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In Search of Determinism-Sensitive Region to Avoid Artefacts in Recurrence Plots

2018, Wendi, Dadiyorto, Marwan, Norbert, Merz, Bruno

As an effort to reduce parameter uncertainties in constructing recurrence plots, and in particular to avoid potential artefacts, this paper presents a technique to derive artefact-safe region of parameter sets. This technique exploits both deterministic (incl. chaos) and stochastic signal characteristics of recurrence quantification (i.e. diagonal structures). It is useful when the evaluated signal is known to be deterministic. This study focuses on the recurrence plot generated from the reconstructed phase space in order to represent many real application scenarios when not all variables to describe a system are available (data scarcity). The technique involves random shuffling of the original signal to destroy its original deterministic characteristics. Its purpose is to evaluate whether the determinism values of the original and the shuffled signal remain closely together, and therefore suggesting that the recurrence plot might comprise artefacts. The use of such determinism-sensitive region shall be accompanied by standard embedding optimization approaches, e.g. using indices like false nearest neighbor and mutual information, to result in a more reliable recurrence plot parameterization.

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Multiband Wavelet Age Modeling for a ∼293 m (∼600 kyr) Sediment Core From Chew Bahir Basin, Southern Ethiopian Rift

2021, Duesing, Walter, Berner, Nadine, Deino, Alan L., Foerster, Verena, Kraemer, K. Hauke, Marwan, Norbert, Trauth, Martin H.

The use of cyclostratigraphy to reconstruct the timing of deposition of lacustrine deposits requires sophisticated tuning techniques that can accommodate continuous long-term changes in sedimentation rates. However, most tuning methods use stationary filters that are unable to take into account such long-term variations in accumulation rates. To overcome this problem we present herein a new multiband wavelet age modeling (MUBAWA) technique that is particularly suitable for such situations and demonstrate its use on a 293 m composite core from the Chew Bahir basin, southern Ethiopian rift. In contrast to traditional tuning methods, which use a single, defined bandpass filter, the new method uses an adaptive bandpass filter that adapts to changes in continuous spatial frequency evolution paths in a wavelet power spectrum, within which the wavelength varies considerably along the length of the core due to continuous changes in long-term sedimentation rates. We first applied the MUBAWA technique to a synthetic data set before then using it to establish an age model for the approximately 293 m long composite core from the Chew Bahir basin. For this we used the 2nd principal component of color reflectance values from the sediment, which showed distinct cycles with wavelengths of 10–15 and of ∼40 m that were probably a result of the influence of orbital cycles. We used six independent 40Ar/39Ar ages from volcanic ash layers within the core to determine an approximate spatial frequency range for the orbital signal. Our results demonstrate that the new wavelet-based age modeling technique can significantly increase the accuracy of tuned age models.

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Predicting the data structure prior to extreme events from passive observables using echo state network

2022, Banerjee, Abhirup, Mishra, Arindam, Dana, Syamal K., Hens, Chittaranjan, Kapitaniak, Tomasz, Kurths, Jürgen, Marwan, Norbert

Extreme events are defined as events that largely deviate from the nominal state of the system as observed in a time series. Due to the rarity and uncertainty of their occurrence, predicting extreme events has been challenging. In real life, some variables (passive variables) often encode significant information about the occurrence of extreme events manifested in another variable (active variable). For example, observables such as temperature, pressure, etc., act as passive variables in case of extreme precipitation events. These passive variables do not show any large excursion from the nominal condition yet carry the fingerprint of the extreme events. In this study, we propose a reservoir computation-based framework that can predict the preceding structure or pattern in the time evolution of the active variable that leads to an extreme event using information from the passive variable. An appropriate threshold height of events is a prerequisite for detecting extreme events and improving the skill of their prediction. We demonstrate that the magnitude of extreme events and the appearance of a coherent pattern before the arrival of the extreme event in a time series affect the prediction skill. Quantitatively, we confirm this using a metric describing the mean phase difference between the input time signals, which decreases when the magnitude of the extreme event is relatively higher, thereby increasing the predictability skill.

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Recurrence flow measure of nonlinear dependence

2022, Braun, Tobias, Kraemer, K. Hauke, Marwan, Norbert

Couplings in complex real-world systems are often nonlinear and scale dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a high-dimensional nonlinear system. We propose a recurrence-based dependence measure that quantifies the relationship between multiple time series based on the predictability of their joint evolution. The statistical analysis of recurrence plots (RPs) is a powerful framework in nonlinear time series analysis that has proven to be effective in addressing many fundamental problems, e.g., regime shift detection and identification of couplings. The recurrence flow through an RP exploits artifacts in the formation of diagonal lines, a structure in RPs that reflects periods of predictable dynamics. Using time-delayed variables of a deterministic uni-/multivariate system, lagged dependencies with potentially many time scales can be captured by the recurrence flow measure. Given an RP, no parameters are required for its computation. We showcase the scope of the method for quantifying lagged nonlinear correlations and put a focus on the delay selection problem in time-delay embedding which is often used for attractor reconstruction. The recurrence flow measure of dependence helps to identify non-uniform delays and appears as a promising foundation for a recurrence-based state space reconstruction algorithm.

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Interconnection between the Indian and the East Asian summer monsoon: Spatial synchronization patterns of extreme rainfall events

2022, Gupta, Shraddha, Su, Zhen, Boers, Niklas, Kurths, Jürgen, Marwan, Norbert, Pappenberger, Florian

A deeper understanding of the intricate relationship between the two components of the Asian summer monsoon (ASM)—the Indian summer monsoon (ISM) and the East Asian summer monsoon (EASM)—is crucial to improve the subseasonal forecasting of extreme precipitation events. Using an innovative complex network-based approach, we identify two dominant synchronization pathways between ISM and EASM—a southern mode between the Arabian Sea and southeastern China occurring in June, and a northern mode between the core ISM zone and northern China which peaks in July—and their associated large-scale atmospheric circulation patterns. Furthermore, we discover that certain phases of the Madden–Julian oscillation and the lower frequency mode of the boreal summer intraseasonal oscillation (BSISO) seem to favour the overall synchronization of extreme rainfall events between ISM and EASM while the higher-frequency mode of the BSISO is likely to support the shifting between the modes of ISM–EASM connection.

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Analysis of Olive Grove Destruction by Xylella fastidiosa Bacterium on the Land Surface Temperature in Salento Detected Using Satellite Images

2021-9-16, Semeraro, Teodoro, Buccolieri, Riccardo, Vergine, Marzia, De Bellis, Luigi, Luvisi, Andrea, Emmanuel, Rohinton, Marwan, Norbert

Agricultural activity replaces natural vegetation with cultivated land and it is a major cause of local and global climate change. Highly specialized agricultural production leads to extensive monoculture farming with a low biodiversity that may cause low landscape resilience. This is the case on the Salento peninsula, in the Apulia Region of Italy, where the Xylella fastidiosa bacterium has caused the mass destruction of olive trees, many of them in monumental groves. The historical land cover that characterized the landscape is currently in a transition phase and can strongly affect climate conditions. This study aims to analyze how the destruction of olive groves by X. fastidiosa affects local climate change. Land surface temperature (LST) data detected by Landsat 8 and MODIS satellites are used as a proxies for microclimate mitigation ecosystem services linked to the evolution of the land cover. Moreover, recurrence quantification analysis was applied to the study of LST evolution. The results showed that olive groves are the least capable forest type for mitigating LST, but they are more capable than farmland, above all in the summer when the air temperature is the highest. The differences in the average LST from 2014 to 2020 between olive groves and farmland ranges from 2.8 °C to 0.8 °C. Furthermore, the recurrence analysis showed that X. fastidiosa was rapidly changing the LST of the olive groves into values to those of farmland, with a difference in LST reduced to less than a third from the time when the bacterium was identified in Apulia six years ago. The change generated by X. fastidiosa started in 2009 and showed more or less constant behavior after 2010 without substantial variation; therefore, this can serve as the index of a static situation, which can indicate non-recovery or non-transformation of the dying olive groves. Failure to restore the initial environmental conditions can be connected with the slow progress of the uprooting and replacing infected plants, probably due to attempts to save the historic aspect of the landscape by looking for solutions that avoid uprooting the diseased plants. This suggests that social-ecological systems have to be more responsive to phytosanitary epidemics and adapt to ecological processes, which cannot always be easily controlled, to produce more resilient landscapes and avoid unwanted transformations.

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Recurrence analysis of extreme event-like data

2021, Banerjee, Abhirup, Goswami, Bedartha, Hirata, Yoshito, Eroglu, Deniz, Merz, Bruno, Kurths, Jürgen, Marwan, Norbert

The identification of recurrences at various timescales in extreme event-like time series is challenging because of the rare occurrence of events which are separated by large temporal gaps. Most of the existing time series analysis techniques cannot be used to analyze an extreme event-like time series in its unaltered form. The study of the system dynamics by reconstruction of the phase space using the standard delay embedding method is not directly applicable to event-like time series as it assumes a Euclidean notion of distance between states in the phase space. The edit distance method is a novel approach that uses the point-process nature of events. We propose a modification of edit distance to analyze the dynamics of extreme event-like time series by incorporating a nonlinear function which takes into account the sparse distribution of extreme events and utilizes the physical significance of their temporal pattern. We apply the modified edit distance method to event-like data generated from point process as well as flood event series constructed from discharge data of the Mississippi River in the USA and compute their recurrence plots. From the recurrence analysis, we are able to quantify the deterministic properties of extreme event-like data. We also show that there is a significant serial dependency in the flood time series by using the random shuffle surrogate method.

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Complex systems approaches for Earth system data analysis

2021, Boers, Niklas, Kurths, Jürgen, Marwan, Norbert

Complex systems can, to a first approximation, be characterized by the fact that their dynamics emerging at the macroscopic level cannot be easily explained from the microscopic dynamics of the individual constituents of the system. This property of complex systems can be identified in virtually all natural systems surrounding us, but also in many social, economic, and technological systems. The defining characteristics of complex systems imply that their dynamics can often only be captured from the analysis of simulated or observed data. Here, we summarize recent advances in nonlinear data analysis of both simulated and real-world complex systems, with a focus on recurrence analysis for the investigation of individual or small sets of time series, and complex networks for the analysis of possibly very large, spatiotemporal datasets. We review and explain the recent success of these two key concepts of complexity science with an emphasis on applications for the analysis of geoscientific and in particular (palaeo-) climate data. In particular, we present several prominent examples where challenging problems in Earth system and climate science have been successfully addressed using recurrence analysis and complex networks. We outline several open questions for future lines of research in the direction of data-based complex system analysis, again with a focus on applications in the Earth sciences, and suggest possible combinations with suitable machine learning approaches. Beyond Earth system analysis, these methods have proven valuable also in many other scientific disciplines, such as neuroscience, physiology, epidemics, or engineering.

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The role of atmospheric rivers in the distribution of heavy precipitation events over North America

2023, Vallejo-Bernal, Sara M., Wolf, Frederik, Boers, Niklas, Traxl, Dominik, Marwan, Norbert, Kurths, Jürgen

Atmospheric rivers (ARs) are filaments of extensive water vapor transport in the lower troposphere that play a crucial role in the distribution of freshwater but can also cause natural and economic damage by facilitating heavy precipitation. Here, we investigate the large-scale spatiotemporal synchronization patterns of heavy precipitation events (HPEs) over the western coast and the continental regions of North America (NA), during the period from 1979 to 2018. In particular, we use event synchronization and a complex network approach incorporating varying delays to examine the temporal evolution of spatial patterns of HPEs in the aftermath of land-falling ARs. For that, we employ the SIO-R1 catalog of ARs that landfall on the western coast of NA, ranked in terms of intensity and persistence on an AR-strength scale which varies from level AR1 to AR5, along with daily precipitation estimates from ERA5 with a 0.25'spatial resolution. Our analysis reveals a cascade of synchronized HPEs, triggered by ARs of level AR3 or higher. On the first 3d after an AR makes landfall, HPEs mostly occur and synchronize along the western coast of NA. In the subsequent days, moisture can be transported to central and eastern Canada and cause synchronized but delayed HPEs there. Furthermore, we confirm the robustness of our findings with an additional AR catalog based on a different AR detection method. Finally, analyzing the anomalies of integrated water vapor transport, geopotential height, upper-level meridional wind, and precipitation, we find atmospheric circulation patterns that are consistent with the spatiotemporal evolution of the synchronized HPEs. Revealing the role of ARs in the precipitation patterns over NA will lead to a better understanding of inland HPEs and the effects that changing climate dynamics will have on precipitation occurrence and consequent impacts in the context of a warming atmosphere.

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Detection of dynamical regime transitions with lacunarity as a multiscale recurrence quantification measure

2021, Braun, Tobias, Unni, Vishnu R., Sujith, R.I., Kurths, Juergen, Marwan, Norbert

We propose lacunarity as a novel recurrence quantification measure and illustrate its efficacy to detect dynamical regime transitions which are exhibited by many complex real-world systems. We carry out a recurrence plot-based analysis for different paradigmatic systems and nonlinear empirical data in order to demonstrate the ability of our method to detect dynamical transitions ranging across different temporal scales. It succeeds to distinguish states of varying dynamical complexity in the presence of noise and non-stationarity, even when the time series is of short length. In contrast to traditional recurrence quantifiers, no specification of minimal line lengths is required and geometric features beyond linear structures in the recurrence plot can be accounted for. This makes lacunarity more broadly applicable as a recurrence quantification measure. Lacunarity is usually interpreted as a measure of heterogeneity or translational invariance of an arbitrary spatial pattern. In application to recurrence plots, it quantifies the degree of heterogeneity in the temporal recurrence patterns at all relevant time scales. We demonstrate the potential of the proposed method when applied to empirical data, namely time series of acoustic pressure fluctuations from a turbulent combustor. Recurrence lacunarity captures both the rich variability in dynamical complexity of acoustic pressure fluctuations and shifting time scales encoded in the recurrence plots. Furthermore, it contributes to a better distinction between stable operation and near blowout states of combustors.