Comparing climate time series – Part 3: Discriminant analysis
In parts I and II of this paper series, rigorous tests for equality of stochastic processes were proposed. These tests provide objective criteria for deciding whether two processes differ, but they provide no information about the nature of those differences. This paper develops a systematic and opt...
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ftnonlinearchiv:oai:noa.gwlb.de:cop_mods_00060999 2023-05-15T17:34:07+02:00 Comparing climate time series – Part 3: Discriminant analysis DelSole, Timothy Tippett, Michael K. 2022-05 electronic https://doi.org/10.5194/ascmo-8-97-2022 https://noa.gwlb.de/receive/cop_mods_00060999 https://noa.gwlb.de/servlets/MCRFileNodeServlet/cop_derivate_00060526/ascmo-8-97-2022.pdf https://ascmo.copernicus.org/articles/8/97/2022/ascmo-8-97-2022.pdf eng eng Copernicus Publications Advances in Statistical Climatology, Meteorology and Oceanography -- http://advances-statistical-climatology-meteorology-oceanography.net/ -- https://www.adv-stat-clim-meteorol-oceanogr.net/volumes_and_issues.html -- http://www.bibliothek.uni-regensburg.de/ezeit/?2840620 -- 2364-3587 https://doi.org/10.5194/ascmo-8-97-2022 https://noa.gwlb.de/receive/cop_mods_00060999 https://noa.gwlb.de/servlets/MCRFileNodeServlet/cop_derivate_00060526/ascmo-8-97-2022.pdf https://ascmo.copernicus.org/articles/8/97/2022/ascmo-8-97-2022.pdf https://creativecommons.org/licenses/by/4.0/ uneingeschränkt info:eu-repo/semantics/openAccess CC-BY article Verlagsveröffentlichung article Text doc-type:article 2022 ftnonlinearchiv https://doi.org/10.5194/ascmo-8-97-2022 2022-05-22T23:11:04Z In parts I and II of this paper series, rigorous tests for equality of stochastic processes were proposed. These tests provide objective criteria for deciding whether two processes differ, but they provide no information about the nature of those differences. This paper develops a systematic and optimal approach to diagnosing differences between multivariate stochastic processes. Like the tests, the diagnostics are framed in terms of vector autoregressive (VAR) models, which can be viewed as a dynamical system forced by random noise. The tests depend on two statistics, one that measures dissimilarity in dynamical operators and another that measures dissimilarity in noise covariances. Under suitable assumptions, these statistics are independent and can be tested separately for significance. If a term is significant, then the linear combination of variables that maximizes that term is obtained. The resulting indices contain all relevant information about differences between data sets. These techniques are applied to diagnose how the variability of annual-mean North Atlantic sea surface temperature differs between climate models and observations. For most models, differences in both noise processes and dynamics are important. Over 40 % of the differences in noise statistics can be explained by one or two discriminant components, though these components can be model dependent. Maximizing dissimilarity in dynamical operators identifies situations in which some climate models predict large-scale anomalies with the wrong sign. Article in Journal/Newspaper North Atlantic Niedersächsisches Online-Archiv NOA Advances in Statistical Climatology, Meteorology and Oceanography 8 1 97 115 |
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article Verlagsveröffentlichung DelSole, Timothy Tippett, Michael K. Comparing climate time series – Part 3: Discriminant analysis |
topic_facet |
article Verlagsveröffentlichung |
description |
In parts I and II of this paper series, rigorous tests for equality of stochastic processes were proposed. These tests provide objective criteria for deciding whether two processes differ, but they provide no information about the nature of those differences. This paper develops a systematic and optimal approach to diagnosing differences between multivariate stochastic processes. Like the tests, the diagnostics are framed in terms of vector autoregressive (VAR) models, which can be viewed as a dynamical system forced by random noise. The tests depend on two statistics, one that measures dissimilarity in dynamical operators and another that measures dissimilarity in noise covariances. Under suitable assumptions, these statistics are independent and can be tested separately for significance. If a term is significant, then the linear combination of variables that maximizes that term is obtained. The resulting indices contain all relevant information about differences between data sets. These techniques are applied to diagnose how the variability of annual-mean North Atlantic sea surface temperature differs between climate models and observations. For most models, differences in both noise processes and dynamics are important. Over 40 % of the differences in noise statistics can be explained by one or two discriminant components, though these components can be model dependent. Maximizing dissimilarity in dynamical operators identifies situations in which some climate models predict large-scale anomalies with the wrong sign. |
format |
Article in Journal/Newspaper |
author |
DelSole, Timothy Tippett, Michael K. |
author_facet |
DelSole, Timothy Tippett, Michael K. |
author_sort |
DelSole, Timothy |
title |
Comparing climate time series – Part 3: Discriminant analysis |
title_short |
Comparing climate time series – Part 3: Discriminant analysis |
title_full |
Comparing climate time series – Part 3: Discriminant analysis |
title_fullStr |
Comparing climate time series – Part 3: Discriminant analysis |
title_full_unstemmed |
Comparing climate time series – Part 3: Discriminant analysis |
title_sort |
comparing climate time series – part 3: discriminant analysis |
publisher |
Copernicus Publications |
publishDate |
2022 |
url |
https://doi.org/10.5194/ascmo-8-97-2022 https://noa.gwlb.de/receive/cop_mods_00060999 https://noa.gwlb.de/servlets/MCRFileNodeServlet/cop_derivate_00060526/ascmo-8-97-2022.pdf https://ascmo.copernicus.org/articles/8/97/2022/ascmo-8-97-2022.pdf |
genre |
North Atlantic |
genre_facet |
North Atlantic |
op_relation |
Advances in Statistical Climatology, Meteorology and Oceanography -- http://advances-statistical-climatology-meteorology-oceanography.net/ -- https://www.adv-stat-clim-meteorol-oceanogr.net/volumes_and_issues.html -- http://www.bibliothek.uni-regensburg.de/ezeit/?2840620 -- 2364-3587 https://doi.org/10.5194/ascmo-8-97-2022 https://noa.gwlb.de/receive/cop_mods_00060999 https://noa.gwlb.de/servlets/MCRFileNodeServlet/cop_derivate_00060526/ascmo-8-97-2022.pdf https://ascmo.copernicus.org/articles/8/97/2022/ascmo-8-97-2022.pdf |
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https://creativecommons.org/licenses/by/4.0/ uneingeschränkt info:eu-repo/semantics/openAccess |
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CC-BY |
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https://doi.org/10.5194/ascmo-8-97-2022 |
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Advances in Statistical Climatology, Meteorology and Oceanography |
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