The influence of decision-making in tree ring-based climate reconstructions

Tree-ring chronologies underpin the majority of annually-resolved reconstructions of Common Era climate. However, they are derived using different datasets and techniques, the ramifications of which have hitherto been little explored. Here, we report the results of a double-blind experiment that yielded 15 Northern Hemisphere summer temperature reconstructions from a common network of regional tree-ring width datasets. Taken together as an ensemble, the Common Era reconstruction mean correlates with instrumental temperatures from 1794-2016 CE at 0.79 (p < 0.001), reveals summer cooling in the years following large volcanic eruptions, and exhibits strong warming since the 1980s. Differing in their mean, variance, amplitude, sensitivity, and persistence, the ensemble members demonstrate the influence of subjectivity in the reconstruction process. We therefore recommend the routine use of ensemble reconstruction approaches to provide a more consensual picture of past climate variability.

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.

Significance of trends in long-term correlated records

We study the distribution P(x;α,L) of the relative trend x in long-term correlated records of length L that are characterized by a Hurst exponent α between 0.5 and 1.5. The relative trend x is the ratio between the strength of the trend Δ in the record measured by linear regression and the standard deviation σ around the regression line. We consider L between 400 and 2200, which is the typical length scale of monthly local and annual reconstructed global climate records. Extending previous work by Lennartz and Bunde [S. Lennartz and A. Bunde, Phys. Rev. E 84, 021129 (2011)] we show explicitly that x follows the Student's t distribution P∝[1+(x/a)2/l]-(l+1)/2, where the scaling parameter a depends on both L and α, while the effective length l depends, for α below 1.15, only on the record length L. From P we can derive an analytical expression for the trend significance S(x;α,L)=∫(-x)xP(x';α,L)dx' and the border lines of the 95% significance interval. We show that the results are nearly independent of the distribution of the data in the record, holding for Gaussian data as well as for highly skewed non-Gaussian data. For an application, we use our methodology to estimate the significance of central west Antarctic warming.

Universal behavior of the interoccurrence times between losses in financial markets: independence of the time resolution

We consider representative financial records (stocks and indices) on time scales between one minute and one day, as well as historical monthly data sets, and show that the distribution P(Q)(r) of the interoccurrence times r between losses below a negative threshold -Q, for fixed mean interoccurrence times R(Q) in multiples of the corresponding time resolutions, can be described on all time scales by the same q exponentials, P(Q)(r)∝1/{[1+(q-1)βr](1/(q-1))}. We propose that the asset- and time-scale-independent analytic form of P(Q)(r) can be regarded as an additional stylized fact of the financial markets and represents a nontrivial test for market models. We analyze the distribution P(Q)(r) as well as the autocorrelation C(Q)(s) of the interoccurrence times for three market models: (i) multiplicative random cascades, (ii) multifractal random walks, and (iii) the generalized autoregressive conditional heteroskedasticity [GARCH(1,1)] model. We find that only one of the considered models, the multifractal random walk model, approximately reproduces the q-exponential form of P(Q)(r) and the power-law decay of C(Q)(s).