scholarly journals A comparison of two methods for detecting abrupt changes in the variance of climatic time series

Author(s):  
Sergei N. Rodionov

Abstract. Two methods for detecting abrupt shifts in the variance – Integrated Cumulative Sum of Squares (ICSS) and Sequential Regime Shift Detector (SRSD) – have been compared on both synthetic and observed time series. In Monte Carlo experiments, SRSD outperformed ICSS in the overwhelming majority of the modeled scenarios with different sequences of variance regimes. The SRSD advantage was particularly apparent in the case of outliers in the series. On the other hand, SRSD has more parameters to adjust than ICSS, which requires more experience from the user in order to select those parameters properly. Therefore, ICSS can serve as a good starting point of a regime shift analysis. When tested on climatic time series, in most cases both methods detected the same change points in the longer series (252–787 monthly values). The only exception was the Arctic Ocean sea surface temperature (SST) series, when ICSS found one extra change point that appeared to be spurious. As for the shorter time series (66–136 yearly values), ICSS failed to detect any change points even when the variance doubled or tripled from one regime to another. For these time series, SRSD is recommended. Interestingly, all the climatic time series tested, from the Arctic to the tropics, had one thing in common: the last shift detected in each of these series was toward a high-variance regime. This is consistent with other findings of increased climate variability in recent decades.

2015 ◽  
Vol 370 (1659) ◽  
pp. 20130272 ◽  
Author(s):  
G. Beaugrand ◽  
A. Conversi ◽  
S. Chiba ◽  
M. Edwards ◽  
S. Fonda-Umani ◽  
...  

Regime shifts are characterized by sudden, substantial and temporally persistent changes in the state of an ecosystem. They involve major biological modifications and often have important implications for exploited living resources. In this study, we examine whether regime shifts observed in 11 marine systems from two oceans and three regional seas in the Northern Hemisphere (NH) are synchronous, applying the same methodology to all. We primarily infer marine pelagic regime shifts from abrupt shifts in zooplankton assemblages, with the exception of the East Pacific where ecosystem changes are inferred from fish. Our analyses provide evidence for quasi-synchronicity of marine pelagic regime shifts both within and between ocean basins, although these shifts lie embedded within considerable regional variability at both year-to-year and lower-frequency time scales. In particular, a regime shift was detected in the late 1980s in many studied marine regions, although the exact year of the observed shift varied somewhat from one basin to another. Another regime shift was also identified in the mid- to late 1970s but concerned less marine regions. We subsequently analyse the main biological signals in relation to changes in NH temperature and pressure anomalies. The results suggest that the main factor synchronizing regime shifts on large scales is NH temperature; however, changes in atmospheric circulation also appear important. We propose that this quasi-synchronous shift could represent the variably lagged biological response in each ecosystem to a large-scale, NH change of the climatic system, involving both an increase in NH temperature and a strongly positive phase of the Arctic Oscillation. Further investigation is needed to determine the relative roles of changes in temperature and atmospheric pressure patterns and their resultant teleconnections in synchronizing regime shifts at large scales.


2020 ◽  
pp. 1-13
Author(s):  
Guanghua Hao ◽  
Jie Su ◽  
Timo Vihma ◽  
Fei Huang

Abstract The Arctic winter seasonal sea ice (WSSI) concentration from 1979 to 2019 is derived from passive microwave data. Based on Empirical Orthogonal Function (EOF) analysis, the WSSI time series includes regionally different trends, abrupt shifts and interannual variations. The time series of the first EOF mode (PC1) mainly represents the WSSI trend, which is characterized by an increase, particularly in the Pacific sector. PC1 confirms two abrupt shifts in WSSI in 1989 and 2007, with a variance of 31%. After 2007, the large-scale atmospheric circulation anomaly shows a strengthened wavenumber 3 structure at high latitudes associated with a mid-tropospheric low-pressure anomaly in central and western Siberia and a high-pressure anomaly in eastern Siberia in summer and autumn. These patterns have promoted the increased transport of moist static energy to the central Arctic and contributed to increased near-surface air temperatures that may enhance ice melting in summer and reduce ice growth in autumn and winter. The changes in ice melt and growth have had opposite effects in the Pacific and Atlantic sectors: WSSI has increased in the Pacific sector due to the replacement of multi-year ice by WSSI, and decreased in the Atlantic sector due to the replacement of WSSI by open water.


2014 ◽  
Vol 21 (3) ◽  
pp. 605-615 ◽  
Author(s):  
M. Gorji Sefidmazgi ◽  
M. Sayemuzzaman ◽  
A. Homaifar ◽  
M. K. Jha ◽  
S. Liess

Abstract. In order to analyze low-frequency variability of climate, it is useful to model the climatic time series with multiple linear trends and locate the times of significant changes. In this paper, we have used non-stationary time series clustering to find change points in the trends. Clustering in a multi-dimensional non-stationary time series is challenging, since the problem is mathematically ill-posed. Clustering based on the finite element method (FEM) is one of the methods that can analyze multidimensional time series. One important attribute of this method is that it is not dependent on any statistical assumption and does not need local stationarity in the time series. In this paper, it is shown how the FEM-clustering method can be used to locate change points in the trend of temperature time series from in situ observations. This method is applied to the temperature time series of North Carolina (NC) and the results represent region-specific climate variability despite higher frequency harmonics in climatic time series. Next, we investigated the relationship between the climatic indices with the clusters/trends detected based on this clustering method. It appears that the natural variability of climate change in NC during 1950–2009 can be explained mostly by AMO and solar activity.


Author(s):  
ZHIHUA ZHANG ◽  
JOHN C. MOORE ◽  
ASLAK GRINSTED

In order to extract the intrinsic information of climatic time series from background red noise, in this paper, we will first give an analytic formula on the distribution of Haar wavelet power spectra of red noise in a rigorous statistical framework. After that, by comparing the difference of wavelet power spectra of real climatic time series and red noise, we can extract intrinsic features of climatic time series. Finally, we use our method to analyze Arctic Oscillation (AO) which is a key aspect of climate variability in the Northern Hemisphere, and discover a great change in fundamental properties of the AO, commonly called a regime shift or tripping point.


2021 ◽  
Vol 13 (11) ◽  
pp. 2174
Author(s):  
Lijian Shi ◽  
Sen Liu ◽  
Yingni Shi ◽  
Xue Ao ◽  
Bin Zou ◽  
...  

Polar sea ice affects atmospheric and ocean circulation and plays an important role in global climate change. Long time series sea ice concentrations (SIC) are an important parameter for climate research. This study presents an SIC retrieval algorithm based on brightness temperature (Tb) data from the FY3C Microwave Radiation Imager (MWRI) over the polar region. With the Tb data of Special Sensor Microwave Imager/Sounder (SSMIS) as a reference, monthly calibration models were established based on time–space matching and linear regression. After calibration, the correlation between the Tb of F17/SSMIS and FY3C/MWRI at different channels was improved. Then, SIC products over the Arctic and Antarctic in 2016–2019 were retrieved with the NASA team (NT) method. Atmospheric effects were reduced using two weather filters and a sea ice mask. A minimum ice concentration array used in the procedure reduced the land-to-ocean spillover effect. Compared with the SIC product of National Snow and Ice Data Center (NSIDC), the average relative difference of sea ice extent of the Arctic and Antarctic was found to be acceptable, with values of −0.27 ± 1.85 and 0.53 ± 1.50, respectively. To decrease the SIC error with fixed tie points (FTPs), the SIC was retrieved by the NT method with dynamic tie points (DTPs) based on the original Tb of FY3C/MWRI. The different SIC products were evaluated with ship observation data, synthetic aperture radar (SAR) sea ice cover products, and the Round Robin Data Package (RRDP). In comparison with the ship observation data, the SIC bias of FY3C with DTP is 4% and is much better than that of FY3C with FTP (9%). Evaluation results with SAR SIC data and closed ice data from RRDP show a similar trend between FY3C SIC with FTPs and FY3C SIC with DTPs. Using DTPs to present the Tb seasonal change of different types of sea ice improved the SIC accuracy, especially for the sea ice melting season. This study lays a foundation for the release of long time series operational SIC products with Chinese FY3 series satellites.


Water ◽  
2021 ◽  
Vol 13 (12) ◽  
pp. 1633
Author(s):  
Elena-Simona Apostol ◽  
Ciprian-Octavian Truică ◽  
Florin Pop ◽  
Christian Esposito

Due to the exponential growth of the Internet of Things networks and the massive amount of time series data collected from these networks, it is essential to apply efficient methods for Big Data analysis in order to extract meaningful information and statistics. Anomaly detection is an important part of time series analysis, improving the quality of further analysis, such as prediction and forecasting. Thus, detecting sudden change points with normal behavior and using them to discriminate between abnormal behavior, i.e., outliers, is a crucial step used to minimize the false positive rate and to build accurate machine learning models for prediction and forecasting. In this paper, we propose a rule-based decision system that enhances anomaly detection in multivariate time series using change point detection. Our architecture uses a pipeline that automatically manages to detect real anomalies and remove the false positives introduced by change points. We employ both traditional and deep learning unsupervised algorithms, in total, five anomaly detection and five change point detection algorithms. Additionally, we propose a new confidence metric based on the support for a time series point to be an anomaly and the support for the same point to be a change point. In our experiments, we use a large real-world dataset containing multivariate time series about water consumption collected from smart meters. As an evaluation metric, we use Mean Absolute Error (MAE). The low MAE values show that the algorithms accurately determine anomalies and change points. The experimental results strengthen our assumption that anomaly detection can be improved by determining and removing change points as well as validates the correctness of our proposed rules in real-world scenarios. Furthermore, the proposed rule-based decision support systems enable users to make informed decisions regarding the status of the water distribution network and perform effectively predictive and proactive maintenance.


2012 ◽  
Vol 12 (4) ◽  
pp. 1785-1810 ◽  
Author(s):  
Y. Qian ◽  
C. N. Long ◽  
H. Wang ◽  
J. M. Comstock ◽  
S. A. McFarlane ◽  
...  

Abstract. Cloud Fraction (CF) is the dominant modulator of radiative fluxes. In this study, we evaluate CF simulated in the IPCC AR4 GCMs against ARM long-term ground-based measurements, with a focus on the vertical structure, total amount of cloud and its effect on cloud shortwave transmissivity. Comparisons are performed for three climate regimes as represented by the Department of Energy Atmospheric Radiation Measurement (ARM) sites: Southern Great Plains (SGP), Manus, Papua New Guinea and North Slope of Alaska (NSA). Our intercomparisons of three independent measurements of CF or sky-cover reveal that the relative differences are usually less than 10% (5%) for multi-year monthly (annual) mean values, while daily differences are quite significant. The total sky imager (TSI) produces smaller total cloud fraction (TCF) compared to a radar/lidar dataset for highly cloudy days (CF > 0.8), but produces a larger TCF value than the radar/lidar for less cloudy conditions (CF < 0.3). The compensating errors in lower and higher CF days result in small biases of TCF between the vertically pointing radar/lidar dataset and the hemispheric TSI measurements as multi-year data is averaged. The unique radar/lidar CF measurements enable us to evaluate seasonal variation of cloud vertical structures in the GCMs. Both inter-model deviation and model bias against observation are investigated in this study. Another unique aspect of this study is that we use simultaneous measurements of CF and surface radiative fluxes to diagnose potential discrepancies among the GCMs in representing other cloud optical properties than TCF. The results show that the model-observation and inter-model deviations have similar magnitudes for the TCF and the normalized cloud effect, and these deviations are larger than those in surface downward solar radiation and cloud transmissivity. This implies that other dimensions of cloud in addition to cloud amount, such as cloud optical thickness and/or cloud height, have a similar magnitude of disparity as TCF within the GCMs, and suggests that the better agreement among GCMs in solar radiative fluxes could be a result of compensating effects from errors in cloud vertical structure, overlap assumption, cloud optical depth and/or cloud fraction. The internal variability of CF simulated in ensemble runs with the same model is minimal. Similar deviation patterns between inter-model and model-measurement comparisons suggest that the climate models tend to generate larger biases against observations for those variables with larger inter-model deviation. The GCM performance in simulating the probability distribution, transmissivity and vertical profiles of cloud are comprehensively evaluated over the three ARM sites. The GCMs perform better at SGP than at the other two sites in simulating the seasonal variation and probability distribution of TCF. However, the models remarkably underpredict the TCF at SGP and cloud transmissivity is less susceptible to the change of TCF than observed. In the tropics, most of the GCMs tend to underpredict CF and fail to capture the seasonal variation of CF at middle and low levels. The high-level CF is much larger in the GCMs than the observations and the inter-model variability of CF also reaches a maximum at high levels in the tropics, indicating discrepancies in the representation of ice cloud associated with convection in the models. While the GCMs generally capture the maximum CF in the boundary layer and vertical variability, the inter-model deviation is largest near the surface over the Arctic.


2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Katerina G. Tsakiri ◽  
Antonios E. Marsellos ◽  
Igor G. Zurbenko

Flooding normally occurs during periods of excessive precipitation or thawing in the winter period (ice jam). Flooding is typically accompanied by an increase in river discharge. This paper presents a statistical model for the prediction and explanation of the water discharge time series using an example from the Schoharie Creek, New York (one of the principal tributaries of the Mohawk River). It is developed with a view to wider application in similar water basins. In this study a statistical methodology for the decomposition of the time series is used. The Kolmogorov-Zurbenko filter is used for the decomposition of the hydrological and climatic time series into the seasonal and the long and the short term component. We analyze the time series of the water discharge by using a summer and a winter model. The explanation of the water discharge has been improved up to 81%. The results show that as water discharge increases in the long term then the water table replenishes, and in the seasonal term it depletes. In the short term, the groundwater drops during the winter period, and it rises during the summer period. This methodology can be applied for the prediction of the water discharge at multiple sites.


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