Topology and predictability of El Niño and La Niña networks

Community structure of tropics emerging from spatio-temporal variations in the Intertropical Convergence Zone dynamics

The Intertropical Convergence Zone (ITCZ) is a narrow tropical belt of deep convective clouds, intense precipitation, and monsoon circulations encircling the Earth. Complex interactions between the ITCZ and local geophysical dynamics result in high climate variability, making weather forecasting and prediction of extreme rainfall or drought events challenging. We unravel the complex spatio-temporal dynamics of the ITCZ and the resulting teleconnection patterns via a novel tropical climate classification achieved using complex network analysis and community detection. We reduce the high-dimensional complex ITCZ dynamics into a simple yet insightful community structure that classifies the tropics into seven regions representing distinct ITCZ dynamics. The two largest communities, encompassing landmasses over the Northern and Southern hemispheres, are associated with coherent seasonal ITCZ dynamics and have significant long-range connections. Temporal analysis of the community structure highlights that the tropical Pacific and Atlantic Oceans communities exhibit substantial variation on multidecadal scales. Further, these communities exhibit incoherent dynamics due to atmosphere-ocean interactions driven by equatorial and coastal oceanic upwelling.

Signatures of climatic phenomena in climate networks: El Niño and La Niña

We construct climate networks based on surface air temperature data to identify distinct signatures of climatic phenomena such as El Niño and La Niña events, which trigger many climatic disruptions around the globe with severe economic and ecological consequences. The climate network has been seen to show a discontinuous phase transition in the size of the normalized largest cluster and the susceptibility during both events. The correlation matrix of the network shows a structure that has distinct characteristics for El Niño events, La Niña events, and normal conditions of the Pacific Ocean. We also identify the signatures of the El Niño southern oscillations in the heat map of the cross-correlation and network quantifiers like the betweenness centrality. The distribution of teleconnections of distinct strengths, the betweenness centrality distributions, and the geographic location of nodes of high betweenness centrality yield important insights into the structure of the network and the transfer of information between different parts. We further discuss the predictive power of these quantities.

Dependence Analysis of PM2.5 Concentrations in 295 Chinese Cities in the Winter of 2019–2020

Considering the current severe atmospheric pollution problems in China, a comprehensive understanding of the distribution and spatial variability of PM2.5 is critically important for controlling pollution and improving the future atmospheric environment. This study first explored the distribution of PM2.5 concentrations in China, and then developed a methodology of “dependence analysis” to investigate the relationship of PM2.5 in different cities in China. The data of daily PM2.5 concentrations were collected from the environmental monitoring stations in 295 cities in China. This study also developed a set of procedures to evaluate the spatial dependence of PM2.5 among the 295 Chinese cities. The results showed that there was a total of 154 city pairs with dependence type “11”, under a significance level of 0.5%. Dependence type “11” mainly occurred between nearby cities, and the distance between 89.0% of the dependent city pairs was less than 200 km. Furthermore, the dependent pairs mainly clustered in the North China Plain, the Northeast Plain, the Middle and Lower Yangtze Plain and the Fen-Wei Plain. The geographic conditions of the Plain areas were more conducive to the spread of PM2.5 contaminants, while the mountain topography was unfavorable for the formation of PM2.5 dependencies. The dependent city couples with distances greater than 200 km were all located within the Plain areas. The high concentration of PM2.5 did not necessarily lead to PM2.5 dependences between city pairs. The methodology and models developed in this study will help explain the concentration distributions and spatial dependence of the main atmospheric pollutants in China, providing guidance for the prevention of large-scale air pollution, and the improvement of the future atmospheric environment.

Relationships between transmission of malaria in Africa and climate factors

The spread of malaria is related to climate change because temperature and rainfall are key parameters of climate change. Fluctuations in temperature affect the spread of malaria by lowering or speeding up its rate of transmission. The amount of rainfall also affects the transmission of malaria by offering a lot of sites suitable for mosquitoes to breed in. However, a high amount of rainfall does not have a great effect. Because of the high malaria incidence and the death rates in African regions, by using malaria incidence data, temperature data and rainfall data collected in 1901-2015, we construct and analyze climate networks to show how climate relates to the transmission of malaria in African countries. Malaria networks show a positive correlation with temperature and rainfall networks, except for the 1981-2015 period, in which the malaria network shows a negative correlation with rainfall.

Spatial–Temporal Patterns of Historical, Near-Term, and Projected Drought in the Conterminous United States

Major droughts in the United States have heavily impacted the hydrologic system, negatively effecting energy and food production. Improved understanding of historical drought is critical for accurate forecasts. Data from global climate models (GCMs), commonly used to assess drought, cannot effectively evaluate local patterns because of their low spatial scale. This research leverages downscaled (~4 km grid spacing) temperature and precipitation estimates from nine GCMs’ data under the business-as-usual scenario (Representative Concentration Pathway 8.5) to examine drought patterns. Drought severity is estimated using the Palmer Drought Severity Index (PDSI) with the Thornthwaite evapotranspiration method. The specific objectives were (1) To reproduce historical (1966–2005) drought and calculate near-term to future (2011–2050) drought patterns over the conterminous USA. (2) To uncover the local variability of spatial drought patterns in California between 2012 and 2018 using a network-based approach. Our estimates of land proportions affected by drought agree with the known historical drought events of the mid-1960s, late 1970s to early 1980s, early 2000s, and between 2012 and 2015. Network analysis showed heterogeneity in spatial drought patterns in California, indicating local variability of drought occurrence. The high spatial scale at which the analysis was performed allowed us to uncover significant local differences in drought patterns. This is critical for highlighting possible weak systems that could inform adaptation strategies such as in the energy and agricultural sectors.

Precursors of the El Niño phenomenon: A climate network analysis

The identification of precursors of climatic phenomena has enormous practical importance. Recent work constructs a climate network based on surface air temperature data to analyze the El Niño phenomena. We utilize microtransitions which occur before the discontinuous percolation transition in the network as well as other network quantities to identify a set of reliable precursors of El Niño episodes. These precursors identify 10 out of 13 El Niño episodes occurring in the period of 1979-2018 with an average lead time of approximately 6.4 months. We also find indicators of tipping events in the data.

Statistical physics approaches to the complex Earth system

Global warming, extreme climate events, earthquakes and their accompanying socioeconomic disasters pose significant risks to humanity. Yet due to the nonlinear feedbacks, multiple interactions and complex structures of the Earth system, the understanding and, in particular, the prediction of such disruptive events represent formidable challenges to both scientific and policy communities. During the past years, the emergence and evolution of Earth system science has attracted much attention and produced new concepts and frameworks. Especially, novel statistical physics and complex networks-based techniques have been developed and implemented to substantially advance our knowledge of the Earth system, including climate extreme events, earthquakes and geological relief features, leading to substantially improved predictive performances. We present here a comprehensive review on the recent scientific progress in the development and application of how combined statistical physics and complex systems science approaches such as critical phenomena, network theory, percolation, tipping points analysis, and entropy can be applied to complex Earth systems. Notably, these integrating tools and approaches provide new insights and perspectives for understanding the dynamics of the Earth systems. The overall aim of this review is to offer readers the knowledge on how statistical physics concepts and theories can be useful in the field of Earth system science.

Measuring topological descriptors of complex networks under uncertainty

Revealing the structural features of a complex system from the observed collective dynamics is a fundamental problem in network science. To compute the various topological descriptors commonly used to characterize the structure of a complex system (e.g., the degree, the clustering coefficient, etc.), it is usually necessary to completely reconstruct the network of relations between the subsystems. Several methods are available to detect the existence of interactions between the nodes of a network. By observing some physical quantities through time, the structural relationships are inferred using various discriminating statistics (e.g., correlations, mutual information, etc.). In this setting, the uncertainty about the existence of the edges is reflected in the uncertainty about the topological descriptors. In this study, we propose a methodological framework to evaluate this uncertainty, replacing the topological descriptors, even at the level of a single node, with appropriate probability distributions, eluding the reconstruction phase. Our theoretical framework agrees with the numerical experiments performed on a large set of synthetic and real-world networks. Our results provide a grounded framework for the analysis and the interpretation of widely used topological descriptors, such as degree centrality, clustering, and clusters, in scenarios in which the existence of network connectivity is statistically inferred or when the probabilities of existence π_{ij} of the edges are known. To this purpose, we also provide a simple and mathematically grounded process to transform the discriminating statistics into the probabilities π_{ij}.

A network-based toolkit for evaluation and intercomparison of weather prediction and climate modeling

Model evaluation is a critical component in the development and applications of environmental modeling systems. Conventional metrics such as Pearson product-moment correlation coefficient (r), root-mean-square error (RMSE), and mean absolute error (MAE), albeit process-based and limited to point-to-point statistical comparison, have been widely used in model evaluations. In this study, we propose a network-based toolkit for evaluation of model performance and multi-model comparisons with applications to weather prediction and climate modeling. The model outputs are topologically quantified through a range of network metrics to provide a holistic measure of system dynamics. We first use this toolkit to evaluate the performance of air temperature simulated by the Weather Research and Forecasting model with station measurements over the contiguous United States (CONUS). Results of network analysis suggest a good match between simulation and measurement, as indicated by conventional metrics (r, RMSE, and MAE) as well. The sensitivity of these network metrics is then analyzed based on CONUS station measurements with additive random errors using Monte Carlo simulations. Network metrics show more sensitive and highly nonlinear responses to increasing random errors as compared to conventional ones. Moreover, we use the new toolkit for intercomparison of the downscaled historical air temperature outputs from four global climate models. The similarity in both metrics and spatial structure highlights the capability of network analysis for capturing system dynamics in models alike. The network theory is therefore promising for evaluation and intercomparison of various environmental modeling systems with complex dynamics.

Mapping atmospheric waves and unveiling phase coherent structures in a global surface air temperature reanalysis dataset

In the analysis of empirical signals, detecting correlations that capture genuine interactions between the elements of a complex system is a challenging task with applications across disciplines. Here, we analyze a global dataset of surface air temperature (SAT) with daily resolution. Hilbert analysis is used to obtain phase, instantaneous frequency, and amplitude information of SAT seasonal cycles in different geographical zones. The analysis of the phase dynamics reveals large regions with coherent seasonality. The analysis of the instantaneous frequencies uncovers clean wave patterns formed by alternating regions of negative and positive correlations. In contrast, the analysis of the amplitude dynamics uncovers wave patterns with additional large-scale structures. These structures are interpreted as due to the fact that the amplitude dynamics is affected by processes that act in long and short time scales, while the dynamics of the instantaneous frequency is mainly governed by fast processes. Therefore, Hilbert analysis allows us to disentangle climatic processes and to track planetary atmospheric waves. Our results are relevant for the analysis of complex oscillatory signals because they offer a general strategy for uncovering interactions that act at different time scales.

Community detection analysis in wind speed-monitoring systems using mutual information-based complex network

A mutual information-based weighted network representation of a wide wind speed-monitoring system in Switzerland was analyzed in order to detect communities. Two communities have been revealed, corresponding to two clusters of sensors situated, respectively, on the Alps and on the Jura-Plateau that define the two major climatic zones of Switzerland. The silhouette measure is used to evaluate the obtained communities and confirm the membership of each sensor to its cluster.

Percolation framework of the Earth's topography

Self-similarity and long-range correlations are the remarkable features of the Earth's surface topography. Here we develop an approach based on percolation theory to study the geometrical features of Earth. Our analysis is based on high-resolution, 1 arc min, ETOPO1 global relief records. We find some evidence for abrupt transitions that occurred during the evolution of the Earth's relief network, indicative of a continental/cluster aggregation. We apply finite-size-scaling analysis based on a coarse-graining procedure to show that the observed transition is most likely discontinuous. Furthermore, we study the percolation on two-dimensional fractional Brownian motion surfaces with Hurst exponent H as a model of long-range correlated topography, which suggests that the long-range correlations may play a key role in the observed discontinuity on Earth. Our framework presented here provides a theoretical model to better understand the geometrical phase transition on Earth, and it also identifies the critical nodes that will be more exposed to global climate change in the Earth's relief network.

Complex networks reveal global pattern of extreme-rainfall teleconnections

Climatic observables are often correlated across long spatial distances, and extreme events, such as heatwaves or floods, are typically assumed to be related to such teleconnections^1,2. Revealing atmospheric teleconnection patterns and understanding their underlying mechanisms is of great importance for weather forecasting in general and extreme-event prediction in particular^3,4, especially considering that the characteristics of extreme events have been suggested to change under ongoing anthropogenic climate change^5-8. Here we reveal the global coupling pattern of extreme-rainfall events by applying complex-network methodology to high-resolution satellite data and introducing a technique that corrects for multiple-comparison bias in functional networks. We find that the distance distribution of significant connections (P < 0.005) around the globe decays according to a power law up to distances of about 2,500 kilometres. For longer distances, the probability of significant connections is much higher than expected from the scaling of the power law. We attribute the shorter, power-law-distributed connections to regional weather systems. The longer, super-power-law-distributed connections form a global rainfall teleconnection pattern that is probably controlled by upper-level Rossby waves. We show that extreme-rainfall events in the monsoon systems of south-central Asia, east Asia and Africa are significantly synchronized. Moreover, we uncover concise links between south-central Asia and the European and North American extratropics, as well as the Southern Hemisphere extratropics. Analysis of the atmospheric conditions that lead to these teleconnections confirms Rossby waves as the physical mechanism underlying these global teleconnection patterns and emphasizes their crucial role in dynamical tropical-extratropical couplings. Our results provide insights into the function of Rossby waves in creating stable, global-scale dependencies of extreme-rainfall events, and into the potential predictability of associated natural hazards.

Evaluation of ENSO simulations in CMIP5 models: A new perspective based on percolation phase transition in complex networks

In this study, the performance of CMIP5 models in simulating the El Niño-Southern Oscillation (ENSO) is evaluated by using a new metric based on percolation theory. The surface air temperatures (SATs) over the tropical Pacific Ocean are constructed as a SAT network, and the nodes within the network are linked if they are highly connected (e.g., high correlations). It has been confirmed from reanalysis datasets that the SAT network undergoes an abrupt percolation phase transition when the influences of the sea surface temperature anomalies (SSTAs) below are strong enough. However, from simulations of the CMIP5 models, most models are found incapable of capturing the observed phase transition at a proper critical point P_c. For the 15 considered models, four even miss the phase transition, indicating that the simulated SAT network is too stable to be significantly changed by the SSTA below. Only four models can be considered cautiously with some skills in simulating the observed phase transition of the SAT network. By comparing the simulated SSTA patterns with the node vulnerabilities, which is the chance of each node being isolated during a ENSO event, we find that the improperly simulated sea-air interactions are responsible for the missing of the observed percolation phase transition. Accordingly, a careful study of the sea-air couplers, as well as the atmospheric components of the CMIP5 models is suggested. Since the percolation phase transition of the SAT network is a useful phenomenon to indicate whether the ENSO impacts can be transferred remotely, it deserves more attention for future model development.

Long-range fluctuations and multifractality in connectivity density time series of a wind speed monitoring network

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity time series. Our findings reveal that the daily connectivity of the correlation-based network is persistent for any correlation threshold. Further, the multifractality degree is higher for larger absolute values of the correlation threshold.

Constructing regional climate networks in the Amazonia during recent drought events

Climate networks are powerful approaches to disclose tele-connections in climate systems and to predict severe climate events. Here we construct regional climate networks from precipitation data in the Amazonian region and focus on network properties under the recent drought events in 2005 and 2010. Both the networks of the entire Amazon region and the extreme networks resulted from locations severely affected by drought events suggest that network characteristics show slight difference between the two drought events. Based on network degrees of extreme drought events and that without drought conditions, we identify regions of interest that are correlated to longer expected drought period length. Moreover, we show that the spatial correlation length to the regions of interest decayed much faster in 2010 than in 2005, which is because of the dual roles played by both the Pacific and Atlantic oceans. The results suggest that hub nodes in the regional climate network of Amazonia have fewer long-range connections when more severe drought conditions appeared in 2010 than that in 2005.

ENSO teleconnections in the southern hemisphere: A climate network view

Using functional network analysis, we study the seasonality of atmospheric connectivity and its interannual variability depending on the different phases of the El Niño-Southern Oscillation (ENSO) phenomenon. We find a strong variability of the connectivity on seasonal and interannual time scales both in the tropical and extratropical regions. In particular, there are significant changes in the southern hemisphere extratropical atmospheric connectivity during austral spring within the different stages of ENSO: We find that the connectivity patterns due to stationary Rossby waves differ during El Niño and La Niña, showing a very clear wave train originating close to Australia in the former case, as opposed to La Niña that seems to generate a wave train from the central Pacific. An attempt to understand these differences in terms of changes in the frequency of intraseasonal weather regimes cannot fully explain the differences in connectivity, even though we found the prevalence of different intraseasonal regimes in each phase of ENSO. We conclude that the differential response to extreme phases of ENSO during austral springtime is related to the forcing of waves of different tropical origins.

From time-series to complex networks: Application to the cerebrovascular flow patterns in atrial fibrillation

A network-based approach is presented to investigate the cerebrovascular flow patterns during atrial fibrillation (AF) with respect to normal sinus rhythm (NSR). AF, the most common cardiac arrhythmia with faster and irregular beating, has been recently and independently associated with the increased risk of dementia. However, the underlying hemodynamic mechanisms relating the two pathologies remain mainly undetermined so far; thus, the contribution of modeling and refined statistical tools is valuable. Pressure and flow rate temporal series in NSR and AF are here evaluated along representative cerebral sites (from carotid arteries to capillary brain circulation), exploiting reliable artificially built signals recently obtained from an in silico approach. The complex network analysis evidences, in a synthetic and original way, a dramatic signal variation towards the distal/capillary cerebral regions during AF, which has no counterpart in NSR conditions. At the large artery level, networks obtained from both AF and NSR hemodynamic signals exhibit elongated and chained features, which are typical of pseudo-periodic series. These aspects are almost completely lost towards the microcirculation during AF, where the networks are topologically more circular and present random-like characteristics. As a consequence, all the physiological phenomena at the microcerebral level ruled by periodicity-such as regular perfusion, mean pressure per beat, and average nutrient supply at the cellular level-can be strongly compromised, since the AF hemodynamic signals assume irregular behaviour and random-like features. Through a powerful approach which is complementary to the classical statistical tools, the present findings further strengthen the potential link between AF hemodynamic and cognitive decline.

Network analysis reveals strongly localized impacts of El Niño

Climatic conditions influence the culture and economy of societies and the performance of economies. Specifically, El Niño as an extreme climate event is known to have notable effects on health, agriculture, industry, and conflict. Here, we construct directed and weighted climate networks based on near-surface air temperature to investigate the global impacts of El Niño and La Niña. We find that regions that are characterized by higher positive/negative network "in"-weighted links are exhibiting stronger correlations with the El Niño basin and are warmer/cooler during El Niño/La Niña periods. In contrast to non-El Niño periods, these stronger in-weighted activities are found to be concentrated in very localized areas, whereas a large fraction of the globe is not influenced by the events. The regions of localized activity vary from one El Niño (La Niña) event to another; still, some El Niño (La Niña) events are more similar to each other. We quantify this similarity using network community structure. The results and methodology reported here may be used to improve the understanding and prediction of El Niño/La Niña events and also may be applied in the investigation of other climate variables.

Identifying large-scale patterns of unpredictability and response to insolation in atmospheric data

Understanding the complex dynamics of the atmosphere is of paramount interest due to its impact in the entire climate system and in human society. Here we focus on identifying, from data, the geographical regions which have similar atmospheric properties. We study surface air temperature (SAT) time series with monthly resolution, recorded at a regular grid covering the Earth surface. We consider two datasets: NCEP CDAS1 and ERA Interim reanalysis. We show that two surprisingly simple measures are able to extract meaningful information: i) the distance between the lagged SAT and the incoming solar radiation and ii) the Shannon entropy of SAT and SAT anomalies. The distance uncovers well-defined spatial patterns formed by regions with similar SAT response to solar forcing while the entropy uncovers regions with similar degree of SAT unpredictability. The entropy analysis also allows identifying regions in which SAT has extreme values. Importantly, we uncover differences between the two datasets which are due to the presence of extreme values in one dataset but not in the other. Our results indicate that the distance and entropy measures can be valuable tools for the study of other climatological variables, for anomaly detection and for performing model inter-comparisons.

Percolation framework to describe El Niño conditions

Complex networks have been used intensively to investigate the flow and dynamics of many natural systems including the climate system. Here, we develop a percolation based measure, the order parameter, to study and quantify climate networks. We find that abrupt transitions of the order parameter usually occur ∼1 year before El Niño events, suggesting that they can be used as early warning precursors of El Niño. Using this method, we analyze several reanalysis datasets and show the potential for good forecasting of El Niño. The percolation based order parameter exhibits discontinuous features, indicating a possible relation to the first order phase transition mechanism.

A complex network representation of wind flows

Climate networks have proven to be a valuable method to investigate spatial connectivity patterns of the climate system. However, so far such networks have mostly been applied to scalar observables. In this study, we propose a new method for constructing networks from atmospheric wind fields on two-dimensional isobaric surfaces. By connecting nodes along a spatial environment based on the local wind flow, we derive a network representation of the low-level circulation that captures its most important characteristics. In our approach, network links are placed according to a suitable statistical null model that takes into account the direction and magnitude of the flow. We compare a simulation-based (numerically costly) and a semi-analytical (numerically cheaper) approach to determine the statistical significance of possible connections, and find that both methods yield qualitatively similar results. As an application, we choose the regional climate system of South America and focus on the monsoon season in austral summer. Monsoon systems are generally characterized by substantial changes in the large-scale wind directions, and therefore provide ideal applications for the proposed wind networks. Based on these networks, we are able to reveal the key features of the low-level circulation of the South American Monsoon System, including the South American Low-Level Jet. Networks of the dry and the wet season are compared with each other and their differences are consistent with the literature on South American climate.

Introduction to Focus Issue: Complex network perspectives on flow systems

During the last few years, complex network approaches have demonstrated their great potentials as versatile tools for exploring the structural as well as dynamical properties of dynamical systems from a variety of different fields. Among others, recent successful examples include (i) functional (correlation) network approaches to infer hidden statistical interrelationships between macroscopic regions of the human brain or the Earth's climate system, (ii) Lagrangian flow networks allowing to trace dynamically relevant fluid-flow structures in atmosphere, ocean or, more general, the phase space of complex systems, and (iii) time series networks unveiling fundamental organization principles of dynamical systems. In this spirit, complex network approaches have proven useful for data-driven learning of dynamical processes (like those acting within and between sub-components of the Earth's climate system) that are hidden to other analysis techniques. This Focus Issue presents a collection of contributions addressing the description of flows and associated transport processes from the network point of view and its relationship to other approaches which deal with fluid transport and mixing and/or use complex network techniques.

Exploring Spatio-temporal Dynamics of Cellular Automata for Pattern Recognition in Networks

Network science is an interdisciplinary field which provides an integrative approach for the study of complex systems. In recent years, network modeling has been used for the study of emergent phenomena in many real-world applications. Pattern recognition in networks has been drawing attention to the importance of network characterization, which may lead to understanding the topological properties that are related to the network model. In this paper, the Life-Like Network Automata (LLNA) method is introduced, which was designed for pattern recognition in networks. LLNA uses the network topology as a tessellation of Cellular Automata (CA), whose dynamics produces a spatio-temporal pattern used to extract the feature vector for network characterization. The method was evaluated using synthetic and real-world networks. In the latter, three pattern recognition applications were used: (i) identifying organisms from distinct domains of life through their metabolic networks, (ii) identifying online social networks and (iii) classifying stomata distribution patterns varying according to different lighting conditions. LLNA was compared to structural measurements and surpasses them in real-world applications, achieving improvement in the classification rate as high as 23%, 4% and 7% respectively. Therefore, the proposed method is a good choice for pattern recognition applications using networks and demonstrates potential for general applicability.

Unravelling the community structure of the climate system by using lags and symbolic time-series analysis

Many natural systems can be represented by complex networks of dynamical units with modular structure in the form of communities of densely interconnected nodes. Unraveling this community structure from observed data requires the development of appropriate tools, particularly when the nodes are embedded in a regular space grid and the datasets are short and noisy. Here we propose two methods to identify communities, and validate them with the analysis of climate datasets recorded at a regular grid of geographical locations covering the Earth surface. By identifying mutual lags among time-series recorded at different grid points, and by applying symbolic time-series analysis, we are able to extract meaningful regional communities, which can be interpreted in terms of large-scale climate phenomena. The methods proposed here are valuable tools for the study of other systems represented by networks of dynamical units, allowing the identification of communities, through time-series analysis of the observed output signals.

Constructing networks from a dynamical system perspective for multivariate nonlinear time series

We describe a method for constructing networks for multivariate nonlinear time series. We approach the interaction between the various scalar time series from a deterministic dynamical system perspective and provide a generic and algorithmic test for whether the interaction between two measured time series is statistically significant. The method can be applied even when the data exhibit no obvious qualitative similarity: a situation in which the naive method utilizing the cross correlation function directly cannot correctly identify connectivity. To establish the connectivity between nodes we apply the previously proposed small-shuffle surrogate (SSS) method, which can investigate whether there are correlation structures in short-term variabilities (irregular fluctuations) between two data sets from the viewpoint of deterministic dynamical systems. The procedure to construct networks based on this idea is composed of three steps: (i) each time series is considered as a basic node of a network, (ii) the SSS method is applied to verify the connectivity between each pair of time series taken from the whole multivariate time series, and (iii) the pair of nodes is connected with an undirected edge when the null hypothesis cannot be rejected. The network constructed by the proposed method indicates the intrinsic (essential) connectivity of the elements included in the system or the underlying (assumed) system. The method is demonstrated for numerical data sets generated by known systems and applied to several experimental time series.

Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology.

Influence of autocorrelation on the topology of the climate network

Different definitions of links in climate networks may lead to considerably different network topologies. We construct a network from climate records of surface level atmospheric temperature in different geographical sites around the globe using two commonly used definitions of links. Utilizing detrended fluctuation analysis, shuffled surrogates, and separation analysis of maritime and continental records, we find that one of the major influences on the structure of climate networks is due to the autocorrelation in the records, which may introduce spurious links. This may explain why different methods could lead to different climate network topologies.

Detecting determinism with improved sensitivity in time series: rank-based nonlinear predictability score

The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).

A Gaussian graphical model approach to climate networks

Distinguishing between direct and indirect connections is essential when interpreting network structures in terms of dynamical interactions and stability. When constructing networks from climate data the nodes are usually defined on a spatial grid. The edges are usually derived from a bivariate dependency measure, such as Pearson correlation coefficients or mutual information. Thus, the edges indistinguishably represent direct and indirect dependencies. Interpreting climate data fields as realizations of Gaussian Random Fields (GRFs), we have constructed networks according to the Gaussian Graphical Model (GGM) approach. In contrast to the widely used method, the edges of GGM networks are based on partial correlations denoting direct dependencies. Furthermore, GRFs can be represented not only on points in space, but also by expansion coefficients of orthogonal basis functions, such as spherical harmonics. This leads to a modified definition of network nodes and edges in spectral space, which is motivated from an atmospheric dynamics perspective. We construct and analyze networks from climate data in grid point space as well as in spectral space, and derive the edges from both Pearson and partial correlations. Network characteristics, such as mean degree, average shortest path length, and clustering coefficient, reveal that the networks posses an ordered and strongly locally interconnected structure rather than small-world properties. Despite this, the network structures differ strongly depending on the construction method. Straightforward approaches to infer networks from climate data while not regarding any physical processes may contain too strong simplifications to describe the dynamics of the climate system appropriately.

Disentangling different types of El Niño episodes by evolving climate network analysis

Complex network theory provides a powerful toolbox for studying the structure of statistical interrelationships between multiple time series in various scientific disciplines. In this work, we apply the recently proposed climate network approach for characterizing the evolving correlation structure of the Earth's climate system based on reanalysis data for surface air temperatures. We provide a detailed study of the temporal variability of several global climate network characteristics. Based on a simple conceptual view of red climate networks (i.e., networks with a comparably low number of edges), we give a thorough interpretation of our evolving climate network characteristics, which allows a functional discrimination between recently recognized different types of El Niño episodes. Our analysis provides deep insights into the Earth's climate system, particularly its global response to strong volcanic eruptions and large-scale impacts of different phases of the El Niño Southern Oscillation.

Dominant imprint of Rossby waves in the climate network

The connectivity pattern of networks based on ground level temperature records shows a dense stripe of links in the extra tropics of the southern hemisphere. We show that statistical categorization of these links yields a clear association with the pattern of an atmospheric Rossby wave, one of the major mechanisms associated with the weather system and with planetary scale energy transport. It is shown that alternating densities of negative and positive links are arranged in half Rossby wave distances around 3500, 7000, and 10 000 km and are aligned with the expected direction of energy flow, distribution of time delays, and the seasonality of these waves. In addition, long distance links that are associated with Rossby waves are the most dominant in the climate network.

Climate dynamics: a network-based approach for the analysis of global precipitation

Precipitation is one of the most important meteorological variables for defining the climate dynamics, but the spatial patterns of precipitation have not been fully investigated yet. The complex network theory, which provides a robust tool to investigate the statistical interdependence of many interacting elements, is used here to analyze the spatial dynamics of annual precipitation over seventy years (1941-2010). The precipitation network is built associating a node to a geographical region, which has a temporal distribution of precipitation, and identifying possible links among nodes through the correlation function. The precipitation network reveals significant spatial variability with barely connected regions, as Eastern China and Japan, and highly connected regions, such as the African Sahel, Eastern Australia and, to a lesser extent, Northern Europe. Sahel and Eastern Australia are remarkably dry regions, where low amounts of rainfall are uniformly distributed on continental scales and small-scale extreme events are rare. As a consequence, the precipitation gradient is low, making these regions well connected on a large spatial scale. On the contrary, the Asiatic South-East is often reached by extreme events such as monsoons, tropical cyclones and heat waves, which can all contribute to reduce the correlation to the short-range scale only. Some patterns emerging between mid-latitude and tropical regions suggest a possible impact of the propagation of planetary waves on precipitation at a global scale. Other links can be qualitatively associated to the atmospheric and oceanic circulation. To analyze the sensitivity of the network to the physical closeness of the nodes, short-term connections are broken. The African Sahel, Eastern Australia and Northern Europe regions again appear as the supernodes of the network, confirming furthermore their long-range connection structure. Almost all North-American and Asian nodes vanish, revealing that extreme events can enhance high precipitation gradients, leading to a systematic absence of long-range patterns.

Improved El Nino forecasting by cooperativity detection

Although anomalous episodic warming of the eastern equatorial Pacific, dubbed El Niño by Peruvian fishermen, has major (and occasionally devastating) impacts around the globe, robust forecasting is still limited to about 6 mo ahead. A significant extension of the prewarning time would be instrumental for avoiding some of the worst damages such as harvest failures in developing countries. Here we introduce a unique avenue toward El Niño prediction based on network methods, inspecting emerging teleconnections. Our approach starts from the evidence that a large-scale cooperative mode--linking the El Niño basin (equatorial Pacific corridor) and the rest of the ocean--builds up in the calendar year before the warming event. On this basis, we can develop an efficient 12-mo forecasting scheme, i.e., achieve some doubling of the early-warning period. Our method is based on high-quality observational data available since 1950 and yields hit rates above 0.5, whereas false-alarm rates are below 0.1.

Stability of climate networks with time

The pattern of local daily fluctuations of climate fields such as temperatures and geopotential heights is not stable and hard to predict. Surprisingly, we find that the observed relations between such fluctuations in different geographical regions yields a very robust network pattern that remains highly stable during time. Using a new systematic methodology we track the origins of the network stability. It is found that about half of this network stability is due to the spatial 2D embedding of the network, and half is due to physical coupling between climate in different locations. We also find that around the equator, the contribution of the physical coupling is significantly less pronounced compared to off–equatorial regimes. Finally, we show that there is a gradual monotonic modification of the network pattern as a function of altitude difference.

Analytical framework for recurrence network analysis of time series

Recurrence networks are a powerful nonlinear tool for time series analysis of complex dynamical systems. While there are already many successful applications ranging from medicine to paleoclimatology, a solid theoretical foundation of the method has still been missing so far. Here, we interpret an ɛ-recurrence network as a discrete subnetwork of a "continuous" graph with uncountably many vertices and edges corresponding to the system's attractor. This step allows us to show that various statistical measures commonly used in complex network analysis can be seen as discrete estimators of newly defined continuous measures of certain complex geometric properties of the attractor on the scale given by ɛ. In particular, we introduce local measures such as the ɛ-clustering coefficient, mesoscopic measures such as ɛ-motif density, path-based measures such as ɛ-betweennesses, and global measures such as ɛ-efficiency. This new analytical basis for the so far heuristically motivated network measures also provides an objective criterion for the choice of ɛ via a percolation threshold, and it shows that estimation can be improved by so-called node splitting invariant versions of the measures. We finally illustrate the framework for a number of archetypical chaotic attractors such as those of the Bernoulli and logistic maps, periodic and two-dimensional quasiperiodic motions, and for hyperballs and hypercubes by deriving analytical expressions for the novel measures and comparing them with data from numerical experiments. More generally, the theoretical framework put forward in this work describes random geometric graphs and other networks with spatial constraints, which appear frequently in disciplines ranging from biology to climate science.

Emergence of El Niño as an autonomous component in the climate network

We construct and analyze a climate network which represents the interdependent structure of the climate in different geographical zones and find that the network responds in a unique way to El Niño events. Analyzing the dynamics of the climate network shows that when El Niño events begin, the El Niño basin partially loses its influence on its surroundings. After typically three months, this influence is restored while the basin loses almost all dependence on its surroundings and becomes autonomous. The formation of an autonomous basin is the missing link to understand the seemingly contradicting phenomena of the afore-noticed weakening of the interdependencies in the climate network during El Niño and the known impact of the anomalies inside the El Niño basin on the global climate system.

Inferring long memory processes in the climate network via ordinal pattern analysis

We use ordinal patterns and symbolic analysis to construct global climate networks and uncover long- and short-term memory processes. Data analyzed are the monthly averaged surface air temperature (SAT field), and the results suggest that the time variability of the SAT field is determined by patterns of oscillatory behavior that repeat from time to time, with a periodicity related to intraseasonal oscillations and to El Niño on seasonal-to-interannual time scales.

An exploration of climate data using complex networks

Climate change is a pressing focus of research, social and economic concern, and political attention. According to the Fourth Assessment Report of the Intergovernmental Panel on Climate Change (IPCC), increased frequency of extreme events will only intensify the occurrence of natural hazards, affecting global population, health, and economies. It is of keen interest to identify "regions" of similar climatological behavior to discover spatial relationships in climate variables, including long-range teleconnections. To that end, we consider a complex networks-based representation of climate data. Cross correlation is used to weight network edges, thus respecting the temporal nature of the data, and a community detection algorithm identifies multivariate clusters. Examining networks for consecutive periods allows us to study structural changes over time. We show that communities have a climatological interpretation and that disturbances in structure can be an indicator of climate events (or lackthereof). Finally, we discuss how this model can be applied for the discovery of more complex concepts such as unknown teleconnections or the development of multivariate climate indices and predictive insights.

From brain to earth and climate systems: small-world interaction networks or not?

We consider recent reports on small-world topologies of interaction networks derived from the dynamics of spatially extended systems that are investigated in diverse scientific fields such as neurosciences, geophysics, or meteorology. With numerical simulations that mimic typical experimental situations, we have identified an important constraint when characterizing such networks: indications of a small-world topology can be expected solely due to the spatial sampling of the system along with the commonly used time series analysis based approaches to network characterization.

Climate networks around the globe are significantly affected by El Niño

The temperatures in different zones in the world do not show significant changes due to El Niño except when measured in a restricted area in the Pacific Ocean. We find, in contrast, that the dynamics of a climate network based on the same temperature records in various geographical zones in the world is significantly influenced by El Niño. During El Niño many links of the network are broken, and the number of surviving links comprises a specific and sensitive measure for El Niño events. While during non-El Niño periods these links which represent correlations between temperatures in different sites are more stable, fast fluctuations of the correlations observed during El Niño periods cause the links to break.