Showing papers by "Manfred Mudelsee published in 2013"
TL;DR: In this paper, a technique of time series analysis, called potential forecasting, which is based on dynamical propagation of the probability density of the time series is introduced. But this method is not suitable for time series of any origin and can be used to forecast dynamics in any origin.
Abstract: a b s t r a c t We introduce a technique of time series analysis, potential forecasting, which is based on dynamical propagation of the probability density of time series. We employ polynomial coefficients of the orthogonal approximation of the empirical probability distribution and extrapolate them in order to forecast the future probability distribution of data. The method is tested on artificial data, used for hindcasting observed climate data, and then applied to forecast Arctic sea-ice time series. The proposed methodology completes a framework for 'potential analysis' of tipping points which altogether serves anticipating, detecting and forecasting nonlinear changes including bifurcations using several independent techniques of time series analysis. Although being applied to climatological series in the present paper, the method is very general and can be used to forecast dynamics in time series of any origin.
16 citations
Journal Article•
TL;DR: In this paper, the authors adapt the PearsonT program into a new version called PearsonT3, by calibrating the confidence interval to increase the coverage accuracy, which is a bootstrap resampling technique, which basically performs a second bootstrap loop or resamples from the bootstrap re-sampling.
Abstract: Estimation of the Pearson’s correlation coefficient between two time series to evaluate the influences of one time depended variable on another is one of the most often used statistical method in climate sciences. Various methods are used to estimate confidence interval to support the correlation point estimate. Many of them make strong mathematical assumptions regarding distributional shape and serial correlation, which are rarely met. More robust statistical methods are needed to increase the accuracy of the confidence intervals. Bootstrap confidence intervals are estimated in the Fortran 90 program PearsonT (Mudelsee, 2003), where the main intention was to get an accurate confidence interval for correlation coefficient between two time series by taking the serial dependence of the process that generated the data into account. However, Monte Carlo experiments show that the coverage accuracy for smaller data sizes can be improved. Here we adapt the PearsonT program into a new version called PearsonT3, by calibrating the confidence interval to increase the coverage accuracy. Calibration is a bootstrap resampling technique, which basically performs a second bootstrap loop or resamples from the bootstrap resamples. It offers, like the non-calibrated bootstrap confidence intervals, robustness against the data distribution. Pairwise moving block bootstrap is used to preserve the serial correlation of both time series. The calibration is applied to standard error based bootstrap Student’s t confidence intervals. The performances of the calibrated confidence intervals are examined with Monte Carlo simulations, and compared with the performances of confidence intervals without calibration, that is, PearsonT. The coverage accuracy is evidently better for the calibrated confidence intervals where the coverage error is acceptably small (i.e. within a few percentage points) already for data sizes as small as 20. One form of climate time series is output from numerical models which simulate the climate system. The method is applied to model data from the high resolution ocean model, INALT01 where the relationship between the Agulhas Leakage and the North Brazil Current is evaluated. Preliminary results show significant correlation between the two variables when there is 10 year lag between them, which is more or less the time that takes the Agulhas Leakage water to reach the North Brazil Current.
2 citations
2 citations
Journal Article•
TL;DR: In this paper, the authors compared the Holocene with previous interglacials in terms of these mathematical approaches, interprete results in a climate context, assess uncertainties and the requirements to data from old IGs for yielding results of ’acceptable accuracy.
Abstract: Studying the climate dynamics of past interglacials (IGs) helps to better assess the anthropogenically influenced dynamics of the current IG, the Holocene. We select the IG portions from the EPICA Dome C ice core archive, which covers the past 800 ka, to apply methods of statistical time series analysis (Mudelsee 2010). The analysed variables are deuterium/H (indicating temperature) (Jouzel et al. 2007), greenhouse gases (Siegenthaler et al. 2005, Loulergue et al. 2008, Lu thi et al. 2008) and a model-co-derived climate radiative forcing (Kohler et al. 2010). We select additionally high-resolution sea-surface-temperature records from the marine sedimentary archive. The first statistical method, persistence time estimation (Mudelsee 2002) lets us infer the ’climate memory’ property of IGs. Second, linear regression informs about long-term climate trends during IGs. Third, ramp function regression (Mudelsee 2000) is adapted to look on abrupt climate changes during IGs. We compare the Holocene with previous IGs in terms of these mathematical approaches, interprete results in a climate context, assess uncertainties and the requirements to data from old IGs for yielding results of ’acceptable’ accuracy.
This work receives financial support from the Deutsche Forschungsgemeinschaft (Project ClimSens within the DFG Research Priority Program INTERDYNAMIK) and the European Commission (Marie Curie Initial Training Network LINC, No. 289447, within the 7th Framework Programme).