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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.
In recent years, complex network analysis facilitated the identification of universal and unexpected patterns in complex climate systems. However, the analysis and representation of a multiscale complex relationship that exists in the global climate system are limited. A logical first step in addressing this issue is to construct multiple networks over different timescales. Therefore, we propose to apply the wavelet multiscale correlation (WMC) similarity measure, which is a combination of two state-of-the-art methods, viz. wavelet and Pearson’s correlation, for investigating multiscale processes through complex networks. Firstly we decompose the data over different timescales using the wavelet approach and subsequently construct a corresponding network by Pearson’s correlation. The proposed approach is illustrated and tested on two synthetics and one real-world example. The first synthetic case study shows the efficacy of the proposed approach to unravel scale-specific connections, which are often undiscovered at a single scale. The second synthetic case study illustrates that by dividing and constructing a separate network for each time window we can detect significant changes in the signal structure. The real-world example investigates the behavior of the global sea surface temperature (SST) network at different timescales. Intriguingly, we notice that spatial dependent structure in SST evolves temporally. Overall, the proposed measure has an immense potential to provide essential insights on understanding and extending complex multivariate process studies at multiple scales.
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 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.
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.
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.
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.
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 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
A statistical model describing the propensity for protein aggregation is presented. Only amino-acid hydrophobicity values and calculated net charge are used for the model. The combined effects of hydrophobic patterns as computed by the signal analysis technique, recurrence quantification, plus calculated net charge were included in a function emphasizing the effect of singular hydrophobic patches which were found to be statistically significant for predicting aggregation propensity as quantified by fluorescence studies obtained from the literature. These results suggest preliminary evidence for a mesoscopic principle for protein folding/aggregation. (C) 2004 Elsevier B.V. All rights reserved
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
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.
Recurrence-plot-based measures of complexity and its application to heart-rate-variability data
(2002)
The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there are several nonlinear methods which however require rather long time observations. To overcome these difficulties, we propose measures of complexity based on vertical structures in recurrence plots and apply them to the logistic map as well as to heart rate variability data. For the logistic map these measures enable us not only to detect transitions between chaotic and periodic states, but also to identify laminar states, i.e. chaos-chaos transitions. The traditional recurrence quantification analysis fails to detect the latter transitions. Applying our new measures to the heart rate variability data, we are able to detect and quantify the laminar phases before a life-threatening cardiac arrhythmia occurs thereby facilitating a prediction of such an event. Our findings could be of importance for the therapy of malignant cardiac arrhythmias.
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.
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.
The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors in the studied system’s state space reconstructed by means of time-delay embedding as the key characteristic that should guide the corresponding choice for obtaining an adequate resolution of a recurrence plot. Specifically, we present an empirical description of the distance distribution, focusing on characteristic changes of its shape with increasing embedding dimension. Our results suggest that selecting the recurrence threshold according to a fixed percentile of this distribution reduces the dependence of recurrence characteristics on the embedding dimension in comparison with other commonly used threshold selection methods. Numerical investigations on some paradigmatic model systems with time-dependent parameters support these empirical findings.
Recurrence plots (RPs) provide an intuitive tool for visualizing the (potentially multi-dimensional) trajectory of a dynamical system in state space. In case only univariate observations of the system’s overall state are available, time-delay embedding has become a standard procedure for qualitatively reconstructing the dynamics in state space. The selection of a threshold distance 𝜀
, which distinguishes close from distant pairs of (reconstructed) state vectors, is known to have a substantial impact on the recurrence plot and its quantitative characteristics, but its corresponding interplay with the embedding dimension has not yet been explicitly addressed. Here, we point out that the results of recurrence quantification analysis (RQA) and related methods are qualitatively robust under changes of the (sufficiently high) embedding dimension only if the full distribution of pairwise distances between state vectors is considered for selecting 𝜀, which is achieved by consideration of a fixed recurrence rate.
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.
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.
Precipitation patterns and extremes are significantly influenced by various climatic factors and large-scale atmospheric circulation patterns. This study uses wavelet coherence analysis to detect significant interannual and interdecadal oscillations in monthly precipitation extremes across India and their teleconnections to three prominent climate indices, namely, Nino 3.4, Pacific Decadal Oscillation, and Indian Ocean Dipole (IOD). Further, partial wavelet coherence analysis is used to estimate the standalone relationship between the climate indices and precipitation after removing the effect of interdependency. The wavelet analysis of monthly precipitation extremes at 30 different locations across India reveals that (a) interannual (2-8 years) and interdecadal (8-32 years) oscillations are statistically significant, and (b) the oscillations vary in both time and space. The results from the partial wavelet coherence analysis reveal that Nino 3.4 and IOD are the significant drivers of Indian precipitation at interannual and interdecadal scales. Intriguingly, the study also confirms that the strength of influence of large-scale atmospheric circulation patterns on Indian precipitation extremes varies with spatial physiography of the region.
Identifying causal relations from observational data sets has posed great challenges in data-driven causality inference studies. One of the successful approaches to detect direct coupling in the information theory framework is transfer entropy. However, the core of entropy-based tools lies on the probability estimation of the underlying variables. Herewe propose a data-driven approach for causality inference that incorporates recurrence plot features into the framework of information theory. We define it as the recurrence measure of conditional dependence (RMCD), and we present some applications. The RMCD quantifies the causal dependence between two processes based on joint recurrence patterns between the past of the possible driver and present of the potentially driven, excepting the contribution of the contemporaneous past of the driven variable. Finally, it can unveil the time scale of the influence of the sea-surface temperature of the Pacific Ocean on the precipitation in the Amazonia during recent major droughts.