Valerie Livina

Bio: Valerie Livina is an academic researcher from National Physical Laboratory. The author has contributed to research in topics: Tipping point (climatology) & Tipping point (physics). The author has an hindex of 22, co-authored 72 publications receiving 2775 citations. Previous affiliations of Valerie Livina include Bar-Ilan University & University of East Anglia.

Methods for detecting early warnings of critical transitions in time series illustrated using simulated ecological data

Abstract: Many dynamical systems, including lakes, organisms, ocean circulation patterns, or financial markets, are now thought to have tipping points where critical transitions to a contrasting state can happen. Because critical transitions can occur unexpectedly and are difficult to manage, there is a need for methods that can be used to identify when a critical transition is approaching. Recent theory shows that we can identify the proximity of a system to a critical transition using a variety of so-called ‘early warning signals’, and successful empirical examples suggest a potential for practical applicability. However, while the range of proposed methods for predicting critical transitions is rapidly expanding, opinions on their practical use differ widely, and there is no comparative study that tests the limitations of the different methods to identify approaching critical transitions using time-series data. Here, we summarize a range of currently available early warning methods and apply them to two simulated time series that are typical of systems undergoing a critical transition. In addition to a methodological guide, our work offers a practical toolbox that may be used in a wide range of fields to help detect early warning signals of critical transitions in time series data.

Early warning signals of ecological transitions: methods for spatial patterns.

Abstract: A number of ecosystems can exhibit abrupt shifts between alternative stable states. Because of their important ecological and economic consequences, recent research has focused on devising early warning signals for anticipating such abrupt ecological transitions. In particular, theoretical studies show that changes in spatial characteristics of the system could provide early warnings of approaching transitions. However, the empirical validation of these indicators lag behind their theoretical developments. Here, we summarize a range of currently available spatial early warning signals, suggest potential null models to interpret their trends, and apply them to three simulated spatial data sets of systems undergoing an abrupt transition. In addition to providing a step-by-step methodology for applying these signals to spatial data sets, we propose a statistical toolbox that may be used to help detect approaching transitions in a wide range of spatial data. We hope that our methodology together with the computer codes will stimulate the application and testing of spatial early warning signals on real spatial data.

Early warning of climate tipping points from critical slowing down: comparing methods to improve robustness

Abstract: We address whether robust early warning signals can, in principle, be provided before a climate tipping point is reached, focusing on methods that seek to detect critical slowing down as a precursor of bifurcation. As a test bed, six previously analysed datasets are reconsidered, three palaeoclimate records approaching abrupt transitions at the end of the last ice age and three models of varying complexity forced through a collapse of the Atlantic thermohaline circulation. Approaches based on examining the lag-1 autocorrelation function or on detrended fluctuation analysis are applied together and compared. The effects of aggregating the data, detrending method, sliding window length and filtering bandwidth are examined. Robust indicators of critical slowing down are found prior to the abrupt warming event at the end of the Younger Dryas, but the indicators are less clear prior to the Bolling-Allerod warming, or glacial termination in Antarctica. Early warnings of thermohaline circulation collapse can be masked by inter-annual variability driven by atmospheric dynamics. However, rapidly decaying modes can be successfully filtered out by using a long bandwidth or by aggregating data. The two methods have complementary strengths and weaknesses and we recommend applying them together to improve the robustness of early warnings.

No increase in global temperature variability despite changing regional patterns

Abstract: Evidence from Greenland ice cores shows that year-to-year temperature variability was probably higher in some past cold periods, but there is considerable interest in determining whether global warming is increasing climate variability at present. This interest is motivated by an understanding that increased variability and resulting extreme weather conditions may be more difficult for society to adapt to than altered mean conditions. So far, however, in spite of suggestions of increased variability, there is considerable uncertainty as to whether it is occurring. Here we show that although fluctuations in annual temperature have indeed shown substantial geographical variation over the past few decades, the time-evolving standard deviation of globally averaged temperature anomalies has been stable. A feature of the changes has been a tendency for many regions of low variability to experience increases, which might contribute to the perception of increased climate volatility. The normalization of temperature anomalies creates the impression of larger relative overall increases, but our use of absolute values, which we argue is a more appropriate approach, reveals little change. Regionally, greater year-to-year changes recently occurred in much of North America and Europe. Many climate models predict that total variability will ultimately decrease under high greenhouse gas concentrations, possibly associated with reductions in sea-ice cover. Our findings contradict the view that a warming world will automatically be one of more overall climatic variation.

Multifractality of river runoff and precipitation: Comparison of fluctuation analysis and wavelet methods

Abstract: We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet-transform modulus maxima technique and obtain agreement within the error margins. In contrast to previous studies, we find non-universal behaviour: on long time scales, above a crossover time scale of several weeks, the runoff records are described by fluctuation exponents varying from river to river in a wide range. Similar variations are observed for the precipitation records which exhibit weaker, but still significant multifractality. For all runoff records the type of multifractality is consistent with a modified version of the binomial multifractal model, while several precipitation records seem to require different models.

Forecasting, Structural Time Series Models and the Kalman Filter

Abstract: In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Early-warning signals for critical transitions

Abstract: Complex dynamical systems, ranging from ecosystems to financial markets and the climate, can have tipping points at which a sudden shift to a contrasting dynamical regime may occur. Although predicting such critical points before they are reached is extremely difficult, work in different scientific fields is now suggesting the existence of generic early-warning signals that may indicate for a wide class of systems if a critical threshold is approaching.

The Ensemble Kalman Filter: Theoretical formulation and practical implementation

Abstract: The purpose of this paper is to provide a comprehensive presentation and interpretation of the Ensemble Kalman Filter (EnKF) and its numerical implementation. The EnKF has a large user group, and numerous publications have discussed applications and theoretical aspects of it. This paper reviews the important results from these studies and also presents new ideas and alternative interpretations which further explain the success of the EnKF. In addition to providing the theoretical framework needed for using the EnKF, there is also a focus on the algorithmic formulation and optimal numerical implementation. A program listing is given for some of the key subroutines. The paper also touches upon specific issues such as the use of nonlinear measurements, in situ profiles of temperature and salinity, and data which are available with high frequency in time. An ensemble based optimal interpolation (EnOI) scheme is presented as a cost-effective approach which may serve as an alternative to the EnKF in some applications. A fairly extensive discussion is devoted to the use of time correlated model errors and the estimation of model bias.

Tipping elements in the Earth's climate system

Abstract: The term "tipping point" commonly refers to a critical threshold at which a tiny perturbation can qualitatively alter the state or development of a system. Here we introduce the term "tipping element" to describe large-scale components of the Earth system that may pass a tipping point. We critically evaluate potential policy-relevant tipping elements in the climate system under anthropogenic forcing, drawing on the pertinent literature and a recent international workshop to compile a short list, and we assess where their tipping points lie. An expert elicitation is used to help rank their sensitivity to global warming and the uncertainty about the underlying physical mechanisms. Then we explain how, in principle, early warning systems could be established to detect the proximity of some tipping points.

Chapter 12 - Long-term climate change: Projections, commitments and irreversibility

Abstract: This chapter assesses long-term projections of climate change for the end of the 21st century and beyond, where the forced signal depends on the scenario and is typically larger than the internal variability of the climate system. Changes are expressed with respect to a baseline period of 1986-2005, unless otherwise stated.