken into account, such as the impact of the initial conditions on the runoff event. We provide an introduction to cross recurrence plots and discuss their parameterization. An application example based on flood time series demonstrates how the method can be used to measure the similarity or dissimilarity of events, and how it can be used to detect events with rare runoff dynamics. It is argued that this methods provides a more comprehensive approach to quantify hydrograph similarity compared to conventional hydrological signatures.
Border effect corrections for diagonal line based recurrence quantification analysis measures
(2019)
Recurrence Quantification Analysis (RQA) defines a number of quantifiers, which base upon diagonal line structures in the recurrence plot (RP). Due to the finite size of an RP, these lines can be cut by the borders of the RP and, thus, bias the length distribution of diagonal lines and, consequently, the line based RQA measures. In this letter we investigate the impact of the mentioned border effects and of the thickening of diagonal lines in an RP (caused by tangential motion) on the estimation of the diagonal line length distribution, quantified by its entropy. Although a relation to the Lyapunov spectrum is theoretically expected, the mentioned entropy yields contradictory results in many studies. Here we summarize correction schemes for both, the border effects and the tangential motion and systematically compare them to methods from the literature. We show that these corrections lead to the expected behavior of the diagonal line length entropy, in particular meaning zero values in case of a regular motion and positive values for chaotic motion. Moreover, we test these methods under noisy conditions, in order to supply practical tools for applied statistical research.
The EEG is one of the most commonly used tools in brain research. Though of high relevance in research, the data obtained is very noisy and nonstationary. In the present article we investigate the applicability of a nonlinear data analysis method, the recurrence quantification analysis (RQA), to Such data. The method solely rests on the natural property of recurrence which is a phenomenon inherent to complex systems, such as the brain. We show that this method is indeed suitable for the analysis of EEG data and that it might improve contemporary EEG analysis.
The analysis of event time series is in general challenging. Most time series analysis tools are limited for the analysis of this kind of data. Recurrence analysis, a powerful concept from nonlinear time series analysis, provides several opportunities to work with event data and even for the most challenging task of comparing event time series with continuous time series. Here, the basic concept is introduced, the challenges are discussed, and the future perspectives are summarized.
The presence of partially folded intermediates along the folding funnel of proteins has been suggested to be a signature of potentially aggregating systems. Many studies have concluded that metastable, highly flexible intermediates are the basic elements of the aggregation process. In a previous paper, we demonstrated how the choice between aggregation and folding behavior was influenced by hydrophobicity distribution patterning along the sequence, as quantified by recurrence quantification analysis (RQA) of the Myiazawa-Jernigan coded primary structures. In the present paper, we tried to unify the "partially folded intermediate" and "hydrophobicity/charge" models of protein aggregation verifying the ability of an empirical relation, developed for rationalizing the effect of different mutations on aggregation propensity of acyl-phosphatase and based on the combination of hydrophobicity RQA and charge descriptors, to discriminate in a statistically significant way two different protein populations: (a) proteins that fold by a process passing by partially folded intermediates and (b) proteins that do not present partially folded intermediates
The Chew Bahir Drilling Project (CBDP) aims to test possible linkages between climate and evolution in Africa through the analysis of sediment cores that have recorded environmental changes in the Chew Bahir basin. In this statistical project we consider the Chew Bahir palaeolake to be a dynamical system consisting of interactions between its different components, such as the waterbody, the sediment beneath lake, and the organisms living within and around the lake. Recurrence is a common feature of such dynamical systems, with recurring patterns in the state of the system reflecting typical influences. Identifying and defining these influences contributes significantly to our understanding of the dynamics of the system. Different recurring changes in precipitation, evaporation, and wind speed in the Chew Bahir basin could result in similar (but not identical) conditions in the lake (e.g., depth and area of the lake, alkalinity and salinity of the lake water, species assemblages in the water body, and diagenesis in the sediments). Recurrence plots (RPs) are graphic displays of such recurring states within a system. Measures of complexity were subsequently introduced to complement the visual inspection of recurrence plots, and provide quantitative descriptions for use in recurrence quantification analysis (RQA). We present and discuss herein results from an RQA on the environmental record from six short (< 17 m) sediment cores collected during the CBDP, spanning the last 45 kyrs. The different types of variability and transitions in these records were classified to improve our understanding of the response of the biosphere to climate change, and especially the response of humans in the area.
Northeastern (NE) India experiences extraordinarily pronounced seasonal climate, governed by the Indian summer monsoon (ISM). The vulnerability of this region to floods and droughts calls for detailed and highly resolved paleoclimate reconstructions to assess the recurrence rate and driving factors of ISM changes. We use stable oxygen and carbon isotope ratios (delta O-18 and delta C-13) from stalagmite MAW-6 from Mawmluh Cave to infer climate and environmental conditions in NE India over the last deglaciation (16-6ka). We interpret stalagmite delta O-18 as reflecting ISM strength, whereas delta C-13 appears to be driven by local hydroclimate conditions. Pronounced shifts in ISM strength over the deglaciation are apparent from the delta O-18 record, similarly to other records from monsoonal Asia. The ISM is weaker during the late glacial (LG) period and the Younger Dryas, and stronger during the BOlling-Allerod and Holocene. Local conditions inferred from the delta C-13 record appear to have changed less substantially over time, possibly related to the masking effect of changing precipitation seasonality. Time series analysis of the delta O-18 record reveals more chaotic conditions during the late glacial and higher predictability during the Holocene, likely related to the strengthening of the seasonal recurrence of the ISM with the onset of the Holocene.
In the recent article "Stochastic analysis of recurrence plots with applications to the detection of deterministic signals" (Physica D 237 (2008) 619-629), Rohde et al. stated that the performance of RQA in order to detect deterministic signals would be below traditional and well-known detectors. However, we have concerns about such a general statement. Based on our own studies we cannot confirm their conclusions. Our findings suggest that the measures of complexity provided by RQA are useful detectors outperforming well-known traditional detectors, in particular for the detection of signals of complex systems, with phase differences or signals modified due to the measurement process.
Higher variability in rainfall and river discharge could be of major importance in landslide generation in the north-western Argentine Andes. Annual layered (varved) deposits of a landslide dammed lake in the Santa Maria Basin (26°S, 66°W) with an age of 30,000 14C years provide an archive of precipitation variability during this time. The comparison of these data with present-day rainfall observations tests the hypothesis that increased rainfall variability played a major role in landslide generation. A potential cause of such variability is the El Niño/ Southern Oscillation (ENSO). The causal link between ENSO and local rainfall is quantified by using a new method of nonlinear data analysis, the quantitative analysis of cross recurrence plots (CRP). This method seeks similarities in the dynamics of two different processes, such as an ocean-atmosphere oscillation and local rainfall. Our analysis reveals significant similarities in the statistics of both modern and palaeo-precipitation data. The similarities in the data suggest that an ENSO-like influence on local rainfall was present at around 30,000 14C years ago. Increased rainfall, which was inferred from a lake balance modeling in a previous study, together with ENSO-like cyclicities could help to explain the clustering of landslides at around 30,000 14C years ago.
Reconciling the paths of extreme rainfall with those of typhoons remains difficult despite advanced forecasting techniques. We use complex networks defined by a nonlinear synchronization measure termed event synchronization to track extreme rainfall over the Japanese islands. Directed networks objectively record patterns of heavy rain brought by frontal storms and typhoons but mask out contributions of local convective storms. We propose a radial rank method to show that paths of extreme rainfall in the typhoon season (August-November, ASON) follow the overall southwest-northeast motion of typhoons and mean rainfall gradient of Japan. The associated eye-of-the-typhoon tracks deviate notably and may thus distort estimates of heavy typhoon rainfall. We mainly found that the lower spread of rainfall tracks in ASON may enable better hindcasting than for westerly-fed frontal storms in June and July.
Complex networks in climate dynamics : comparing linear and nonlinear network construction methods
(2009)
Complex network theory provides a powerful framework to statistically investigate the topology of local and non- local statistical interrelationships, i.e. teleconnections, in the climate system. Climate networks constructed from the same global climatological data set using the linear Pearson correlation coefficient or the nonlinear mutual information as a measure of dynamical similarity between regions, are compared systematically on local, mesoscopic and global topological scales. A high degree of similarity is observed on the local and mesoscopic topological scales for surface air temperature fields taken from AOGCM and reanalysis data sets. We find larger differences on the global scale, particularly in the betweenness centrality field. The global scale view on climate networks obtained using mutual information offers promising new perspectives for detecting network structures based on nonlinear physical processes in the climate system.
In the recent past, recurrence quantification analysis (RQA) has gained an increasing interest in various research areas. The complexity measures the RQA provides have been useful in describing and analysing a broad range of data. It is known to be rather robust to noise and nonstationarities. Yet, one key question in empirical research concerns the confidence bounds of measured data. In the present Letter we suggest a method for estimating the confidence bounds of recurrence-based complexity measures. We study the applicability of the suggested method with model and real- life data.
Reliable age models are fundamental for any palaeoclimate reconstruction. Available interpolation procedures between age control points are often inadequately reported, and very few translate age uncertainties to proxy uncertainties. Most available modeling algorithms do not allow incorporation of layer counted intervals to improve the confidence limits of the age model in question.
We present a framework that allows detection and interactive handling of age reversals and hiatuses, depth-age modeling, and proxy-record reconstruction. Monte Carlo simulation and a translation procedure are used to assign a precise time scale to climate proxies and to translate dating uncertainties to uncertainties in the proxy values. The presented framework allows integration of incremental relative dating information to improve the final age model. The free software package COPRA1.0 facilitates easy interactive usage.
High resolution reconstructions of the India Summer Monsoon (ISM) are essential to identify regionally different patterns of climate change and refine predictive models. We find opposing trends of hydrological proxies between northern (Sahiya cave stalagmite) and central India (Lonar Lake) between 100 and 1300 CE with the strongest anti-correlation between 810 and 1300 CE. The apparently contradictory data raise the question if these are related to widely different regional precipitation patterns or reflect human influence in/around the Lonar Lake. By comparing multiproxy data with historical records, we demonstrate that only the organic proxies in the Lonar Lake show evidence of anthropogenic impact. However, evaporite data (mineralogy and delta O-18) are indicative of precipitation/evaporation (P/E) into the Lonar Lake. Back-trajectories of air-mass circulation over northern and central India show that the relative contribution of the Bay of Bengal (BoB) branch of the ISM is crucial for determining the delta O-18 of carbonate proxies only in north India, whereas central India is affected significantly by the Arabian Sea (AS) branch of the ISM. We conclude that the delta O-18 of evaporative carbonates in the Lonar Lake reflects P/E and, in the interval under consideration, is not influenced by source water changes. The opposing trend between central and northern India can be explained by (i) persistent multidecadal droughts over central India between 810 and 1300 CE that provided an effective mechanism for strengthening sub-tropical westerly winds resulting in enhancement of wintertime (non-monsoonal) rainfall over northern parts of the Indian subcontinent, and/or (ii) increased moisture influx to northern India from the depleted BoB source waters.
The rescaling of geological data series to a geological reference time series is of major interest in many investigations. For example, geophysical borehole data should be correlated to a given data series whose time scale is known in order to achieve an age-depth function or the sedimentation rate for the borehole data. Usually this synchronization is performed visually and by hand. Instead of using this wiggle matching by eye, we present the application of cross recurrence plots for such tasks. Using this method, the synchronization and rescaling of geological data to a given time scale is much easier and faster than by hand.
The method of recurrence plots is extended to the cross recurrence plots (CRP), which among others enables the study of synchronization or time differences in two time series. This is emphasized in a distorted main diagonal in the cross recurrence plot, the line of synchronization (LOS). A non-parametrical fit of this LOS can be used to rescale the time axis of the two data series (whereby one of it is e.g. compressed or stretched) so that they are synchronized. An application of this method to geophysical sediment core data illustrates its suitability for real data. The rock magnetic data of two different sediment cores from the Makarov Basin can be adjusted to each other by using this method, so that they are comparable.
The oceans and atmosphere interact via a multiplicity of feedback mechanisms, shaping to a large extent the global climate and its variability. To deepen our knowledge of the global climate system, characterizing and investigating this interdependence is an important task of contemporary research. However, our present understanding of the underlying large-scale processes is greatly limited due to the manifold interactions between essential climatic variables at different temporal scales. To address this problem, we here propose to extend the application of complex network techniques to capture the interdependence between global fields of sea-surface temperature (SST) and precipitation (P) at multiple temporal scales. For this purpose, we combine time-scale decomposition by means of a discrete wavelet transform with the concept of coupled climate network analysis. Our results demonstrate the potential of the proposed approach to unravel the scale-specific interdependences between atmosphere and ocean and, thus, shed light on the emerging multiscale processes inherent to the climate system, which traditionally remain undiscovered when investigating the system only at the native resolution of existing climate data sets. Moreover, we show how the relevant spatial interdependence structures between SST and P evolve across time-scales. Most notably, the strongest mutual correlations between SST and P at annual scale (8-16 months) concentrate mainly over the Pacific Ocean, while the corresponding spatial patterns progressively disappear when moving toward longer time-scales. Published under license by AIP Publishing.
We propose a novel approach based on the fluctuation of similarity to identify regimes of distinct dynamical complexity in short time series. A statistical test is developed to estimate the significance of the identified transitions. Our method is verified by uncovering bifurcation structures in several paradigmatic models, providing more complex transitions compared with traditional Lyapunov exponents. In a real-world situation, we apply this method to identify millennial-scale dynamical transitions in Plio-Pleistocene proxy records of the South Asian summer monsoon system. We infer that many of these transitions are induced by the external forcing of the solar insolation and are also affected by internal forcing on Monsoonal dynamics, i.e., the glaciation cycles of the Northern Hemisphere and the onset of the Walker circulation.
Encounters with neighbours
(2003)
In this work, different aspects and applications of the recurrence plot analysis are presented. First, a comprehensive overview of recurrence plots and their quantification possibilities is given. New measures of complexity are defined by using geometrical structures of recurrence plots. These measures are capable to find chaos-chaos transitions in processes. Furthermore, a bivariate extension to cross recurrence plots is studied. Cross recurrence plots exhibit characteristic structures which can be used for the study of differences between two processes or for the alignment and search for matching sequences of two data series. The selected applications of the introduced techniques to various kind of data demonstrate their ability. Analysis of recurrence plots can be adopted to the specific problem and thus opens a wide field of potential applications. Regarding the quantification of recurrence plots, chaos-chaos transitions can be found in heart rate variability data before the onset of life threatening cardiac arrhythmias. This may be of importance for the therapy of such cardiac arrhythmias. The quantification of recurrence plots allows to study transitions in brain during cognitive experiments on the base of single trials. Traditionally, for the finding of these transitions the averaging of a collection of single trials is needed. Using cross recurrence plots, the existence of an El Niño/Southern Oscillation-like oscillation is traced in northwestern Argentina 34,000 yrs. ago. In further applications to geological data, cross recurrence plots are used for time scale alignment of different borehole data and for dating a geological profile with a reference data set. Additional examples from molecular biology and speech recognition emphasize the suitability of cross recurrence plots.
Climatic changes are of major importance in landslide generation in the Argentine Andes. Increased humidity as a potential influential factor was inferred from the temporal clustering of landslide deposits during a period of significantly wetter climate, 30,000 years ago. A change in seasonality was tested by comparing past (inferred from annual-layered lake deposits, 30,000 years old) and modern (present-day observations) precipitation changes. Quantitative analysis of cross recurrence plots were developed to compare the influence of the El Nino/Southern Oscillation (ENSO) on present and past rainfall variations. This analysis has shown the stronger influence of NE trades in the location of landslide deposits in the intra-andean basin and valleys, what caused a higher contrast between summer and winter rainfall and an increasing of precipitation in La Nina years. This is believed to reduce thresholds for landslide generation in the arid to semiarid intra-andean basins and valleys.
Sedimentary proxy records constitute a significant portion of the recorded evidence that allows us to investigate paleoclimatic conditions and variability. However, uncertainties in the dating of proxy archives limit our ability to fix the timing of past events and interpret proxy record intercomparisons. While there are various age-modeling approaches to improve the estimation of the age-depth relations of archives, relatively little focus has been placed on the propagation of the age (and radiocarbon calibration) uncertainties into the final proxy record.
We present a generic Bayesian framework to estimate proxy records along with their associated uncertainty, starting with the radiometric age-depth and proxy-depth measurements, and a radiometric calibration curve if required. We provide analytical expressions for the posterior proxy probability distributions at any given calendar age, from which the expected proxy values and their uncertainty can be estimated. We illustrate our method using two synthetic data sets and then use it to construct the proxy records for groundwater inflow and surface erosion from Lonar lake in central India.
Our analysis reveals interrelations between the uncertainty of the proxy record over time and the variance of proxies along the depth of the archive. For the Lonar lake proxies, we show that, rather than the age uncertainties, it is the proxy variance combined with calibration uncertainty that accounts for most of the final uncertainty. We represent the proxy records as probability distributions on a precise, error-free timescale that makes further time series analyses and intercomparisons of proxies relatively simple and clear. Our approach provides a coherent understanding of age uncertainties within sedimentary proxy records that involve radiometric dating. It can be potentially used within existing age modeling structures to bring forth a reliable and consistent framework for proxy record estimation.
We present new measures of complexity and their application to event-related potential data. The new measures are based on structures of recurrence plots and makes the identification of chaos-chaos transitions possible. The application of these measures to data from single-trials of the Oddball experiment can identify laminar states therein. This offers a new way of analyzing event-related activity on a single-trial basis
One main challenge in constructing a reliable recurrence plot (RP) and, hence, its quantification [recurrence quantification analysis (RQA)] of a continuous dynamical system is the induced noise that is commonly found in observation time series. This induced noise is known to cause disrupted and deviated diagonal lines despite the known deterministic features and, hence, biases the diagonal line based RQA measures and can lead to misleading conclusions. Although discontinuous lines can be further connected by increasing the recurrence threshold, such an approach triggers thick lines in the plot. However, thick lines also influence the RQA measures by artificially increasing the number of diagonals and the length of vertical lines [e.g., Determinism (DET) and Laminarity (LAM) become artificially higher]. To take on this challenge, an extended RQA approach for accounting disrupted and deviated diagonal lines is proposed. The approach uses the concept of a sliding diagonal window with minimal window size that tolerates the mentioned deviated lines and also considers a specified minimal lag between points as connected. This is meant to derive a similar determinism indicator for noisy signal where conventional RQA fails to capture. Additionally, an extended local minima approach to construct RP is also proposed to further reduce artificial block structures and vertical lines that potentially increase the associated RQA like LAM. The methodology and applicability of the extended local minima approach and DET equivalent measure are presented and discussed, respectively.
Extreme Rainfall of the South American Monsoon System: A Dataset Comparison Using Complex Networks
(2015)
In this study, the authors compare six different rainfall datasets for South America with a focus on their representation of extreme rainfall during the monsoon season (December February): the gauge-calibrated TRMM 3B42 V7 satellite product; the near-real-time TRMM 3B42 V7 RT, the GPCP 1 degrees daily (1DD) V1.2 satellite gauge combination product, the Interim ECMWF Re-Analysis (ERA-Interim) product; output of a high-spatial-resolution run of the ECHAM6 global circulation model; and output of the regional climate model Eta. For the latter three, this study can be understood as a model evaluation. In addition to statistical values of local rainfall distributions, the authors focus on the spatial characteristics of extreme rainfall covariability. Since traditional approaches based on principal component analysis are not applicable in the context of extreme events, they apply and further develop methods based on complex network theory. This way, the authors uncover substantial differences in extreme rainfall patterns between the different datasets: (i) The three model-derived datasets yield very different results than the satellite gauge combinations regarding the main climatological propagation pathways of extreme events as well as the main convergence zones of the monsoon system. (ii) Large discrepancies are found for the development of mesoscale convective systems in southeastern South America. (iii) Both TRMM datasets and ECHAM6 indicate a linkage of extreme rainfall events between the central Amazon basin and the eastern slopes of the central Andes, but this pattern is not reproduced by the remaining datasets. The authors' study suggests that none of the three model-derived datasets adequately captures extreme rainfall patterns in South America.
Recurrence-plot-based recurrence networks are an approach used to analyze time series using a complex networks theory. In both approaches - recurrence plots and recurrence networks -, a threshold to identify recurrent states is required. The selection of the threshold is important in order to avoid bias of the recurrence network results. In this paper, we propose a novel method to choose a recurrence threshold adaptively. We show a comparison between the constant threshold and adaptive threshold cases to study period-chaos and even period-period transitions in the dynamics of a prototypical model system. This novel method is then used to identify climate transitions from a lake sediment record.
In this paper, we present the new frequency spectrum recurrence analysis technique by means of electro-encephalon signals (EES) analyses. The technique is suitable for time series analysis with noise and disturbances. EES were collected, and alpha waves of the occipital region were analysed by comparing the signals from participants in two states, eyes open and eyes closed. Firstly, EES were characterized and analysed by means of techniques already known to compare with the results of the innovative technique that we present here. We verified that, standard recurrence quantification analysis by means of EES time series cannot statistically distinguish the two states. However, the new frequency spectrum recurrence quantification exhibit quantitatively whether the participants have their eyes open or closed. In sequence, new quantifiers are created for analysing the recurrence concentration on frequency bands. These analyses show that EES with similar frequency spectrum have different recurrence levels revealing different behaviours of the nervous system. The technique can be used to deepen the study on depression, stress, concentration level and other neurological issues and also can be used in any complex system.
We investigate a network of influences connected to global mean temperature. Considering various climatic factors known to influence global mean temperature, we evaluate not only the impacts of these factors on temperature but also the directed dependencies among the factors themselves. Based on an existing recurrence-based connectivity measure, we propose a new and more general measure that quantifies the level of dependence between two time series based on joint recurrences at a chosen time delay. The measures estimated in the analysis are tested for statistical significance using twin surrogates. We find, in accordance with earlier studies, the major drivers for global mean temperature to be greenhouse gases, ENSO, volcanic activity, and solar irradiance. We further uncover a feedback between temperature and ENSO. Our results demonstrate the need to involve multiple, delayed interactions within the drivers of temperature in order to develop a more thorough picture of global temperature variations.
Recurrence plots and recurrence quantification analysis have become popular in the last two decades. Recurrence based methods have on the one hand a deep foundation in the theory of dynamical systems and are on the other hand powerful tools for the investigation of a variety of problems. The increasing interest encompasses the growing risk of misuse and uncritical application of these methods. Therefore, we point out potential problems and pitfalls related to different aspects of the application of recurrence plots and recurrence quantification analysis.
Hydrological and climatological controls on radiocarbon concentrations in a tropical stalagmite
(2016)
Precisely-dated stalagmites are increasingly important archives for the reconstruction of terrestrial paleoclimate at very high temporal resolution. In-depth understanding of local conditions at the cave site and of the processes driving stalagmite deposition is of paramount importance for interpreting proxy signals incorporated in stalagmite carbonate. Here we present a sub-decadally resolved dead carbon fraction (DCF) record for a stalagmite from Yok Balum Cave (southern Belize). The record is coupled to parallel stable carbon isotope (delta C-13) and U/Ca measurements, as well as radiocarbon (C-14) measurements from soils overlying the cave system. Using a karst carbon cycle model we disentangle the importance of soil and karst processes on stalagmite DCF incorporation, revealing a dominant host rock dissolution control on total DCF. Covariation between DCF, delta C-13, and U/Ca indicates that karst processes are a common driver of all three parameters, suggesting possible use of delta C-13 and trace element ratios to independently quantify DCF variability. A statistically significant multi-decadal lag of variable length exists between DCF and reconstructed solar activity, suggesting that solar activity influenced regional precipitation in Mesoamerica over the past 1500 years, but that the relationship was non-static. Although the precise nature of the observed lag is unclear, solar-induced changes in North Atlantic oceanic and atmospheric dynamics may play a role. (C) 2016 Elsevier Ltd. All rights reserved.
The analysis of palaeoclimate time series is usually affected by severe methodological problems, resulting primarily from non-equidistant sampling and uncertain age models. As an alternative to existing methods of time series analysis, in this paper we argue that the statistical properties of recurrence networks - a recently developed approach - are promising candidates for characterising the system's nonlinear dynamics and quantifying structural changes in its reconstructed phase space as time evolves. In a first order approximation, the results of recurrence network analysis are invariant to changes in the age model and are not directly affected by non-equidistant sampling of the data. Specifically, we investigate the behaviour of recurrence network measures for both paradigmatic model systems with non-stationary parameters and four marine records of long-term palaeoclimate variations. We show that the obtained results are qualitatively robust under changes of the relevant parameters of our method, including detrending, size of the running window used for analysis, and embedding delay. We demonstrate that recurrence network analysis is able to detect relevant regime shifts in synthetic data as well as in problematic geoscientific time series. This suggests its application as a general exploratory tool of time series analysis complementing existing methods.
As an effort to reduce parameter uncertainties in constructing recurrence plots, and in particular to avoid potential artefacts, this paper presents a technique to derive artefact-safe region of parameter sets. This technique exploits both deterministic (incl. chaos) and stochastic signal characteristics of recurrence quantification (i.e. diagonal structures). It is useful when the evaluated signal is known to be deterministic. This study focuses on the recurrence plot generated from the reconstructed phase space in order to represent many real application scenarios when not all variables to describe a system are available (data scarcity). The technique involves random shuffling of the original signal to destroy its original deterministic characteristics. Its purpose is to evaluate whether the determinism values of the original and the shuffled signal remain closely together, and therefore suggesting that the recurrence plot might comprise artefacts. The use of such determinism-sensitive region shall be accompanied by standard embedding optimization approaches, e.g. using indices like false nearest neighbor and mutual information, to result in a more reliable recurrence plot parameterization.
Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the phase-space trajectory. This provides us a better understanding of the structures occurring in recurrence plots. The relationship between the time-scales and line structures are of practical importance in cross recurrence plots. Using this relationship within cross recurrence plots, the time-scales of differently sampled or time- transformed measurements can be adjusted. An application to geophysical measurements illustrates the capability of this method for the adjustment of time-scales in different measurements. (C) 2005 Elsevier B.V. All rights reserved
We present the results of biogeochemical and mineralogical analyses on a sediment core that covers the Holocene sedimentation history of the climatically sensitive, closed, saline, and alkaline Lonar Lake in the core monsoon zone in central India. We compare our results of C/N ratios, stable carbon and nitrogen isotopes, grain-size, as well as amino acid derived degradation proxies with climatically sensitive proxies of other records from South Asia and the North Atlantic region. The comparison reveals some more or less contemporaneous climate shifts. At Lonar Lake, a general long term climate transition from wet conditions during the early Holocene to drier conditions during the late Holocene, delineating the insolation curve, can be reconstructed. In addition to the previously identified periods of prolonged drought during 4.6-3.9 and 2.0-0.6 cal ka that have been attributed to temperature changes in the Indo Pacific Warm Pool, several additional phases of shorter term climate alteration superimposed upon the general climate trend can be identified. These correlate with cold phases in the North Atlantic region. The most pronounced climate deteriorations indicated by our data occurred during 62-5.2,4.6-3.9, and 2.0-0.6 cal ka BP. The strong dry phase between 4.6 and 3.9 cal ka BP at Lonar Lake corroborates the hypothesis that severe climate deterioration contributed to the decline of the Indus Civilisation about 3.9 ka BP. (C) 2014 Elsevier B.V. All rights reserved.
Purpose: We present a new morphometric measure of trabecular bone microarchitecture, called mean node strength (NdStr), which is part of a newly developed approach called long range nodestrut analysis. Our general aim is to describe and quantify the apparent "latticelike" microarchitecture of the trabecular bone network.
Methods: Similar in some ways to the topological node-strut analysis introduced by Garrahan et al. [J. Microsc. 142, 341-349 (1986)], our method is distinguished by an emphasis on long-range trabecular connectivity. Thus, while the topological classification of a pixel (after skeletonization) as a node, strut, or terminus, can be determined from the 3 x 3 neighborhood of that pixel, our method, which does not involve skeletonization, takes into account a much larger neighborhood. In addition, rather than giving a discrete classification of each pixel as a node, strut, or terminus, our method produces a continuous variable, node strength. The node strength is averaged over a region of interest to produce the mean node strength of the region.
Results: We have applied our long range node-strut analysis to a set of 26 high-resolution peripheral quantitative computed tomography (pQCT) axial images of human proximal tibiae acquired 17 mm below the tibial plateau. We found that NdStr has a strong positive correlation with trabecular volumetric bone mineral density (BMD). After an exponential transformation, we obtain a Pearson's correlation coefficient of r - 0.97. Qualitative comparison of images with similar BMD but with very different NdStr values suggests that the latter measure has successfully quantified the prevalence of the "latticelike" microarchitecture apparent in the image. Moreover, we found a strong correlation (r - 0.62) between NdStr and the conventional node-terminus ratio (Nd/Tm) of Garrahan et al. The Nd/Tm ratios were computed using traditional histomorphometry performed on bone biopsies obtained at the same location as the pQCT scans.
Conclusions: The newly introduced morphometric measure allows a quantitative assessment of the long-range connectivity of trabecular bone. One advantage of this method is that it is based on pQCT images that can be obtained noninvasively from patients, i.e., without having to obtain a bone biopsy from the patient.
Aims. Sunspot distribution in the northern and southern solar hemispheres exibit striking synchronous behaviour on the scale of a Schwabe cycle. However, sometimes the bilateral symmetry of the Butterfly diagram relative to the solar equatorial plane breaks down. The investigation of this phenomenon is important to explaining the almost-periodic behaviour of solar cycles. Methods. We use cross-recurrence plots for the study of the time-varying phase asymmetry of the northern and southern hemisphere and compare our results with the latitudinal distribution of the sunspots. Results. We observe a long-term persistence of phase leading in one of the hemispheres, which lasts almost 4 solar cycles and probably corresponds to the Gleissberg cycle. Long-term variations in the hemispheric-leading do not demonstrate clear periodicity but are strongly anti-correlated with the long-term variations in the magnetic equator.
The temporal dynamics of climate processes are spread across different timescales and, as such, the study of these processes at only one selected timescale might not reveal the complete mechanisms and interactions within and between the (sub-) processes. To capture the non-linear interactions between climatic events, the method of event synchronization has found increasing attention recently. The main drawback with the present estimation of event synchronization is its restriction to analysing the time series at one reference timescale only. The study of event synchronization at multiple scales would be of great interest to comprehend the dynamics of the investigated climate processes. In this paper, the wavelet-based multi-scale event synchronization (MSES) method is proposed by combining the wavelet transform and event synchronization. Wavelets are used extensively to comprehend multi-scale processes and the dynamics of processes across various timescales. The proposed method allows the study of spatio-temporal patterns across different timescales. The method is tested on synthetic and real-world time series in order to check its replicability and applicability. The results indicate that MSES is able to capture relationships that exist between processes at different timescales.
The temporal dynamics of climate processes are spread across different timescales and, as such, the study of these processes at only one selected timescale might not reveal the complete mechanisms and interactions within and between the (sub-) processes. To capture the non-linear interactions between climatic events, the method of event synchronization has found increasing attention recently. The main drawback with the present estimation of event synchronization is its restriction to analysing the time series at one reference timescale only. The study of event synchronization at multiple scales would be of great interest to comprehend the dynamics of the investigated climate processes. In this paper, the wavelet-based multi-scale event synchronization (MSES) method is proposed by combining the wavelet transform and event synchronization. Wavelets are used extensively to comprehend multi-scale processes and the dynamics of processes across various timescales. The proposed method allows the study of spatio-temporal patterns across different timescales. The method is tested on synthetic and real-world time series in order to check its replicability and applicability. The results indicate that MSES is able to capture relationships that exist between processes at different timescales.
Multiple landslide clusters record quaternary climate changes in the northwestern Argentine andes
(2003)
The chronology of multiple landslide deposits and related lake sediments in the semi-arid eastern Argentine Cordillera suggests that major mass movements cluster in two time periods during the Quaternary, i.e. between 40 and 25 and after 5 14C kyr BP. These clusters may correspond to the Minchin (maximum at around 28-27 14C kyr BP) and Titicaca wet periods (after 3.9 14C kyr BP). The more humid conditions apparently caused enhanced landsliding in this environment. In contrast, no landslide-related damming and associated lake sediments occurred during the Coipasa (11.5- 10 14C yr BP) and Tauca wet periods (14.5-11 14C yr BP). The two clusters at 40-25 and after 5 14C kyr BP may correspond to periods where the El Niño-Southern Oscillation (ENSO) and Tropical Atlantic Sea Surface Temperature Variability (TAV) were active. This, however, was not the case during the Coipasa and Tauca wet periods. Lake-balance modelling of a landslide-dammed lake suggests a 10-15% increase in precipitation and a 3-4 ° C decrease in temperature at ~30 14C kyr BP as compared to the present. In addition, time-series analysis reveals a strong ENSO and TAV during that time. The landslide clusters in northwestern Argentina are therefore best explained by periods of more humid and more variable climates.
Sea surface temperature (SST) patterns can – as surface climate forcing – affect weather and climate at large distances. One example is El Niño-Southern Oscillation (ENSO) that causes climate anomalies around the globe via teleconnections. Although several studies identified and characterized these teleconnections, our understanding of climate processes remains incomplete, since interactions and feedbacks are typically exhibited at unique or multiple temporal and spatial scales. This study characterizes the interactions between the cells of a global SST data set at different temporal and spatial scales using climate networks. These networks are constructed using wavelet multi-scale correlation that investigate the correlation between the SST time series at a range of scales allowing instantaneously deeper insights into the correlation patterns compared to traditional methods like empirical orthogonal functions or classical correlation analysis. This allows us to identify and visualise regions of – at a certain timescale – similarly evolving SSTs and distinguish them from those with long-range teleconnections to other ocean regions. Our findings re-confirm accepted knowledge about known highly linked SST patterns like ENSO and the Pacific Decadal Oscillation, but also suggest new insights into the characteristics and origins of long-range teleconnections like the connection between ENSO and Indian Ocean Dipole.
Sea surface temperature (SST) patterns can – as surface climate forcing – affect weather and climate at large distances. One example is El Niño-Southern Oscillation (ENSO) that causes climate anomalies around the globe via teleconnections. Although several studies identified and characterized these teleconnections, our understanding of climate processes remains incomplete, since interactions and feedbacks are typically exhibited at unique or multiple temporal and spatial scales. This study characterizes the interactions between the cells of a global SST data set at different temporal and spatial scales using climate networks. These networks are constructed using wavelet multi-scale correlation that investigate the correlation between the SST time series at a range of scales allowing instantaneously deeper insights into the correlation patterns compared to traditional methods like empirical orthogonal functions or classical correlation analysis. This allows us to identify and visualise regions of – at a certain timescale – similarly evolving SSTs and distinguish them from those with long-range teleconnections to other ocean regions. Our findings re-confirm accepted knowledge about known highly linked SST patterns like ENSO and the Pacific Decadal Oscillation, but also suggest new insights into the characteristics and origins of long-range teleconnections like the connection between ENSO and Indian Ocean Dipole.
Non-linear time series analysis of precipitation events using regional climate networks for Germany
(2016)
Synchronous occurrences of heavy rainfall events and the study of their relation in time and space are of large socio-economical relevance, for instance for the agricultural and insurance sectors, but also for the general well-being of the population. In this study, the spatial synchronization structure is analyzed as a regional climate network constructed from precipitation event series. The similarity between event series is determined by the number of synchronous occurrences. We propose a novel standardization of this number that results in synchronization scores which are not biased by the number of events in the respective time series. Additionally, we introduce a new version of the network measure directionality that measures the spatial directionality of weighted links by also taking account of the effects of the spatial embedding of the network. This measure provides an estimate of heavy precipitation isochrones by pointing out directions along which rainfall events synchronize. We propose a climatological interpretation of this measure in terms of propagating fronts or event traces and confirm it for Germany by comparing our results to known atmospheric circulation patterns.