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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.
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.
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.
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.
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.
We propose a RAndom Interacting Network (RAIN) model to study the interactions between a pair of complex networks. The model involves two major steps: (i) the selection of a pair of nodes, one from each network, based on intra-network node-based characteristics, and (ii) the placement of a link between selected nodes based on the similarity of their relative importance in their respective networks. Node selection is based on a selection fitness function and node linkage is based on a linkage probability defined on the linkage scores of nodes. The model allows us to relate within-network characteristics to between-network structure. We apply the model to the interaction between the USA and Schengen airline transportation networks (ATNs). Our results indicate that two mechanisms: degree-based preferential node selection and degree-assortative link placement are necessary to replicate the observed inter-network degree distributions as well as the observed inter-network assortativity. The RAIN model offers the possibility to test multiple hypotheses regarding the mechanisms underlying network interactions. It can also incorporate complex interaction topologies. Furthermore, the framework of the RAIN model is general and can be potentially adapted to various real-world complex systems.
Hydrologic regionalization deals with the investigation of homogeneity in watersheds and provides a classification of watersheds for regional analysis. The classification thus obtained can be used as a basis for mapping data from gauged to ungauged sites and can improve extreme event prediction. This paper proposes a wavelet power spectrum (WPS) coupled with the self-organizing map method for clustering hydrologic catchments. The application of this technique is implemented for gauged catchments. As a test case study, monthly streamflow records observed at 117 selected catchments throughout the western United States from 1951 through 2002. Further, based on WPS of each station, catchments are classified into homogeneous clusters, which provides a representative WPS pattern for the streamflow stations in each cluster.
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.
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.
Climatic observables are often correlated across long spatial distances, and extreme events, such as heatwaves or floods, are typically assumed to be related to such teleconnections(1,2). Revealing atmospheric teleconnection patterns and understanding their underlying mechanisms is of great importance for weather forecasting in general and extreme-event prediction in particular(3,4), especially considering that the characteristics of extreme events have been suggested to change under ongoing anthropogenic climate change(5-8). Here we reveal the global coupling pattern of extreme-rainfall events by applying complex-network methodology to high-resolution satellite data and introducing a technique that corrects for multiple-comparison bias in functional networks. We find that the distance distribution of significant connections (P < 0.005) around the globe decays according to a power law up to distances of about 2,500 kilometres. For longer distances, the probability of significant connections is much higher than expected from the scaling of the power law. We attribute the shorter, power-law-distributed connections to regional weather systems. The longer, super-power-law-distributed connections form a global rainfall teleconnection pattern that is probably controlled by upper-level Rossby waves. We show that extreme-rainfall events in the monsoon systems of south-central Asia, east Asia and Africa are significantly synchronized. Moreover, we uncover concise links between south-central Asia and the European and North American extratropics, as well as the Southern Hemisphere extratropics. Analysis of the atmospheric conditions that lead to these teleconnections confirms Rossby waves as the physical mechanism underlying these global teleconnection patterns and emphasizes their crucial role in dynamical tropical-extratropical couplings. Our results provide insights into the function of Rossby waves in creating stable, global-scale dependencies of extreme-rainfall events, and into the potential predictability of associated natural hazards.