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Comparison of correlation analysis techniques for irregularly sampled time series
Geoscientific measurements often provide time series with irregular time sampling, requiring either data reconstruction (interpolation) or sophisticated methods to handle irregular sampling. We compare the linear interpolation technique and different approaches for analyzing the correlation functions and persistence of irregularly sampled time series, as Lomb-Scargle Fourier transformation and kernel-based methods. In a thorough benchmark test we investigate the performance of these techniques. All methods have comparable root mean square errors (RMSEs) for low skewness of the inter-observation time distribution. For high skewness, very irregular data, interpolation bias and RMSE increase strongly. We find a 40 % lower RMSE for the lag-1 autocorrelation function (ACF) for the Gaussian kernel method vs. the linear interpolation scheme,in the analysis of highly irregular time series. For the cross correlation function (CCF) the RMSE is then lower by 60 %. The application of the Lomb-Scargle technique gave results comparable to the kernel methods for the univariate, but poorer results in the bivariate case. Especially the high-frequency components of the signal, where classical methods show a strong bias in ACF and CCF magnitude, are preserved when using the kernel methods. We illustrate the performances of interpolation vs. Gaussian kernel method by applying both to paleo-data from four locations, reflecting late Holocene Asian monsoon variability as derived from speleothem δ18O measurements. Cross correlation results are similar for both methods, which we attribute to the long time scales of the common variability. The persistence time (memory) is strongly overestimated when using the standard, interpolation-based, approach. Hence, the Gaussian kernel is a reliable and more robust estimator with significant advantages compared to other techniques and suitable for large scale application to paleo-data.
Networks from Flows - From Dynamics to Topology
Complex network approaches have recently been applied to continuous spatial dynamical systems, like climate, successfully uncovering the system's interaction structure. However the relationship between the underlying atmospheric or oceanic flow's dynamics and the estimated network measures have remained largely unclear. We bridge this crucial gap in a bottom-up approach and define a continuous analytical analogue of Pearson correlation networks for advection-diffusion dynamics on a background flow. Analysing complex networks of prototypical flows and from time series data of the equatorial Pacific, we find that our analytical model reproduces the most salient features of these networks and thus provides a general foundation of climate networks. The relationships we obtain between velocity field and network measures show that line-like structures of high betweenness mark transition zones in the flow rather than, as previously thought, the propagation of dynamical information.