Artificial Detection of Lower-Frequency Periodicity in Climatic Studies by Wavelet Analysis Demonstrated on Synthetic Time Series

Assaf Hochman Karlsruhe Institute of Technology, Institute of Meteorology and Climate Research, Eggenstein-Leopoldshafen, Germany

Search for other papers by Assaf Hochman in
Current site
Google Scholar
PubMed
Close
,
Hadas Saaroni Department of Geography and the Human Environment, Porter School of the Environment and Earth Sciences, Tel Aviv University, Tel Aviv, Israel

Search for other papers by Hadas Saaroni in
Current site
Google Scholar
PubMed
Close
,
Felix Abramovich Department of Statistics and Operations Research, School of Mathematical Sciences, Tel Aviv University, Tel Aviv, Israel

Search for other papers by Felix Abramovich in
Current site
Google Scholar
PubMed
Close
, and
Pinhas Alpert Department of Geophysics, Porter School of the Environment and Earth Sciences, Tel Aviv University, Tel Aviv, Israel

Search for other papers by Pinhas Alpert in
Current site
Google Scholar
PubMed
Close
Restricted access

Abstract

The continuous wavelet transform (CWT) is a frequently used tool to study periodicity in climate and other time series. Periodicity plays a significant role in climate reconstruction and prediction. In numerous studies, the use of CWT revealed dominant periodicity (DP) in climatic time series. Several studies suggested that these “natural oscillations” would even reverse global warming. It is shown here that the results of wavelet analysis for detecting DPs can be misinterpreted in the presence of local singularities that are manifested in lower frequencies. This may lead to false DP detection. CWT analysis of synthetic and real-data climatic time series, with local singularities, indicates a low-frequency DP even if there is no true periodicity in the time series. Therefore, it is argued that this is an inherent general property of CWT. Hence, applying CWT to climatic time series should be reevaluated, and more careful analysis of the entire wavelet power spectrum is required, with a focus on high frequencies as well. A conelike shape in the wavelet power spectrum most likely indicates the presence of a local singularity in the time series rather than a DP, even if the local singularity has an observational or a physical basis. It is shown that analyzing the derivatives of the time series may be helpful in interpreting the wavelet power spectrum. Nevertheless, these tests are only a partial remedy that does not completely neutralize the effects caused by the presence of local singularities.

Supplemental information related to this paper is available at the Journals Online website: https://doi.org/10.1175/JAMC-D-18-0331.s1.

© 2019 American Meteorological Society. For information regarding reuse of this content and general copyright information, consult the AMS Copyright Policy (www.ametsoc.org/PUBSReuseLicenses).

Corresponding author: Assaf Hochman, assafhochman@yahoo.com

Abstract

The continuous wavelet transform (CWT) is a frequently used tool to study periodicity in climate and other time series. Periodicity plays a significant role in climate reconstruction and prediction. In numerous studies, the use of CWT revealed dominant periodicity (DP) in climatic time series. Several studies suggested that these “natural oscillations” would even reverse global warming. It is shown here that the results of wavelet analysis for detecting DPs can be misinterpreted in the presence of local singularities that are manifested in lower frequencies. This may lead to false DP detection. CWT analysis of synthetic and real-data climatic time series, with local singularities, indicates a low-frequency DP even if there is no true periodicity in the time series. Therefore, it is argued that this is an inherent general property of CWT. Hence, applying CWT to climatic time series should be reevaluated, and more careful analysis of the entire wavelet power spectrum is required, with a focus on high frequencies as well. A conelike shape in the wavelet power spectrum most likely indicates the presence of a local singularity in the time series rather than a DP, even if the local singularity has an observational or a physical basis. It is shown that analyzing the derivatives of the time series may be helpful in interpreting the wavelet power spectrum. Nevertheless, these tests are only a partial remedy that does not completely neutralize the effects caused by the presence of local singularities.

Supplemental information related to this paper is available at the Journals Online website: https://doi.org/10.1175/JAMC-D-18-0331.s1.

© 2019 American Meteorological Society. For information regarding reuse of this content and general copyright information, consult the AMS Copyright Policy (www.ametsoc.org/PUBSReuseLicenses).

Corresponding author: Assaf Hochman, assafhochman@yahoo.com

Supplementary Materials

    • Supplemental Materials (PDF 1.74 MB)
Save
  • Abramovich, F., and Y. Benjamini, 1995: Thresholding of wavelet coefficients as multiple hypotheses testing procedure. Wavelets and Statistics, A. Antoniadis and G. Oppenheim, Eds., Lecture Notes in Statistics, Vol. 103, Springer-Verlag, 5–14.

    • Crossref
    • Export Citation
  • Abramovich, F., T. C. Bailey, and T. Sapatinas, 2000: Wavelet analysis and its statistical applications. J. Roy. Stat. Soc., 49D, 129, https://doi.org/10.1111/1467-9884.00216.

    • Search Google Scholar
    • Export Citation
  • Addison, P. S., 2017: The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance. CRC Press, 464 pp.

    • Crossref
    • Export Citation
  • Allen, M. R., and L. A. Smith, 1996: Monte Carlo SSA: Detecting irregular oscillations in the presence of colored noise. J. Climate, 9, 33733404, https://doi.org/10.1175/1520-0442(1996)009<3373:MCSDIO>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Averbuch, A. Z., P. Neittaanmäki, and V. A. Zheludev, 2014: Periodic Splines. Vol. 1, Spline and Spline Wavelet Methods with Applications to Signal and Image Processing, Springer, 496 pp.

    • Crossref
    • Export Citation
  • Averbuch, A. Z., P. Neittaanmäki, and V. A. Zheludev, 2015: Non Periodic Splines. Vol. 2, Spline and Spline Wavelet Methods with Applications to Signal and Image Processing, Springer, 426 pp.

    • Crossref
    • Export Citation
  • Bourassa, A. E., and Coauthors, 2012: Large volcanic aerosol load in the stratosphere linked to Asian monsoon transport. Science, 337, 7881, https://doi.org/10.1126/science.1219371.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Burn, M. J., and S. E. Palmer, 2015: Atlantic hurricane activity during the last millennium. Sci. Rep., 5, 12838, https://doi.org/10.1038/srep12838.

  • Cox, C. J., V. P. Walden, G. P. Compo, P. M. Rowe, M. D. Shupe, and K. Steffan, 2014: Downwelling longwave flux over summit, Greenland, 2010–2012: Analysis of surface-based observations and evaluation of ERA-Interim using wavelets. J. Geophys. Res., 119, 12 31712 377, https://doi.org/10.1002/2014JD021975.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • DeLong, K. L., T. M. Quinn, F. W. Taylor, K. Lin, and C. C. Shen, 2012: Sea surface temperature variability in the southwest tropical Pacific since AD 1649. Nat. Climate Change, 2, 799804, https://doi.org/10.1038/nclimate1583.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Duan, F., and Coauthors, 2014: Evidence for solar cycles in a late Holocene speleothem record from Dongge Cave, China. Sci. Rep., 4, 5159, https://doi.org/10.1038/srep05159.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Gallegati, M., 2018: A systematic wavelet-based exploratory analysis of climatic variables. Climatic Change, 148, 325338, https://doi.org/10.1007/s10584-018-2172-8.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Gray, S. T., L. J. Graumlich, J. L. Betancourt, and G. T. Pederson, 2004: A tree-ring based reconstruction of the Atlantic Multidecadal Oscillation since 1567 A.D. Geophys. Res. Lett., 31, L12205, https://doi.org/10.1029/2004GL019932.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Holschneider, M., 1995: Wavelets—An Analysis Tool. Oxford University Press, 423 pp.

  • Knight, J. R., R. J. Allan, C. K. Folland, M. Vellinga, and M. E. Mann, 2005: A signature of persistent natural thermohaline circulation cycles in observed climate. Geophys. Res. Lett., 32, L20708, https://doi.org/10.1029/2005GL024233.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Kreppel, K. S., C. Caminade, S. Telfer, M. Rajerison, L. Rahalison, A. Morse, and M. Baylis, 2014: A non-stationary relationship between global climate phenomena and human plague incidence in Madagascar. PLoS Neglected Trop. Dis., 8, e3155, https://doi.org/10.1371/journal.pntd.0003155.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Lau, K. M., and H. Weng, 1995: Climate signal detection using wavelet transform: How to make a time series sing. Bull. Amer. Meteor. Soc., 76, 23912402, https://doi.org/10.1175/1520-0477(1995)076<2391:CSDUWT>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Lee, H. F., Q. Pei, D. D. Zhang, and K. P. K. Choi, 2015: Quantifying the intra-regional precipitation variability in northwestern China over the past 1400 years. PLOS ONE, 10, e0131693, https://doi.org/10.1371/journal.pone.0131693.

    • Search Google Scholar
    • Export Citation
  • Li, J., S. P. Xie, E. R. Cook, G. Huang, R. D’Arrigo, F. Liu, J. Ma, and X. T. Zheng, 2011: Inter-decadal modulation of El Niño amplitude during the last millennium. Nat. Climate Change, 1, 114118, https://doi.org/10.1038/nclimate1086.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Lin, Y., and C. L. E. Franzke, 2015: Scale-dependency of the global mean surface temperature trend and its implication for the recent hiatus of global warming. Sci. Rep., 5, 12971, https://doi.org/10.1038/srep12971.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Liu, Y. G., X. San Liang, and R. H. Weisberg, 2007: Rectification of the bias in the wavelet power spectrum. J. Atmos. Oceanic Technol., 24, 20932102, https://doi.org/10.1175/2007JTECHO511.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Magee, N. B., E. Melaas, P. M. Finocchio, M. Jardel, A. Noonan, and M. J. Lacono, 2014: Blue Hill Observatory sunshine: Assessment of climate signals in the longest continuous meteorological record in North America. Bull. Amer. Meteor. Soc., 95, 17411751, https://doi.org/10.1175/BAMS-D-12-00206.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Mallat, S., 2008: A Wavelet Tour of Signal Processing: The Sparse Way. 3rd ed. Academic Press, 832 pp.

  • Mann, M. E., and Coauthors, 2009: Global signatures and dynamical origins of the Little Ice Age and Medieval Climate Anomaly. Science, 326, 12561260, https://doi.org/10.1126/science.1177303.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Maraun, D., and J. Kurths, 2004: Cross wavelet analysis: Significance testing and pitfalls. Nonlinear Processes Geophys., 11, 505514, https://doi.org/10.5194/npg-11-505-2004.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Maraun, D., J. Kurths, and M. Holschneider, 2007: Nonstationary Gaussian processes in wavelet domain: Synthesis, estimation, and significance testing. Phys. Rev., 75E, 016707, https://doi.org/10.1103/PhysRevE.75.016707.

    • Search Google Scholar
    • Export Citation
  • McCabe-Glynn, S., K. R. Johnson, C. Strong, M. Berkelhammer, A. Sinha, H. Cheng, and R. L. Edwards, 2013: Variable North Pacific influence on drought in southwestern North America since AD 854. Nat. Geosci., 6, 617621, https://doi.org/10.1038/ngeo1862.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Novello, V. F., and Coauthors, 2016: Centennial-scale solar forcing of the South American Monsoon System recorded in stalagmites. Sci. Rep., 6, 24762, https://doi.org/10.1038/srep24762.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Pike, J., G. E. A. Swann, M. J. Leng, and M. A. Snelling, 2013: Glacial discharge along the West Antarctic peninsula during the Holocene. Nat. Geosci., 6, 199202, https://doi.org/10.1038/ngeo1703.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Reynolds, R. W., T. M. Smith, C. Liu, B. Dudley, K. S. Chelton, and M. G. S. Casey, 2007: Daily high-resolution-blended analyses for sea surface temperature. J. Climate, 20, 54735496, https://doi.org/10.1175/2007JCLI1824.1.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Schulte, J. A., 2016: Cumulative area wise testing in wavelet analysis and its application to geophysical time series. Nonlinear Processes Geophys., 23, 4557, https://doi.org/10.5194/npg-23-45-2016.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Schulte, J. A., C. Duffy, and R. G. Najjar, 2015: Geometric and topologic approaches to significance testing in wavelet analysis. Nonlinear Processes Geophys., 22, 139156, https://doi.org/10.5194/npg-22-139-2015.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Sharma, S., J. J. Magnuson, R. D. Batt, L. A. Winslow, J. Korhonen, and Y. A. Ono, 2016: Direct observations of ice seasonality reveal changes in climate over the past 320–570 years. Sci. Rep., 6, 25061, https://doi.org/10.1038/srep25061.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • SILSO World Data Center, 2019: Sunspot index and long-term solar observations, version 2.0. Royal Observatory of Belgium. Subset used: Monthly mean sunspot number, accessed 15 May 2019, http://sidc.oma.be/silso/DATA/SN_m_tot_V2.0.txt.

  • Soon, W., and Coauthors, 2014: A review of Holocene solar-linked climatic variation on centennial to millennial timescales: Physical processes, interpretative frameworks and a new multiple cross-wavelet transform algorithm. Earth Sci. Rev., 134, 115, https://doi.org/10.1016/j.earscirev.2014.03.003.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Torrence, C., and G. P. Compo, 1998: A practical guide to wavelet analysis. Bull. Amer. Meteor. Soc., 79, 6178, https://doi.org/10.1175/1520-0477(1998)079<0061:APGTWA>2.0.CO;2.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Wright, R., M. Blackett, and C. Hill-Butler, 2015: Some observations regarding the thermal flux from Earth’s erupting volcanoes for the period of 2000 to 2014. Geophys. Res. Lett., 42, 282289, https://doi.org/10.1002/2014GL061997.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Xu, D., H. Lu, G. Chu, N. Wu, C. Shen, C. Wang, and L. Mao, 2014: 500-year climate cycles stacking of recent centennial warming documented in an East Asian pollen record. Sci. Rep., 4, 3611, https://doi.org/10.1038/srep03611.

    • Crossref
    • Search Google Scholar
    • Export Citation
  • Yosef, Y., E. Aguilar, and P. Alpert, 2018: Detecting and adjusting artificial biases of long-term temperature records in Israel. Int. J. Climatol., 38, 32733289, https://doi.org/10.1002/joc.5500.

    • Crossref
    • Search Google Scholar
    • Export Citation
All Time Past Year Past 30 Days
Abstract Views 0 0 0
Full Text Views 807 298 9
PDF Downloads 446 109 8