Power-Law and Long-Memory Characteristics of the Atmospheric General Circulation

Dmitry I. Vyushin Department of Physics, University of Toronto, Toronto, Ontario, Canada

Search for other papers by Dmitry I. Vyushin in
Current site
Google Scholar
PubMed
Close
and
Paul J. Kushner Department of Physics, University of Toronto, Toronto, Ontario, Canada

Search for other papers by Paul J. Kushner in
Current site
Google Scholar
PubMed
Close
Restricted access

Abstract

The question of which statistical model best describes internal climate variability on interannual and longer time scales is essential to the ability to predict such variables and detect periodicities and trends in them. For over 30 yr the dominant model for background climate variability has been the autoregressive model of the first order (AR1). However, recent research has shown that some aspects of climate variability are best described by a “long memory” or “power-law” model. Such a model fits a temporal spectrum to a single power-law function, which thereby accumulates more power at lower frequencies than an AR1 fit. In this study, several power-law model estimators are applied to global temperature data from reanalysis products. The methods employed (the detrended fluctuation analysis, Geweke–Porter-Hudak estimator, Gaussian semiparametric estimator, and multitapered versions of the last two) agree well for pure power-law stochastic processes. However, for the observed temperature record, the power-law fits are sensitive to the choice of frequency range and the intrinsic filtering properties of the methods. The observational results converge once frequency ranges are made consistent and the lowest frequencies are included, and once several climate signals have been filtered. Two robust results emerge from the analysis: first, that the tropical circulation features relatively large power-law exponents that connect to the zonal-mean extratropical circulation; and second, that the subtropical lower stratosphere exhibits power-law behavior that is volcanically forced.

Corresponding author address: Dmitry I. Vyushin, 60 St. George St., Toronto, ON M5S 1A7, Canada. Email: dmitry.vyushin@utoronto.ca

Abstract

The question of which statistical model best describes internal climate variability on interannual and longer time scales is essential to the ability to predict such variables and detect periodicities and trends in them. For over 30 yr the dominant model for background climate variability has been the autoregressive model of the first order (AR1). However, recent research has shown that some aspects of climate variability are best described by a “long memory” or “power-law” model. Such a model fits a temporal spectrum to a single power-law function, which thereby accumulates more power at lower frequencies than an AR1 fit. In this study, several power-law model estimators are applied to global temperature data from reanalysis products. The methods employed (the detrended fluctuation analysis, Geweke–Porter-Hudak estimator, Gaussian semiparametric estimator, and multitapered versions of the last two) agree well for pure power-law stochastic processes. However, for the observed temperature record, the power-law fits are sensitive to the choice of frequency range and the intrinsic filtering properties of the methods. The observational results converge once frequency ranges are made consistent and the lowest frequencies are included, and once several climate signals have been filtered. Two robust results emerge from the analysis: first, that the tropical circulation features relatively large power-law exponents that connect to the zonal-mean extratropical circulation; and second, that the subtropical lower stratosphere exhibits power-law behavior that is volcanically forced.

Corresponding author address: Dmitry I. Vyushin, 60 St. George St., Toronto, ON M5S 1A7, Canada. Email: dmitry.vyushin@utoronto.ca

Save
  • Ammann, C. M., G. A. Meehl, W. M. Washington, and C. S. Zender, 2003: A monthly and latitudinally varying volcanic forcing dataset in simulations of 20th century climate. Geophys. Res. Lett., 30 , 1657. doi:10.1029/2003GL016875.

    • Search Google Scholar
    • Export Citation
  • Beran, J., 1992: A goodness-of-fit test for time series with long range dependence. J. Roy. Stat. Soc., 54B , 749760.

  • Beran, J., 1994: Statistics for Long-Memory Processes. Chapman and Hall, 315 pp.

  • Berton, R. P. H., 2004: Influence of a discontinuity on the spectral and fractal analysis of one-dimensional data. Nonlinear Processes Geophys., 11 , 659682.

    • Search Google Scholar
    • Export Citation
  • Bloomfield, P., 1992: Trends in global temperature. Climatic Change, 21 , 116.

  • Bretherton, C., and D. Battisti, 2000: An interpretation of the results from atmospheric general circulation models forced by the time history of the observed sea surface temperature distribution. Geophys. Res. Lett., 27 , 767770.

    • Search Google Scholar
    • Export Citation
  • Bromwich, D. H., and R. L. Fogt, 2004: Strong trends in the skill of the ERA-40 and NCEP/NCAR reanalyses in the high and middle latitudes of the Southern Hemisphere, 1958–2001. J. Climate, 17 , 46034619.

    • Search Google Scholar
    • Export Citation
  • Chen, Z., P. C. Ivanov, K. Hu, and H. E. Stanley, 2002: Effect of nonstationarities on detrended fluctuation analysis. Phys. Rev., 65E , 041107. doi:10.1103/PhysRevE.65.041107.

    • Search Google Scholar
    • Export Citation
  • Dell’Aquila, A., P. M. Ruti, S. Calmanti, and V. Lucarini, 2007: Southern Hemisphere midlatitude atmospheric variability of the NCEP-NCAR and ECMWF reanalyses. J. Geophys. Res., 112 , D08106. doi:10.1029/2006JD007376.

    • Search Google Scholar
    • Export Citation
  • Delworth, T. L., V. Ramaswamy, and G. L. Stenchikov, 2005: The impact of aerosols on simulated ocean temperature and heat content in the 20th century. Geophys. Res. Lett., 32 , L24709. doi:10.1029/2005GL024457.

    • Search Google Scholar
    • Export Citation
  • Eichner, J., E. Koscielny-Bunde, A. Bunde, S. Havlin, and H. Schellnhuber, 2003: Power-law persistence and trends in the atmosphere: A detailed study of long temperature records. Phys. Rev., 68E , 046133. doi:10.1103/PhysRevE.68.046133.

    • Search Google Scholar
    • Export Citation
  • Fox, R., and M. Taqqu, 1986: Large sample properties of parameter estimates for strongly dependent stationary Gaussian time series. Ann. Stat., 17 , 517532.

    • Search Google Scholar
    • Export Citation
  • Fraedrich, K., and R. Blender, 2003: Scaling of atmosphere and ocean temperature correlations in observations and climate models. Phys. Rev. Lett., 90 , 108501. doi:10.1103/PhysRevLett.90.108501.

    • Search Google Scholar
    • Export Citation
  • Geweke, J., and S. Porter-Hudak, 1983: The estimation and application of long memory time series models. J. Time Ser. Anal., 4 , 221238.

    • Search Google Scholar
    • Export Citation
  • Ghil, M., 2002: Advanced spectral methods for climatic time series. Rev. Geophys., 40 , 1003. doi:10.1029/2000RG000092.

  • Gil-Alana, L., 2005: Statistical modeling of the temperatures in the Northern Hemisphere using fractional integration techniques. J. Climate, 18 , 53575369.

    • Search Google Scholar
    • Export Citation
  • Gleckler, P. J., K. AchutaRao, J. M. Gregory, B. D. Santer, K. E. Taylor, and T. M. L. Wigley, 2006: Krakatoa lives: The effect of volcanic eruptions on ocean heat content and thermal expansion. Geophys. Res. Lett., 33 , L17702. doi:10.1029/2006GL026771.

    • Search Google Scholar
    • Export Citation
  • Granger, C., 1980: Long memory relationships and the aggregation of dynamic models. J. Econometrics, 14 , 227238.

  • Hasselmann, K., 1976: Stochastic climate models. Part 1: Theory. Tellus, 28 , 473485.

  • Held, I. M., and T. Schneider, 1999: The surface branch of the zonally averaged mass transport circulation in the troposphere. J. Atmos. Sci., 56 , 16881697.

    • Search Google Scholar
    • Export Citation
  • Heneghan, C., and G. McDarby, 2000: Establishing the relation between detrended fluctuation analysis and power spectral density analysis for stochastic processes. Phys. Rev., 62E , 61036110.

    • Search Google Scholar
    • Export Citation
  • Hu, K., Z. Chen, P. C. Ivanov, P. Carpena, and H. E. Stanley, 2001: Effect of trends on detrended fluctuation analysis. Phys. Rev., 64E , 011114. doi:10.1103/PhysRevE.64.011114.

    • Search Google Scholar
    • Export Citation
  • Hurvich, C., R. Deo, and J. Brodsky, 1998: The mean squared error of Geweke and Porter-Hudak’s estimator of the memory parameter of a long-memory time series. J. Time Ser. Anal., 19 , 1946.

    • Search Google Scholar
    • Export Citation
  • Huybers, P., and W. Curry, 2006: Links between annual, Milankovitch, and continuum temperature variability. Nature, 441 , 329332. doi:10.1038/nature04745.

    • Search Google Scholar
    • Export Citation
  • Jánosi, I., and R. Müller, 2005: Empirical mode decomposition and correlation properties of long daily ozone records. Phys. Rev., 71E , 056126. doi:10.1103/PhysRevE.71.056126.

    • Search Google Scholar
    • Export Citation
  • Kantelhardt, J., E. Koscielny-Bunde, H. Rego, S. Havlin, and A. Bunde, 2001: Detecting long-range correlations with detrended fluctuation analysis. Physica A, 295 , 441454.

    • Search Google Scholar
    • Export Citation
  • Lorenz, E., 1967: The Nature and Theory of the General Circulation of the Atmosphere. WMO, 161 pp.

  • Marković, D., and M. Koch, 2005: Sensitivity of Hurst parameter estimation to periodic signals in time series and filtering approaches. Geophys. Res. Lett., 32 , L17401. doi:10.1029/2005GL024069.

    • Search Google Scholar
    • Export Citation
  • Marshall, G. J., 2002: Trends in Antarctic geopotential height and temperature: A comparison between radiosonde and NCEP–NCAR reanalysis data. J. Climate, 15 , 659674.

    • Search Google Scholar
    • Export Citation
  • McCoy, E., A. Walden, and D. Percival, 1998: Multitaper spectral estimation of power law processes. IEEE Trans. Signal Process., 46 , 655668.

    • Search Google Scholar
    • Export Citation
  • Moulines, E., and P. Soulier, 2002: Semiparametric spectral estimation for fractional processes. Theory and Applications of Long-Range Dependence, P. Doukhan et al., Eds., Birkhauser, 251–301.

    • Search Google Scholar
    • Export Citation
  • Pelletier, J., 1997: Analysis and modeling of the natural variability of climate. J. Climate, 10 , 13311342.

  • Peng, C., S. Buldyrev, A. Goldberger, S. Havlin, M. Simons, and H. Stanley, 1993: Finite-size effects on long-range correlations: Implications for analyzing DNA sequences. Phys. Rev., 47E , 37303733.

    • Search Google Scholar
    • Export Citation
  • Percival, D., and A. Walden, 1993: Spectral Analysis for Physical Applications. Cambridge University Press, 611 pp.

  • Percival, D., J. Overland, and H. Mofjeld, 2001: Interpretation of North Pacific variability as a short- and long-memory process. J. Climate, 14 , 45454559.

    • Search Google Scholar
    • Export Citation
  • Randel, W., and F. Wu, 1999: Cooling of the Arctic and Antarctic polar stratospheres due to ozone depletion. J. Climate, 12 , 14671479.

    • Search Google Scholar
    • Export Citation
  • Randel, W., and F. Wu, 2006: Biases in stratospheric and tropospheric temperature trends derived from historical radiosonde data. J. Climate, 19 , 20942104.

    • Search Google Scholar
    • Export Citation
  • Randel, W., F. Wu, and D. Gaffen, 2000: Interannual variability of the tropical tropopause derived from radiosonde data and NCEP reanalyses. J. Geophys. Res., 105 , 1550915524.

    • Search Google Scholar
    • Export Citation
  • Riedel, K. S., and A. Sidorenko, 1995: Minimum bias multiple taper spectral estimation. IEEE Trans. Signal Process., 43 , 188195.

  • Robinson, P., 1995a: Gaussian semiparametric estimation of long range dependence. Ann. Stat., 23 , 16301661.

  • Robinson, P., 1995b: Log-periodogram regression of time series with long range dependence. Ann. Stat., 23 , 10481072.

  • Santer, B., and Coauthors, 2005: Amplification of surface temperature trends and variability in the tropical atmosphere. Science, 309 , 15511556.

    • Search Google Scholar
    • Export Citation
  • Schneider, T., 2006: The general circulation of the atmosphere. Annu. Rev. Earth Planet. Sci., 34 , 655688.

  • Smith, R., 1993: Long-range dependence and global warming. Statistics for the Environment, V. Barnett and F. Turkman, Eds., John Wiley, 141–161.

    • Search Google Scholar
    • Export Citation
  • Sobel, A., I. Held, and C. Bretherton, 2002: The ENSO signal in tropical tropospheric temperature. J. Climate, 15 , 27022706.

  • Stephenson, D., V. Pavan, and R. Bojariu, 2000: Is the North Atlantic Oscillation a random walk? Int. J. Climatol., 20 , 118.

  • Taqqu, M., 2002: Fractional Brownian motion and long-range dependence. Theory and Applications of Long-Range Dependence, P. Doukhan et al., Eds., Birkhauser, 5–38.

    • Search Google Scholar
    • Export Citation
  • Taqqu, M., V. Teverovsky, and W. Willinger, 1995: Estimators for long-range dependence: An empirical study. Fractals, 3 , 785798.

  • Thomson, D. J., 1982: Spectrum estimation and harmonic analysis. Proc. IEEE, 70 , 10551096.

  • Thorne, P., and Coauthors, 2007: Tropical vertical temperature trends: A real discrepancy? Geophys. Res. Lett., 34 , L16702. doi:10.1029/2007GL029875.

    • Search Google Scholar
    • Export Citation
  • Trenberth, K., and L. Smith, 2006: The vertical structure of temperature in the tropics: Different flavors of El Niño. J. Climate, 19 , 49564973.

    • Search Google Scholar
    • Export Citation
  • Tsonis, A., P. Roebber, and J. Elsner, 1999: Long-range correlations in the extratropical atmospheric circulation: Origins and implications. J. Climate, 12 , 15341541.

    • Search Google Scholar
    • Export Citation
  • von Storch, H., and F. Zwiers, 1999: Statistical Analysis in Climate Research. Cambridge University Press, 494 pp.

  • Vyushin, D., I. Zhidkov, S. Havlin, A. Bunde, and S. Brenner, 2004: Volcanic forcing improves atmosphere–ocean coupled general circulation model scaling performance. Geophys. Res. Lett., 31 , L10206. doi:10.1029/2004GL019499.

    • Search Google Scholar
    • Export Citation
  • Vyushin, D., V. E. Fioletov, and T. G. Shepherd, 2007: Impact of long-range correlations on trend detection in total ozone. J. Geophys. Res., 112 , D14307. doi:10.1029/2006JD008168.

    • Search Google Scholar
    • Export Citation
  • Yulaeva, E., and J. Wallace, 1994: The signature of ENSO in global temperature and precipitation fields derived from the microwave sounding unit. J. Climate, 7 , 17191736.

    • Search Google Scholar
    • Export Citation
All Time Past Year Past 30 Days
Abstract Views 0 0 0
Full Text Views 387 114 10
PDF Downloads 312 90 10