Articles | Volume 25, issue 1
https://doi.org/10.5194/npg-25-145-2018
© Author(s) 2018. This work is distributed under
the Creative Commons Attribution 4.0 License.
the Creative Commons Attribution 4.0 License.
https://doi.org/10.5194/npg-25-145-2018
© Author(s) 2018. This work is distributed under
the Creative Commons Attribution 4.0 License.
the Creative Commons Attribution 4.0 License.
Research article
| 
05 Mar 2018
Research article |
| 05 Mar 2018
| 05 Mar 2018
A general theory on frequency and time–frequency analysis of irregularly sampled time series based on projection methods – Part 1: Frequency analysis
Guillaume Lenoir
CORRESPONDING AUTHOR
Georges Lemaître Centre for Earth and Climate Research, Earth and Life Institute, Université catholique de Louvain, 1348, Louvain-la-Neuve, Belgium
Michel Crucifix
Georges Lemaître Centre for Earth and Climate Research, Earth and Life Institute, Université catholique de Louvain, 1348, Louvain-la-Neuve, Belgium
Belgian National Fund of Scientific Research, rue d'Egmont, 5, 1000 Brussels, Belgium
Related authors
Guillaume Lenoir and Michel Crucifix
Nonlin. Processes Geophys., 25, 175–200, https://doi.org/10.5194/npg-25-175-2018, https://doi.org/10.5194/npg-25-175-2018, 2018
Short summary
Short summary
There is so far no general framework for handling the continuous wavelet transform when the time sampling is irregular. Here we provide such a framework with the Morlet wavelet, based on the results of part I of this study. We also design a test of significance against a general background noise which encompasses the Gaussian white or red noise. All the analysis tools presented in this article are available to the reader in the Python package WAVEPAL.
Lilian Vanderveken and Michel Crucifix
EGUsphere, https://doi.org/10.5194/egusphere-2024-2830, https://doi.org/10.5194/egusphere-2024-2830, 2024
Short summary
Short summary
Vegetation patterns in semi-arid regions arise from interactions between plants and environmental factors. This study uses a numerical model to explore how vegetation responds to changes in rainfall and random disturbances. We identify key timescales that influence resilience, showing that ecosystems rely on both stable and transitional states to adapt. These findings offer insights into the resilience mechanisms that help ecosystems maintain stability under environmental stress.
Victor Couplet, Marina Martínez Montero, and Michel Crucifix
EGUsphere, https://doi.org/10.5194/egusphere-2024-2279, https://doi.org/10.5194/egusphere-2024-2279, 2024
Short summary
Short summary
We present SURFER v3.0, a simple climate model designed to estimate the impact of CO2 and CH4 emissions on global temperatures, sea levels, and ocean pH. We added new carbon cycle processes and calibrated the model to observations and results from more complex models, enabling use over time scales ranging from decades to millions of years. SURFER v3.0 is fast, transparent, and easy to use, making it an ideal tool for policy assessments and suitable for educational purposes.
Justin Gérard, Loïc Sablon, Jarno J. C. Huygh, Anne-Christine Da Silva, Alexandre Pohl, Christian Vérard, and Michel Crucifix
EGUsphere, https://doi.org/10.5194/egusphere-2024-1983, https://doi.org/10.5194/egusphere-2024-1983, 2024
Short summary
Short summary
We used cGENIE, a climate model, to explore how changes in continental configuration, CO2 levels, and orbital configuration affect ocean oxygen levels during the Devonian period (419–359 million years ago). Key factors contributing to ocean anoxia were identified, highlighting the influence of continental configurations, atmospheric conditions, and orbital changes. Our findings offer new insights into the causes and prolonged durations of Devonian ocean anoxic events.
Justin Gérard and Michel Crucifix
Earth Syst. Dynam., 15, 293–306, https://doi.org/10.5194/esd-15-293-2024, https://doi.org/10.5194/esd-15-293-2024, 2024
Short summary
Short summary
We used cGENIE, a climate model, to investigate the Atlantic Meridional Overturning Circulation (AMOC) slowdown under a warming scenario. We apply a diagnostic that was used in a previous study (Levang and Schmitt, 2020) to separate the temperature from salinity contribution to this slowdown. We find that, in our model, the initial slowdown of the AMOC was driven by temperature and that salinity takes the lead for the termination of the circulation.
Jonas Van Breedam, Philippe Huybrechts, and Michel Crucifix
Clim. Past, 19, 2551–2568, https://doi.org/10.5194/cp-19-2551-2023, https://doi.org/10.5194/cp-19-2551-2023, 2023
Short summary
Short summary
We investigated the different boundary conditions to allow ice sheet growth and ice sheet decline of the Antarctic ice sheet when it appeared ∼38–34 Myr ago. The thresholds for ice sheet growth and decline differ because of the different climatological conditions above an ice sheet (higher elevation and higher albedo) compared to a bare topography. We found that the ice–albedo feedback and the isostasy feedback respectively ease and delay the transition from a deglacial to glacial state.
Lilian Vanderveken, Marina Martínez Montero, and Michel Crucifix
Nonlin. Processes Geophys., 30, 585–599, https://doi.org/10.5194/npg-30-585-2023, https://doi.org/10.5194/npg-30-585-2023, 2023
Short summary
Short summary
In semi-arid regions, hydric stress affects plant growth. In these conditions, vegetation patterns develop and effectively allow for vegetation to persist under low water input. The formation of patterns and the transition between patterns can be studied with small models taking the form of dynamical systems. Our study produces a full map of stable and unstable solutions in a canonical vegetation model and shows how they determine the transitions between different patterns.
Mikhail Y. Verbitsky and Michel Crucifix
Clim. Past, 19, 1793–1803, https://doi.org/10.5194/cp-19-1793-2023, https://doi.org/10.5194/cp-19-1793-2023, 2023
Short summary
Short summary
Are phenomenological dynamical paleoclimate models physically similar to Nature? We demonstrated that though they may be very accurate in reproducing empirical time series, this is not sufficient to claim physical similarity with Nature until similarity parameters are considered. We suggest that the diagnostics of physical similarity should become a standard procedure before a phenomenological model can be utilized for interpretations of historical records or future predictions.
Marina Martínez Montero, Michel Crucifix, Victor Couplet, Nuria Brede, and Nicola Botta
Geosci. Model Dev., 15, 8059–8084, https://doi.org/10.5194/gmd-15-8059-2022, https://doi.org/10.5194/gmd-15-8059-2022, 2022
Short summary
Short summary
We present SURFER, a lightweight model that links CO2 emissions and geoengineering to ocean acidification and sea level rise from glaciers, ocean thermal expansion and Greenland and Antarctic ice sheets. The ice sheet module adequately describes the tipping points of both Greenland and Antarctica. SURFER is understandable, fast, accurate up to several thousands of years, capable of emulating results obtained by state of the art models and well suited for policy analyses.
Jonas Van Breedam, Philippe Huybrechts, and Michel Crucifix
Geosci. Model Dev., 14, 6373–6401, https://doi.org/10.5194/gmd-14-6373-2021, https://doi.org/10.5194/gmd-14-6373-2021, 2021
Short summary
Short summary
Ice sheets are an important component of the climate system and interact with the atmosphere through albedo variations and changes in the surface height. On very long timescales, it is impossible to directly couple ice sheet models with climate models and other techniques have to be used. Here we present a novel coupling method between ice sheets and the atmosphere by making use of an emulator to simulate ice sheet–climate interactions for several million years.
Mikhail Y. Verbitsky and Michel Crucifix
Earth Syst. Dynam., 12, 63–67, https://doi.org/10.5194/esd-12-63-2021, https://doi.org/10.5194/esd-12-63-2021, 2021
Short summary
Short summary
We demonstrate here that a single physical phenomenon, specifically, a naturally changing balance between intensities of temperature advection and diffusion in the viscous ice media, may influence the entire spectrum of the Pleistocene variability from orbital to millennial timescales.
Mikhail Y. Verbitsky and Michel Crucifix
Earth Syst. Dynam., 11, 281–289, https://doi.org/10.5194/esd-11-281-2020, https://doi.org/10.5194/esd-11-281-2020, 2020
Short summary
Short summary
Using the central theorem of dimensional analysis, the π theorem, we show that the relationship between the amplitude and duration of glacial cycles is governed by a property of scale invariance that does not depend on the physical nature of the underlying positive and negative feedbacks incorporated by the system. It thus turns out to be one of the most fundamental properties of the Pleistocene climate.
Mikhail Y. Verbitsky, Michel Crucifix, and Dmitry M. Volobuev
Earth Syst. Dynam., 10, 257–260, https://doi.org/10.5194/esd-10-257-2019, https://doi.org/10.5194/esd-10-257-2019, 2019
Short summary
Short summary
We demonstrate here that nonlinear character of ice sheet dynamics, which was derived naturally from the conservation laws, is an effective means for propagating high-frequency forcing upscale.
Mikhail Y. Verbitsky, Michel Crucifix, and Dmitry M. Volobuev
Earth Syst. Dynam., 9, 1025–1043, https://doi.org/10.5194/esd-9-1025-2018, https://doi.org/10.5194/esd-9-1025-2018, 2018
Short summary
Short summary
Using a dynamical climate model purely reduced from the conservation laws of ice-moving media, we show that ice-sheet physics coupled with a linear climate temperature feedback conceal enough dynamics to satisfactorily explain the system response over the full Pleistocene. There is no need, a priori, to call for a nonlinear response of, for example, the carbon cycle.
Masa Kageyama, Pascale Braconnot, Sandy P. Harrison, Alan M. Haywood, Johann H. Jungclaus, Bette L. Otto-Bliesner, Jean-Yves Peterschmitt, Ayako Abe-Ouchi, Samuel Albani, Patrick J. Bartlein, Chris Brierley, Michel Crucifix, Aisling Dolan, Laura Fernandez-Donado, Hubertus Fischer, Peter O. Hopcroft, Ruza F. Ivanovic, Fabrice Lambert, Daniel J. Lunt, Natalie M. Mahowald, W. Richard Peltier, Steven J. Phipps, Didier M. Roche, Gavin A. Schmidt, Lev Tarasov, Paul J. Valdes, Qiong Zhang, and Tianjun Zhou
Geosci. Model Dev., 11, 1033–1057, https://doi.org/10.5194/gmd-11-1033-2018, https://doi.org/10.5194/gmd-11-1033-2018, 2018
Short summary
Short summary
The Paleoclimate Modelling Intercomparison Project (PMIP) takes advantage of the existence of past climate states radically different from the recent past to test climate models used for climate projections and to better understand these climates. This paper describes the PMIP contribution to CMIP6 (Coupled Model Intercomparison Project, 6th phase) and possible analyses based on PMIP results, as well as on other CMIP6 projects.
Guillaume Lenoir and Michel Crucifix
Nonlin. Processes Geophys., 25, 175–200, https://doi.org/10.5194/npg-25-175-2018, https://doi.org/10.5194/npg-25-175-2018, 2018
Short summary
Short summary
There is so far no general framework for handling the continuous wavelet transform when the time sampling is irregular. Here we provide such a framework with the Morlet wavelet, based on the results of part I of this study. We also design a test of significance against a general background noise which encompasses the Gaussian white or red noise. All the analysis tools presented in this article are available to the reader in the Python package WAVEPAL.
Natalie S. Lord, Michel Crucifix, Dan J. Lunt, Mike C. Thorne, Nabila Bounceur, Harry Dowsett, Charlotte L. O'Brien, and Andy Ridgwell
Clim. Past, 13, 1539–1571, https://doi.org/10.5194/cp-13-1539-2017, https://doi.org/10.5194/cp-13-1539-2017, 2017
Short summary
Short summary
We present projections of long-term changes in climate, produced using a statistical emulator based on climate data from a state-of-the-art climate model. We use the emulator to model changes in temperature and precipitation over the late Pliocene (3.3–2.8 million years before present) and the next 200 thousand years. The impact of the Earth's orbit and the atmospheric carbon dioxide concentration on climate is assessed, and the data for the late Pliocene are compared to proxy temperature data.
Paul J. Valdes, Edward Armstrong, Marcus P. S. Badger, Catherine D. Bradshaw, Fran Bragg, Michel Crucifix, Taraka Davies-Barnard, Jonathan J. Day, Alex Farnsworth, Chris Gordon, Peter O. Hopcroft, Alan T. Kennedy, Natalie S. Lord, Dan J. Lunt, Alice Marzocchi, Louise M. Parry, Vicky Pope, William H. G. Roberts, Emma J. Stone, Gregory J. L. Tourte, and Jonny H. T. Williams
Geosci. Model Dev., 10, 3715–3743, https://doi.org/10.5194/gmd-10-3715-2017, https://doi.org/10.5194/gmd-10-3715-2017, 2017
Short summary
Short summary
In this paper we describe the family of climate models used by the BRIDGE research group at the University of Bristol as well as by various other institutions. These models are based on the UK Met Office HadCM3 models and here we describe the various modifications which have been made as well as the key features of a number of configurations in use.
N. Bounceur, M. Crucifix, and R. D. Wilkinson
Earth Syst. Dynam., 6, 205–224, https://doi.org/10.5194/esd-6-205-2015, https://doi.org/10.5194/esd-6-205-2015, 2015
P. A. Araya-Melo, M. Crucifix, and N. Bounceur
Clim. Past, 11, 45–61, https://doi.org/10.5194/cp-11-45-2015, https://doi.org/10.5194/cp-11-45-2015, 2015
Short summary
Short summary
By using a statistical tool termed emulator, we study the sensitivity of the Indian monsoon during the the Pleistocene. The originality of the present work is to consider, as inputs, several elements of the climate forcing that have varied in the past, and then use the emulator as a method to quantify the link between forcing variability and climate variability. The methodology described here may naturally be applied to other regions of interest.
Q. Z. Yin, U. K. Singh, A. Berger, Z. T. Guo, and M. Crucifix
Clim. Past, 10, 1645–1657, https://doi.org/10.5194/cp-10-1645-2014, https://doi.org/10.5194/cp-10-1645-2014, 2014
M. N. A. Maris, B. de Boer, S. R. M. Ligtenberg, M. Crucifix, W. J. van de Berg, and J. Oerlemans
The Cryosphere, 8, 1347–1360, https://doi.org/10.5194/tc-8-1347-2014, https://doi.org/10.5194/tc-8-1347-2014, 2014
M. Crucifix
Clim. Past, 9, 2253–2267, https://doi.org/10.5194/cp-9-2253-2013, https://doi.org/10.5194/cp-9-2253-2013, 2013
Related subject area
Subject: Time series, machine learning, networks, stochastic processes, extreme events | Topic: Climate, atmosphere, ocean, hydrology, cryosphere, biosphere
Learning extreme vegetation response to climate drivers with recurrent neural networks
Representation learning with unconditional denoising diffusion models for dynamical systems
Characterisation of Dansgaard–Oeschger events in palaeoclimate time series using the matrix profile method
Evaluation of forecasts by a global data-driven weather model with and without probabilistic post-processing at Norwegian stations
The sampling method for optimal precursors of El Niño–Southern Oscillation events
A comparison of two causal methods in the context of climate analyses
A two-fold deep-learning strategy to correct and downscale winds over mountains
Downscaling of surface wind forecasts using convolutional neural networks
Superstatistical analysis of sea surface currents in the Gulf of Trieste, measured by high-frequency radar, and its relation to wind regimes using the maximum-entropy principle
Physically constrained covariance inflation from location uncertainty
Data-driven methods to estimate the committor function in conceptual ocean models
Exploring meteorological droughts' spatial patterns across Europe through complex network theory
Rain process models and convergence to point processes
Integrated hydrodynamic and machine learning models for compound flooding prediction in a data-scarce estuarine delta
Empirical adaptive wavelet decomposition (EAWD): an adaptive decomposition for the variability analysis of observation time series in atmospheric science
Predicting sea surface temperatures with coupled reservoir computers
Lévy noise versus Gaussian-noise-induced transitions in the Ghil–Sellers energy balance model
Using neural networks to improve simulations in the gray zone
Direct Bayesian model reduction of smaller scale convective activity conditioned on large-scale dynamics
A waveform skewness index for measuring time series nonlinearity and its applications to the ENSO–Indian monsoon relationship
The blessing of dimensionality for the analysis of climate data
Empirical evidence of a fluctuation theorem for the wind mechanical power input into the ocean
Producing realistic climate data with generative adversarial networks
Identification of droughts and heatwaves in Germany with regional climate networks
Recurrence analysis of extreme event-like data
Extracting statistically significant eddy signals from large Lagrangian datasets using wavelet ridge analysis, with application to the Gulf of Mexico
Improvements to the use of the Trajectory-Adaptive Multilevel Sampling algorithm for the study of rare events
Ensemble-based statistical interpolation with Gaussian anamorphosis for the spatial analysis of precipitation
Applications of matrix factorization methods to climate data
Beyond univariate calibration: verifying spatial structure in ensembles of forecast fields
Simulation-based comparison of multivariate ensemble post-processing methods
Detecting dynamical anomalies in time series from different palaeoclimate proxy archives using windowed recurrence network analysis
Vertical profiles of wind gust statistics from a regional reanalysis using multivariate extreme value theory
Remember the past: a comparison of time-adaptive training schemes for non-homogeneous regression
On fluctuating momentum exchange in idealised models of air–sea interaction
A prototype stochastic parameterization of regime behaviour in the stably stratified atmospheric boundary layer
Statistical post-processing of ensemble forecasts of the height of new snow
Unravelling the spatial diversity of Indian precipitation teleconnections via a non-linear multi-scale approach
Statistical hypothesis testing in wavelet analysis: theoretical developments and applications to Indian rainfall
Comparison of stochastic parameterizations in the framework of a coupled ocean–atmosphere model
Idealized models of the joint probability distribution of wind speeds
Nonlinear analysis of the occurrence of hurricanes in the Gulf of Mexico and the Caribbean Sea
A general theory on frequency and time–frequency analysis of irregularly sampled time series based on projection methods – Part 2: Extension to time–frequency analysis
Tipping point analysis of ocean acoustic noise
On the intrinsic timescales of temporal variability in measurements of the surface solar radiation
Optimal heavy tail estimation – Part 1: Order selection
Network-based study of Lagrangian transport and mixing
Multi-scale event synchronization analysis for unravelling climate processes: a wavelet-based approach
Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion
A matrix clustering method to explore patterns of land-cover transitions in satellite-derived maps of the Brazilian Amazon
Francesco Martinuzzi, Miguel D. Mahecha, Gustau Camps-Valls, David Montero, Tristan Williams, and Karin Mora
Nonlin. Processes Geophys., 31, 535–557, https://doi.org/10.5194/npg-31-535-2024, https://doi.org/10.5194/npg-31-535-2024, 2024
Short summary
Short summary
We investigated how machine learning can forecast extreme vegetation responses to weather. Examining four models, no single one stood out as the best, though "echo state networks" showed minor advantages. Our results indicate that while these tools are able to generally model vegetation states, they face challenges under extreme conditions. This underlines the potential of artificial intelligence in ecosystem modeling, also pinpointing areas that need further research.
Tobias Sebastian Finn, Lucas Disson, Alban Farchi, Marc Bocquet, and Charlotte Durand
Nonlin. Processes Geophys., 31, 409–431, https://doi.org/10.5194/npg-31-409-2024, https://doi.org/10.5194/npg-31-409-2024, 2024
Short summary
Short summary
We train neural networks as denoising diffusion models for state generation in the Lorenz 1963 system and demonstrate that they learn an internal representation of the system. We make use of this learned representation and the pre-trained model in two downstream tasks: surrogate modelling and ensemble generation. For both tasks, the diffusion model can outperform other more common approaches. Thus, we see a potential of representation learning with diffusion models for dynamical systems.
Susana Barbosa, Maria Eduarda Silva, and Denis-Didier Rousseau
Nonlin. Processes Geophys., 31, 433–447, https://doi.org/10.5194/npg-31-433-2024, https://doi.org/10.5194/npg-31-433-2024, 2024
Short summary
Short summary
The characterisation of abrupt transitions in palaeoclimate records allows understanding of millennial climate variability and potential tipping points in the context of current climate change. In our study an algorithmic method, the matrix profile, is employed to characterise abrupt warmings designated as Dansgaard–Oeschger (DO) events and to identify the most similar transitions in the palaeoclimate time series.
John Bjørnar Bremnes, Thomas N. Nipen, and Ivar A. Seierstad
Nonlin. Processes Geophys., 31, 247–257, https://doi.org/10.5194/npg-31-247-2024, https://doi.org/10.5194/npg-31-247-2024, 2024
Short summary
Short summary
During the last 2 years, tremendous progress has been made in global data-driven weather models trained on reanalysis data. In this study, the Pangu-Weather model is compared to several numerical weather prediction models with and without probabilistic post-processing for temperature and wind speed forecasting. The results confirm that global data-driven models are promising for operational weather forecasting and that post-processing can improve these forecasts considerably.
Bin Shi and Junjie Ma
Nonlin. Processes Geophys., 31, 165–174, https://doi.org/10.5194/npg-31-165-2024, https://doi.org/10.5194/npg-31-165-2024, 2024
Short summary
Short summary
Different from traditional deterministic optimization algorithms, we implement the sampling method to compute the conditional nonlinear optimal perturbations (CNOPs) in the realistic and predictive coupled ocean–atmosphere model, which reduces the first-order information to the zeroth-order one, avoiding the high-cost computation of the gradient. The numerical performance highlights the importance of stochastic optimization algorithms to compute CNOPs and capture initial optimal precursors.
David Docquier, Giorgia Di Capua, Reik V. Donner, Carlos A. L. Pires, Amélie Simon, and Stéphane Vannitsem
Nonlin. Processes Geophys., 31, 115–136, https://doi.org/10.5194/npg-31-115-2024, https://doi.org/10.5194/npg-31-115-2024, 2024
Short summary
Short summary
Identifying causes of specific processes is crucial in order to better understand our climate system. Traditionally, correlation analyses have been used to identify cause–effect relationships in climate studies. However, correlation does not imply causation, which justifies the need to use causal methods. We compare two independent causal methods and show that these are superior to classical correlation analyses. We also find some interesting differences between the two methods.
Louis Le Toumelin, Isabelle Gouttevin, Clovis Galiez, and Nora Helbig
Nonlin. Processes Geophys., 31, 75–97, https://doi.org/10.5194/npg-31-75-2024, https://doi.org/10.5194/npg-31-75-2024, 2024
Short summary
Short summary
Forecasting wind fields over mountains is of high importance for several applications and particularly for understanding how wind erodes and disperses snow. Forecasters rely on operational wind forecasts over mountains, which are currently only available on kilometric scales. These forecasts can also be affected by errors of diverse origins. Here we introduce a new strategy based on artificial intelligence to correct large-scale wind forecasts in mountains and increase their spatial resolution.
Florian Dupuy, Pierre Durand, and Thierry Hedde
Nonlin. Processes Geophys., 30, 553–570, https://doi.org/10.5194/npg-30-553-2023, https://doi.org/10.5194/npg-30-553-2023, 2023
Short summary
Short summary
Forecasting near-surface winds over complex terrain requires high-resolution numerical weather prediction models, which drastically increase the duration of simulations and hinder them in running on a routine basis. A faster alternative is statistical downscaling. We explore different ways of calculating near-surface wind speed and direction using artificial intelligence algorithms based on various convolutional neural networks in order to find the best approach for wind downscaling.
Sofia Flora, Laura Ursella, and Achim Wirth
Nonlin. Processes Geophys., 30, 515–525, https://doi.org/10.5194/npg-30-515-2023, https://doi.org/10.5194/npg-30-515-2023, 2023
Short summary
Short summary
An increasing amount of data allows us to move from low-order moments of fluctuating observations to their PDFs. We found the analytical fat-tailed PDF form (a combination of Gaussian and two-exponential convolutions) for 2 years of sea surface current increments in the Gulf of Trieste, using superstatistics and the maximum-entropy principle twice: on short and longer timescales. The data from different wind regimes follow the same analytical PDF, pointing towards a universal behaviour.
Yicun Zhen, Valentin Resseguier, and Bertrand Chapron
Nonlin. Processes Geophys., 30, 237–251, https://doi.org/10.5194/npg-30-237-2023, https://doi.org/10.5194/npg-30-237-2023, 2023
Short summary
Short summary
This paper provides perspective that the displacement vector field of physical state fields should be determined by the tensor fields associated with the physical fields. The advantage of this perspective is that certain physical quantities can be conserved while applying a displacement vector field to transfer the original physical field. A direct application of this perspective is the physically constrained covariance inflation scheme proposed in this paper.
Valérian Jacques-Dumas, René M. van Westen, Freddy Bouchet, and Henk A. Dijkstra
Nonlin. Processes Geophys., 30, 195–216, https://doi.org/10.5194/npg-30-195-2023, https://doi.org/10.5194/npg-30-195-2023, 2023
Short summary
Short summary
Computing the probability of occurrence of rare events is relevant because of their high impact but also difficult due to the lack of data. Rare event algorithms are designed for that task, but their efficiency relies on a score function that is hard to compute. We compare four methods that compute this function from data and measure their performance to assess which one would be best suited to be applied to a climate model. We find neural networks to be most robust and flexible for this task.
Domenico Giaquinto, Warner Marzocchi, and Jürgen Kurths
Nonlin. Processes Geophys., 30, 167–181, https://doi.org/10.5194/npg-30-167-2023, https://doi.org/10.5194/npg-30-167-2023, 2023
Short summary
Short summary
Despite being among the most severe climate extremes, it is still challenging to assess droughts’ features for specific regions. In this paper we study meteorological droughts in Europe using concepts derived from climate network theory. By exploring the synchronization in droughts occurrences across the continent we unveil regional clusters which are individually examined to identify droughts’ geographical propagation and source–sink systems, which could potentially support droughts’ forecast.
Scott Hottovy and Samuel N. Stechmann
Nonlin. Processes Geophys., 30, 85–100, https://doi.org/10.5194/npg-30-85-2023, https://doi.org/10.5194/npg-30-85-2023, 2023
Short summary
Short summary
Rainfall is erratic and difficult to predict. Thus, random models are often used to describe rainfall events. Since many of these random models are based more on statistics than physical laws, it is desirable to develop connections between the random statistical models and the underlying physics of rain. Here, a physics-based model is shown to converge to a statistics-based model, which helps to provide a physical basis for the statistics-based model.
Joko Sampurno, Valentin Vallaeys, Randy Ardianto, and Emmanuel Hanert
Nonlin. Processes Geophys., 29, 301–315, https://doi.org/10.5194/npg-29-301-2022, https://doi.org/10.5194/npg-29-301-2022, 2022
Short summary
Short summary
In this study, we successfully built and evaluated machine learning models for predicting water level dynamics as a proxy for compound flooding hazards in a data-scarce delta. The issues that we tackled here are data scarcity and low computational resources for building flood forecasting models. The proposed approach is suitable for use by local water management agencies in developing countries that encounter these issues.
Olivier Delage, Thierry Portafaix, Hassan Bencherif, Alain Bourdier, and Emma Lagracie
Nonlin. Processes Geophys., 29, 265–277, https://doi.org/10.5194/npg-29-265-2022, https://doi.org/10.5194/npg-29-265-2022, 2022
Short summary
Short summary
The complexity of geophysics systems results in time series with fluctuations at all timescales. The analysis of their variability then consists in decomposing them into a set of basis signals. We developed here a new adaptive filtering method called empirical adaptive wavelet decomposition that optimizes the empirical-mode decomposition existing technique, overcoming its drawbacks using the rigour of wavelets as defined in the recently published empirical wavelet transform method.
Benjamin Walleshauser and Erik Bollt
Nonlin. Processes Geophys., 29, 255–264, https://doi.org/10.5194/npg-29-255-2022, https://doi.org/10.5194/npg-29-255-2022, 2022
Short summary
Short summary
As sea surface temperature (SST) is vital for understanding the greater climate of the Earth and is also an important variable in weather prediction, we propose a model that effectively capitalizes on the reduced complexity of machine learning models while still being able to efficiently predict over a large spatial domain. We find that it is proficient at predicting the SST at specific locations as well as over the greater domain of the Earth’s oceans.
Valerio Lucarini, Larissa Serdukova, and Georgios Margazoglou
Nonlin. Processes Geophys., 29, 183–205, https://doi.org/10.5194/npg-29-183-2022, https://doi.org/10.5194/npg-29-183-2022, 2022
Short summary
Short summary
In most of the investigations on metastable systems, the stochastic forcing is modulated by Gaussian noise. Lévy noise laws, which describe jump processes, have recently received a lot of attention, but much less is known. We study stochastic versions of the Ghil–Sellers energy balance model, and we highlight the fundamental difference between how transitions are performed between the competing warm and snowball states, depending on whether Gaussian or Lévy noise acts as forcing.
Raphael Kriegmair, Yvonne Ruckstuhl, Stephan Rasp, and George Craig
Nonlin. Processes Geophys., 29, 171–181, https://doi.org/10.5194/npg-29-171-2022, https://doi.org/10.5194/npg-29-171-2022, 2022
Short summary
Short summary
Our regional numerical weather prediction models run at kilometer-scale resolutions. Processes that occur at smaller scales not yet resolved contribute significantly to the atmospheric flow. We use a neural network (NN) to represent the unresolved part of physical process such as cumulus clouds. We test this approach on a simplified, yet representative, 1D model and find that the NN corrections vastly improve the model forecast up to a couple of days.
Robert Polzin, Annette Müller, Henning Rust, Peter Névir, and Péter Koltai
Nonlin. Processes Geophys., 29, 37–52, https://doi.org/10.5194/npg-29-37-2022, https://doi.org/10.5194/npg-29-37-2022, 2022
Short summary
Short summary
In this study, a recent algorithmic framework called Direct Bayesian Model Reduction (DBMR) is applied which provides a scalable probability-preserving identification of reduced models directly from data. The stochastic method is tested in a meteorological application towards a model reduction to latent states of smaller scale convective activity conditioned on large-scale atmospheric flow.
Justin Schulte, Frederick Policelli, and Benjamin Zaitchik
Nonlin. Processes Geophys., 29, 1–15, https://doi.org/10.5194/npg-29-1-2022, https://doi.org/10.5194/npg-29-1-2022, 2022
Short summary
Short summary
The skewness of a time series is commonly used to quantify the extent to which positive (negative) deviations from the mean are larger than negative (positive) ones. However, in some cases, traditional skewness may not provide reliable information about time series skewness, motivating the development of a waveform skewness index in this paper. The waveform skewness index is used to show that changes in the relationship strength between climate time series could arise from changes in skewness.
Bo Christiansen
Nonlin. Processes Geophys., 28, 409–422, https://doi.org/10.5194/npg-28-409-2021, https://doi.org/10.5194/npg-28-409-2021, 2021
Short summary
Short summary
In geophysics we often need to analyse large samples of high-dimensional fields. Fortunately but counterintuitively, such high dimensionality can be a blessing, and we demonstrate how this allows simple analytical results to be derived. These results include estimates of correlations between sample members and how the sample mean depends on the sample size. We show that the properties of high dimensionality with success can be applied to climate fields, such as those from ensemble modelling.
Achim Wirth and Bertrand Chapron
Nonlin. Processes Geophys., 28, 371–378, https://doi.org/10.5194/npg-28-371-2021, https://doi.org/10.5194/npg-28-371-2021, 2021
Short summary
Short summary
In non-equilibrium statistical mechanics, which describes forced-dissipative systems such as air–sea interaction, there is no universal probability density function (pdf). Some such systems have recently been demonstrated to exhibit a symmetry called a fluctuation theorem (FT), which strongly constrains the shape of the pdf. Using satellite data, the mechanical power input to the ocean by air–sea interaction following or not a FT is questioned. A FT is found to apply over specific ocean regions.
Camille Besombes, Olivier Pannekoucke, Corentin Lapeyre, Benjamin Sanderson, and Olivier Thual
Nonlin. Processes Geophys., 28, 347–370, https://doi.org/10.5194/npg-28-347-2021, https://doi.org/10.5194/npg-28-347-2021, 2021
Short summary
Short summary
This paper investigates the potential of a type of deep generative neural network to produce realistic weather situations when trained from the climate of a general circulation model. The generator represents the climate in a compact latent space. It is able to reproduce many aspects of the targeted multivariate distribution. Some properties of our method open new perspectives such as the exploration of the extremes close to a given state or how to connect two realistic weather states.
Gerd Schädler and Marcus Breil
Nonlin. Processes Geophys., 28, 231–245, https://doi.org/10.5194/npg-28-231-2021, https://doi.org/10.5194/npg-28-231-2021, 2021
Short summary
Short summary
We used regional climate networks (RCNs) to identify past heatwaves and droughts in Germany. RCNs provide information for whole areas and can provide many details of extreme events. The RCNs were constructed on the grid of the E-OBS data set. Time series correlation was used to construct the networks. Network metrics were compared to standard extreme indices and differed considerably between normal and extreme years. The results show that RCNs can identify severe and moderate extremes.
Abhirup Banerjee, Bedartha Goswami, Yoshito Hirata, Deniz Eroglu, Bruno Merz, Jürgen Kurths, and Norbert Marwan
Nonlin. Processes Geophys., 28, 213–229, https://doi.org/10.5194/npg-28-213-2021, https://doi.org/10.5194/npg-28-213-2021, 2021
Jonathan M. Lilly and Paula Pérez-Brunius
Nonlin. Processes Geophys., 28, 181–212, https://doi.org/10.5194/npg-28-181-2021, https://doi.org/10.5194/npg-28-181-2021, 2021
Short summary
Short summary
Long-lived eddies are an important part of the ocean circulation. Here a dataset for studying eddies in the Gulf of Mexico is created through the analysis of trajectories of drifting instruments. The method involves the identification of quasi-periodic signals, characteristic of particles trapped in eddies, from the displacement records, followed by the creation of a measure of statistical significance. It is expected that this dataset will be of use to other authors studying this region.
Pascal Wang, Daniele Castellana, and Henk A. Dijkstra
Nonlin. Processes Geophys., 28, 135–151, https://doi.org/10.5194/npg-28-135-2021, https://doi.org/10.5194/npg-28-135-2021, 2021
Short summary
Short summary
This paper proposes two improvements to the use of Trajectory-Adaptive Multilevel Sampling, a rare-event algorithm which computes noise-induced transition probabilities. The first improvement uses locally linearised dynamics in order to reduce the arbitrariness associated with defining what constitutes a transition. The second improvement uses empirical transition paths accumulated at high noise in order to formulate the score function which determines the performance of the algorithm.
Cristian Lussana, Thomas N. Nipen, Ivar A. Seierstad, and Christoffer A. Elo
Nonlin. Processes Geophys., 28, 61–91, https://doi.org/10.5194/npg-28-61-2021, https://doi.org/10.5194/npg-28-61-2021, 2021
Short summary
Short summary
An unprecedented amount of rainfall data is available nowadays, such as ensemble model output, weather radar estimates, and in situ observations from networks of both traditional and opportunistic sensors. Nevertheless, the exact amount of precipitation, to some extent, eludes our knowledge. The objective of our study is precipitation reconstruction through the combination of numerical model outputs with observations from multiple data sources.
Dylan Harries and Terence J. O'Kane
Nonlin. Processes Geophys., 27, 453–471, https://doi.org/10.5194/npg-27-453-2020, https://doi.org/10.5194/npg-27-453-2020, 2020
Short summary
Short summary
Different dimension reduction methods may produce profoundly different low-dimensional representations of multiscale systems. We perform a set of case studies to investigate these differences. When a clear scale separation is present, similar bases are obtained using all methods, but when this is not the case some methods may produce representations that are poorly suited for describing features of interest, highlighting the importance of a careful choice of method when designing analyses.
Josh Jacobson, William Kleiber, Michael Scheuerer, and Joseph Bellier
Nonlin. Processes Geophys., 27, 411–427, https://doi.org/10.5194/npg-27-411-2020, https://doi.org/10.5194/npg-27-411-2020, 2020
Short summary
Short summary
Most verification metrics for ensemble forecasts assess the representation of uncertainty at a particular location and time. We study a new diagnostic tool based on fractions of threshold exceedance (FTE) which evaluates an additional important attribute: the ability of ensemble forecast fields to reproduce the spatial structure of observed fields. The utility of this diagnostic tool is demonstrated through simulations and an application to ensemble precipitation forecasts.
Sebastian Lerch, Sándor Baran, Annette Möller, Jürgen Groß, Roman Schefzik, Stephan Hemri, and Maximiliane Graeter
Nonlin. Processes Geophys., 27, 349–371, https://doi.org/10.5194/npg-27-349-2020, https://doi.org/10.5194/npg-27-349-2020, 2020
Short summary
Short summary
Accurate models of spatial, temporal, and inter-variable dependencies are of crucial importance for many practical applications. We review and compare several methods for multivariate ensemble post-processing, where such dependencies are imposed via copula functions. Our investigations utilize simulation studies that mimic challenges occurring in practical applications and allow ready interpretation of the effects of different misspecifications of the numerical weather prediction ensemble.
Jaqueline Lekscha and Reik V. Donner
Nonlin. Processes Geophys., 27, 261–275, https://doi.org/10.5194/npg-27-261-2020, https://doi.org/10.5194/npg-27-261-2020, 2020
Julian Steinheuer and Petra Friederichs
Nonlin. Processes Geophys., 27, 239–252, https://doi.org/10.5194/npg-27-239-2020, https://doi.org/10.5194/npg-27-239-2020, 2020
Short summary
Short summary
Many applications require wind gust estimates at very different atmospheric altitudes, such as in the wind energy sector. However, numerical weather prediction models usually only derive estimates for gusts at 10 m above the land surface. We present a statistical model that gives the hourly peak wind speed. The model is trained based on a weather reanalysis and observations from the Hamburg Weather Mast. Reliable predictions are derived at up to 250 m, even at unobserved intermediate levels.
Moritz N. Lang, Sebastian Lerch, Georg J. Mayr, Thorsten Simon, Reto Stauffer, and Achim Zeileis
Nonlin. Processes Geophys., 27, 23–34, https://doi.org/10.5194/npg-27-23-2020, https://doi.org/10.5194/npg-27-23-2020, 2020
Short summary
Short summary
Statistical post-processing aims to increase the predictive skill of probabilistic ensemble weather forecasts by learning the statistical relation between historical pairs of observations and ensemble forecasts within a given training data set. This study compares four different training schemes and shows that including multiple years of data in the training set typically yields a more stable post-processing while it loses the ability to quickly adjust to temporal changes in the underlying data.
Achim Wirth
Nonlin. Processes Geophys., 26, 457–477, https://doi.org/10.5194/npg-26-457-2019, https://doi.org/10.5194/npg-26-457-2019, 2019
Short summary
Short summary
The conspicuous feature of the atmosphere–ocean system is the large difference in the masses of the two media. In this respect there is a strong analogy to Brownian motion, with light and fast molecules colliding with heavy and slow Brownian particles. I apply the tools of non-equilibrium statistical mechanics for studying Brownian motion to air–sea interaction.
Carsten Abraham, Amber M. Holdsworth, and Adam H. Monahan
Nonlin. Processes Geophys., 26, 401–427, https://doi.org/10.5194/npg-26-401-2019, https://doi.org/10.5194/npg-26-401-2019, 2019
Short summary
Short summary
Atmospheric stably stratified boundary layers display transitions between regimes of sustained and intermittent turbulence. These transitions are not well represented in numerical weather prediction and climate models. A prototype explicitly stochastic turbulence parameterization simulating regime dynamics is presented and tested in an idealized model. Results demonstrate that the approach can improve the regime representation in models.
Jari-Pekka Nousu, Matthieu Lafaysse, Matthieu Vernay, Joseph Bellier, Guillaume Evin, and Bruno Joly
Nonlin. Processes Geophys., 26, 339–357, https://doi.org/10.5194/npg-26-339-2019, https://doi.org/10.5194/npg-26-339-2019, 2019
Short summary
Short summary
Forecasting the height of new snow is crucial for avalanche hazard, road viability, ski resorts and tourism. The numerical models suffer from systematic and significant errors which are misleading for the final users. Here, we applied for the first time a state-of-the-art statistical method to correct ensemble numerical forecasts of the height of new snow from their statistical link with measurements in French Alps and Pyrenees. Thus the realism of automatic forecasts can be quickly improved.
Jürgen Kurths, Ankit Agarwal, Roopam Shukla, Norbert Marwan, Maheswaran Rathinasamy, Levke Caesar, Raghavan Krishnan, and Bruno Merz
Nonlin. Processes Geophys., 26, 251–266, https://doi.org/10.5194/npg-26-251-2019, https://doi.org/10.5194/npg-26-251-2019, 2019
Short summary
Short summary
We examined the spatial diversity of Indian rainfall teleconnection at different timescales, first by identifying homogeneous communities and later by computing non-linear linkages between the identified communities (spatial regions) and dominant climatic patterns, represented by climatic indices such as El Nino–Southern Oscillation, Indian Ocean Dipole, North Atlantic Oscillation, Pacific Decadal Oscillation and Atlantic Multi-Decadal Oscillation.
Justin A. Schulte
Nonlin. Processes Geophys., 26, 91–108, https://doi.org/10.5194/npg-26-91-2019, https://doi.org/10.5194/npg-26-91-2019, 2019
Short summary
Short summary
Statistical hypothesis tests in wavelet analysis are used to asses the likelihood that time series features are noise. The choice of test will determine which features emerge as a signal. Tests based on area do poorly at distinguishing abrupt fluctuations from periodic behavior, unlike tests based on arclength that do better. The application of the tests suggests that there are features in Indian rainfall time series that emerge from background noise.
Jonathan Demaeyer and Stéphane Vannitsem
Nonlin. Processes Geophys., 25, 605–631, https://doi.org/10.5194/npg-25-605-2018, https://doi.org/10.5194/npg-25-605-2018, 2018
Short summary
Short summary
We investigate the modeling of the effects of the unresolved scales on the large scales of the coupled ocean–atmosphere model MAOOAM. Two different physically based stochastic methods are considered and compared, in various configurations of the model. Both methods show remarkable performances and are able to model fundamental changes in the model dynamics. Ways to improve the parameterizations' implementation are also proposed.
Adam H. Monahan
Nonlin. Processes Geophys., 25, 335–353, https://doi.org/10.5194/npg-25-335-2018, https://doi.org/10.5194/npg-25-335-2018, 2018
Short summary
Short summary
Bivariate probability density functions (pdfs) of wind speed characterize the relationship between speeds at two different locations or times. This study develops such pdfs of wind speed from distributions of the components, following a well-established approach for univariate distributions. The ability of these models to characterize example observed datasets is assessed. The mathematical complexity of these models suggests further extensions of this line of reasoning may not be practical.
Berenice Rojo-Garibaldi, David Alberto Salas-de-León, María Adela Monreal-Gómez, Norma Leticia Sánchez-Santillán, and David Salas-Monreal
Nonlin. Processes Geophys., 25, 291–300, https://doi.org/10.5194/npg-25-291-2018, https://doi.org/10.5194/npg-25-291-2018, 2018
Short summary
Short summary
Hurricanes are complex systems that carry large amounts of energy. Its impact produces, most of the time, natural disasters involving the loss of human lives and of materials and infrastructure that is accounted for in billions of US dollars. Not everything is negative as hurricanes are the main source of rainwater for the regions where they develop. In this study we make a nonlinear analysis of the time series obtained from 1749 to 2012 of the hurricane occurrence in the Gulf of Mexico.
Guillaume Lenoir and Michel Crucifix
Nonlin. Processes Geophys., 25, 175–200, https://doi.org/10.5194/npg-25-175-2018, https://doi.org/10.5194/npg-25-175-2018, 2018
Short summary
Short summary
There is so far no general framework for handling the continuous wavelet transform when the time sampling is irregular. Here we provide such a framework with the Morlet wavelet, based on the results of part I of this study. We also design a test of significance against a general background noise which encompasses the Gaussian white or red noise. All the analysis tools presented in this article are available to the reader in the Python package WAVEPAL.
Valerie N. Livina, Albert Brouwer, Peter Harris, Lian Wang, Kostas Sotirakopoulos, and Stephen Robinson
Nonlin. Processes Geophys., 25, 89–97, https://doi.org/10.5194/npg-25-89-2018, https://doi.org/10.5194/npg-25-89-2018, 2018
Short summary
Short summary
We have applied tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system: long-term and seasonal trends, system states and fluctuations. We reconstructed a one-dimensional stochastic model equation to approximate the acoustic dynamical system. We have found a signature of El Niño events in the deep ocean acoustic data near the southwest Australian coast, which proves the investigative power of the tipping point methodology.
Marc Bengulescu, Philippe Blanc, and Lucien Wald
Nonlin. Processes Geophys., 25, 19–37, https://doi.org/10.5194/npg-25-19-2018, https://doi.org/10.5194/npg-25-19-2018, 2018
Short summary
Short summary
We employ the Hilbert–Huang transform to study the temporal variability in time series of daily means of the surface solar irradiance (SSI) at different locations around the world. The data have a significant spectral peak corresponding to the yearly variability cycle and feature quasi-stochastic high-frequency "weather noise", irrespective of the geographical location or of the local climate. Our findings can improve models for estimating SSI from satellite images or forecasts of the SSI.
Manfred Mudelsee and Miguel A. Bermejo
Nonlin. Processes Geophys., 24, 737–744, https://doi.org/10.5194/npg-24-737-2017, https://doi.org/10.5194/npg-24-737-2017, 2017
Short summary
Short summary
Risk analysis of extremes has high socioeconomic relevance. Of crucial interest is the tail probability, P, of the distribution of a variable, which is the chance of observing a value equal to or greater than a certain threshold value, x. Many variables in geophysical systems (e.g. climate) show heavy tail behaviour, where P may be rather large. In particular, P decreases with x as a power law that is described by a parameter, α. We present an improved method to estimate α on data.
Kathrin Padberg-Gehle and Christiane Schneide
Nonlin. Processes Geophys., 24, 661–671, https://doi.org/10.5194/npg-24-661-2017, https://doi.org/10.5194/npg-24-661-2017, 2017
Short summary
Short summary
Transport and mixing processes in fluid flows are crucially influenced by coherent structures, such as eddies, gyres, or jets in geophysical flows. We propose a very simple and computationally efficient approach for analyzing coherent behavior in fluid flows. The central object is a flow network constructed directly from particle trajectories. The network's local and spectral properties are shown to give a very good indication of coherent as well as mixing regions in the underlying flow.
Ankit Agarwal, Norbert Marwan, Maheswaran Rathinasamy, Bruno Merz, and Jürgen Kurths
Nonlin. Processes Geophys., 24, 599–611, https://doi.org/10.5194/npg-24-599-2017, https://doi.org/10.5194/npg-24-599-2017, 2017
Short summary
Short summary
Extreme events such as floods and droughts result from synchronization of different natural processes working at multiple timescales. Investigation on an observation timescale will not reveal the inherent underlying dynamics triggering these events. This paper develops a new method based on wavelets and event synchronization to unravel the hidden dynamics responsible for such sudden events. This method is tested with synthetic and real-world cases and the results are promising.
Jonathan M. Lilly, Adam M. Sykulski, Jeffrey J. Early, and Sofia C. Olhede
Nonlin. Processes Geophys., 24, 481–514, https://doi.org/10.5194/npg-24-481-2017, https://doi.org/10.5194/npg-24-481-2017, 2017
Short summary
Short summary
This work arose from a desire to understand the nature of particle motions in turbulence. We sought a simple conceptual model that could describe such motions, then realized that this model could be applicable to an array of other problems. The basic idea is to create a string of random numbers, called a stochastic process, that mimics the properties of particle trajectories. This model could be useful in making best use of data from freely drifting instruments tracking the ocean currents.
Finn Müller-Hansen, Manoel F. Cardoso, Eloi L. Dalla-Nora, Jonathan F. Donges, Jobst Heitzig, Jürgen Kurths, and Kirsten Thonicke
Nonlin. Processes Geophys., 24, 113–123, https://doi.org/10.5194/npg-24-113-2017, https://doi.org/10.5194/npg-24-113-2017, 2017
Short summary
Short summary
Deforestation and subsequent land uses in the Brazilian Amazon have huge impacts on greenhouse gas emissions, local climate and biodiversity. To better understand these land-cover changes, we apply complex systems methods uncovering spatial patterns in regional transition probabilities between land-cover types, which we estimate using maps derived from satellite imagery. The results show clusters of similar land-cover dynamics and thus complement studies at the local scale.
Cited articles
Akaike, H.: A new look at the statistical model identification, IEEE T.
Automat. Contr., 19, 716–723, https://doi.org/10.1109/TAC.1974.1100705, 1974. a
Bretthorst, L.: Nonuniform Sampling: Bandwidth and Aliasing, in: AIP
Conference Proceedings – Bayesian Inference and Maximum Entropy Methods in
Science and Engineering, edited by: Rychert, J., Gary, E., and Smith, R.,
vol. 567, 1–28, Boise, Idaho, USA, https://doi.org/10.1063/1.1381847,
1999. a
Brockwell, P. and Davis, R.: Introduction to Time Series and Forecasting,
Springer Texts in Statistics, Third edn., Springer International Publishing, https://doi.org/10.1007/978-3-319-29854-2, 2016. a, b, c, d
Bronez, T.: Spectral estimation of irregularly sampled multidimensional
processes by generalized prolate spheroidal sequences, IEEE T. Acoust.
Speech, 36, 1862–1873, https://doi.org/10.1109/29.9031, 1988. a
Ferraz-Mello, S.: Estimation of Periods from Unequally Spaced Observations,
Astron. J., 86, 619–624, https://doi.org/10.1086/112924, 1981. a, b, c, d
Fodor, I. and Stark, P.: Multitaper spectrum estimation for time series with
gaps, IEEE T. Signal Proces., 48, 3472–3483,
https://doi.org/10.1109/78.887039, 2000. a
Ghil, M., Allen, M. R., Dettinger, M. D., Ide, K., Kondrashov, D., Mann, M. E.,
Robertson, A. W., Saunders, A., Tian, Y., Varadi, F., and Yiou, P.: Advanced
spectral methods for climatic time series, Rev. Geophys., 40, 1003,
https://doi.org/10.1029/2000RG000092, 2002. a
Harris, F.: On the use of windows for harmonic analysis with the discrete
Fourier transform, Proceedings of the IEEE, 66, 51–83,
https://doi.org/10.1109/PROC.1978.10837, 1978. a, b
Hasselmann, K.: Stochastic climate models Part I. Theory, Tellus, 28,
473–485, https://doi.org/10.1111/j.2153-3490.1976.tb00696.x, 1976. a, b
Jeffreys, H.: An Invariant Form for the Prior Probability in Estimation
Problems, P. Roy. Soc. Lond. A Mat., 186, 453–461,
https://doi.org/10.1098/rspa.1946.0056,
1946. a
Jian, Z., Zhao, Q., Cheng, X., Wang, J., Wang, P., and Su, X.:
Pliocene-Pleistocene stable isotope and paleoceanographic changes in the
northern South China Sea, Palaeogeogr. Palaeocl., 193, 425–442,
https://doi.org/10.1016/S0031-0182(03)00259-1, 2003. a
Jones, R. and Ackerson, L.: Serial correlation in unequally spaced longitudinal
data, Biometrika, 77, 721–731, https://doi.org/10.1093/biomet/77.4.721,
1990. a
Kelly, B., Becker, A., Sobolewska, M., Siemiginowska, A., and Uttley, P.:
Flexible and Scalable Methods for Quantifying Stochastic Variability in the
Era of Massive Time-domain Astronomical Data Sets, Astrophys. J.,
788, 33, https://doi.org/10.1088/0004-637X/788/1/33, 2014. a, b, c, d, e, f, g, h, i
Kemp, D.: Optimizing significance testing of astronomical forcing in
cyclostratigraphy, Paleoceanography, 31, 1516–1531, https://doi.org/10.1002/2016PA002963,
2016. a
Lenoir, G.: Time-frequency analysis of regularly and irregularly sampled time
series: Projection and multitaper methods, PhD thesis, Université
catholique de Louvain – Faculté des Sciences – Georges Lemaître
Centre for Earth and Climate Research, Louvain-la-Neuve, Belgium, available
at: https://dial.uclouvain.be/pr/boreal/object/boreal:191751 (last
access: 22 February 2018), 2017. a
Lenoir, G. and Crucifix, M.: A general theory on frequency and
time–frequency analysis of irregularly sampled time series based on
projection methods – Part 2: Extension to time–frequency analysis, Nonlin.
Processes Geophys., 25, 175–200, https://doi.org/10.5194/npg-25-175-2018, 2018. a, b, c, d, e, f
Lomb, N.: Least-squares frequency analysis of unequally spaced data,
Astrophys. Space Sci., 39, 447–462, https://doi.org/10.1007/BF00648343, 1976. a, b
Mortier, A., Faria, J. P., Correia, C. M., Santerne, A., and Santos, N. C.:
BGLS: A Bayesian formalism for the generalised Lomb-Scargle
periodogram, Astron. Astrophys., 573, A101,
https://doi.org/10.1051/0004-6361/201424908, 2015. a
Mudelsee, M., Scholz, D., Röthlisberger, R., Fleitmann, D., Mangini, A.,
and Wolff, E. W.: Climate spectrum estimation in the presence of timescale
errors, Nonlin. Processes Geophys., 16, 43–56,
https://doi.org/10.5194/npg-16-43-2009, 2009. a
Pardo Igúzquiza, E. and Rodríguez Tovar, F.: Spectral and
cross-spectral analysis of uneven time series with the smoothed
Lomb-Scargle periodogram and Monte Carlo evaluation of statistical
significance, Comput. Geosci., 49, 207–216,
https://doi.org/10.1016/j.cageo.2012.06.018, 2012. a
Provost, S.: Moment-Based Density Approximants, The Mathematica Journal, 9,
727–756, available at: http://www.mathematica-journal.com/issue/v9i4/DensityApproximants.html (last access: 22 February 2018), 2005. a
Rehfeld, K., Marwan, N., Heitzig, J., and Kurths, J.: Comparison of
correlation analysis techniques for irregularly sampled time series, Nonlin.
Processes Geophys., 18, 389–404, https://doi.org/10.5194/npg-18-389-2011,
2011. a
Riedel, K. and Sidorenko, A.: Minimum bias multiple taper spectral estimation,
IEEE T. Signal Proces., 43, 188–195,
https://doi.org/10.1109/78.365298, 1995. a, b
Robinson, P.: Estimation of a time series model from unequally spaced data,
Stoch. Proc. Appl., 6, 9–24, https://doi.org/10.1016/0304-4149(77)90013-8, 1977. a
Schulz, M. and Mudelsee, M.: REDFIT: estimating red-noise spectra directly
from unevenly spaced paleoclimatic time series, Comput. Geosci., 28,
421–426, https://doi.org/10.1016/S0098-3004(01)00044-9, 2002. a, b, c, d
Schulz, M. and Stattegger, K.: SPECTRUM: spectral analysis of unevenly spaced
paleoclimatic time series, Comput. Geosci., 23, 929–945,
https://doi.org/10.1016/S0098-3004(97)00087-3, 1997. a, b, c, d
Stacy, E. W. and Mihram, G. A.: Parameter Estimation for a Generalized Gamma
Distribution, Technometrics, 7, 349–358,
https://doi.org/10.1080/00401706.1965.10490268, 1965.
a, b
Thomson, D.: Spectrum estimation and harmonic analysis, Proceedings of the
IEEE, 70, 1055–1096, https://doi.org/10.1109/PROC.1982.12433, 1982. a, b
Torrence, C. and Compo, G.: A Practical Guide to Wavelet Analysis, B. Am.
Meteorol. Soc., 79, 61–78,
https://doi.org/10.1175/1520-0477(1998)079<0061:APGTWA>2.0.CO;2, 1998. a
Torrésani, B.: Analyse continue par ondelettes, Savoirs actuels/Série
physique, CNRS Editions and EDP Sciences, Paris, France, 1995. a
Uhlenbeck, G. E. and Ornstein, L. S.: On the Theory of the Brownian Motion,
Phys. Rev., 36, 823–841, https://doi.org/10.1103/PhysRev.36.823, 1930. a
Vio, R., Andreani, P., and Biggs, A.: Unevenly-sampled signals: a general
formalism for the Lomb-Scargle periodogram, Astron. Astrophys.,
519, A85, https://doi.org/10.1051/0004-6361/201014079, 2010. a
Walden, A. T.: A unified view of multitaper multivariate spectral estimation,
Biometrika, 87, 767–788, https://doi.org/10.1093/biomet/87.4.767,
2000. a, b
Welch, P.: The use of fast Fourier transform for the estimation of power
spectra: A method based on time averaging over short, modified periodograms,
IEEE T. Acoust. Speech, 15, 70–73,
https://doi.org/10.1109/TAU.1967.1161901, 1967. a, b, c
Zechmeister, M. and Kürster, M.: The generalised Lomb-Scargle
periodogram, Astron. Astrophys., 496, 577–584,
https://doi.org/10.1051/0004-6361:200811296, 2009. a
Short summary
We develop a general framework for the frequency analysis of irregularly sampled time series. We also design a test of significance against a general background noise which encompasses the Gaussian white or red noise. Our results generalize and unify methods developed in the fields of geosciences, engineering, astronomy and astrophysics. All the analysis tools presented in this paper are available to the reader in the Python package WAVEPAL.
We develop a general framework for the frequency analysis of irregularly sampled time series. We...
