Stochastic modeling of regime shifts

Climate Research

Franco Biondi¹  Tomasz J. Kozubowski¹  Anna K. Panorska¹ 

关键词: Climatological probabilities;    Environmental change;    Proxy records;    Pacific Decadal Oscillation;    Random sums;   

DOI  :  10.3354/cr023023

来源: Inter-Research Science Publishing

【 摘 要 】

ABSTRACT: Probabilistic methods for modeling the distribution of regimes and their shifts over time are developed by drawing on statistical decision and limit theory of random sums. Multi-annual episodes of opposite sign are graphically and numericallyrepresented by their duration, magnitude, and intensity. Duration is defined as the number of consecutive years above or below a reference line, magnitude is the sum of time series values for any given duration, and intensity is the ratio betweenmagnitude and duration. Assuming that a regime shift can occur every year, independently of prior years, the waiting times for the regime shift (or regime duration) are naturally modeled by a geometric distribution. Because magnitude can be expressed as arandom sum of N random variables (where N is duration), its probability distribution is mathematically derived and can be statistically tested. Here we analyze a reconstructed time series of the Pacific Decadal Oscillation (PDO), explicitlydescribe the geometric, exponential, and Laplace probability distributions for regime duration and magnitude, and estimate parameters from the data obtaining a reasonably good fit. This stochastic approach to modeling duration and magnitude ofmulti-annual events enables the computation of probabilities of climatic episodes, and it provides a rigorous solution to deciding whether 2 regimes are significantly different from one another.

【 授权许可】

Unknown