Dmitri Kondrashov

Multilevel Regression Modeling of Nonlinear Processes: Derivation and Applications to Climatic Variability

Abstract Predictive models are constructed to best describe an observed field’s statistics within a given class of nonlinear dynamics driven by a spatially coherent noise that is white in time. For linear dynamics, such inverse stochastic models are obtained by multiple linear regression (MLR). Nonlinear dynamics, when more appropriate, is accommodated by applying multiple polynomial regression (MPR) instead; the resulting model uses polynomial predictors, but the dependence on the regression parameters is linear in both MPR and MLR. The basic concepts are illustrated using the Lorenz convection model, the classical double-well problem, and a three-well problem in two space dimensions. Given a data sample that is long enough, MPR successfully reconstructs the model coefficients in the former two cases, while the resulting inverse model captures the three-regime structure of the system’s probability density function (PDF) in the latter case. A novel multilevel generalization of the classic regression proce...

A Hierarchy of Data-Based ENSO Models

Abstract Global sea surface temperature (SST) evolution is analyzed by constructing predictive models that best describe the dataset’s statistics. These inverse models assume that the system’s variability is driven by spatially coherent, additive noise that is white in time and are constructed in the phase space of the dataset’s leading empirical orthogonal functions. Multiple linear regression has been widely used to obtain inverse stochastic models; it is generalized here in two ways. First, the dynamics is allowed to be nonlinear by using polynomial regression. Second, a multilevel extension of classic regression allows the additive noise to be correlated in time; to do so, the residual stochastic forcing at a given level is modeled as a function of variables at this level and the preceding ones. The number of variables, as well as the order of nonlinearity, is determined by optimizing model performance. The two-level linear and quadratic models have a better El Nino–Southern Oscillation (ENSO) hindcas...

Data Assimilation for a Coupled Ocean–Atmosphere Model. Part II: Parameter Estimation

Abstract The parameter estimation problem for the coupled ocean–atmosphere system in the tropical Pacific Ocean is investigated using an advanced sequential estimator [i.e., the extended Kalman filter (EKF)]. The intermediate coupled model (ICM) used in this paper consists of a prognostic upper-ocean model and a diagnostic atmospheric model. Model errors arise from the uncertainty in atmospheric wind stress. First, the state and parameters are estimated in an identical-twin framework, based on incomplete and inaccurate observations of the model state. Two parameters are estimated by including them into an augmented state vector. Model-generated oceanic datasets are assimilated to produce a time-continuous, dynamically consistent description of the model’s El Nino–Southern Oscillation (ENSO). State estimation without correcting erroneous parameter values still permits recovering the true state to a certain extent, depending on the quality and accuracy of the observations and the size of the discrepancy in ...

Weather Regimes and Preferred Transition Paths in a Three-Level Quasigeostrophic Model

Abstract Multiple flow regimes are reexamined in a global, three-level, quasigeostrophic (QG3) model with realistic topography in spherical geometry. This QG3 model, using a T21 triangular truncation in the horizontal, has a fairly realistic climatology for Northern Hemisphere winter and exhibits multiple regimes that resemble those found in atmospheric observations. Four regimes are robust to changes in the classification method, k-means versus mixture modeling, and its parameters. These regimes correspond roughly to opposite phases of the Arctic Oscillation (AO) and the North Atlantic Oscillation (NAO), respectively. The Markov chain representation of regime transitions is refined here by finding the preferred transition paths in a three-dimensional (3D) subspace of the models phase space. Preferred transitions occur from the positive phase of the NAO (NAO+) to that of the AO (AO+), from AO+ to NAO−, and from NAO− to NAO+, but not directly between opposite phases of the AO. The angular probability dens...

Predicting stochastic systems by noise sampling, and application to the El Niño-Southern Oscillation.

Interannual and interdecadal prediction are major challenges of climate dynamics. In this article we develop a prediction method for climate processes that exhibit low-frequency variability (LFV). The method constructs a nonlinear stochastic model from past observations and estimates a path of the “weather” noise that drives this model over previous finite-time windows. The method has two steps: (i) select noise samples—or “snippets”—from the past noise, which have forced the system during short-time intervals that resemble the LFV phase just preceding the currently observed state; and (ii) use these snippets to drive the system from the current state into the future. The method is placed in the framework of pathwise linear-response theory and is then applied to an El Niño–Southern Oscillation (ENSO) model derived by the empirical model reduction (EMR) methodology; this nonlinear model has 40 coupled, slow, and fast variables. The domain of validity of this forecasting procedure depends on the nature of the system’s pathwise response; it is shown numerically that the ENSO model’s response is linear on interannual time scales. As a result, the method’s skill at a 6- to 16-month lead is highly competitive when compared with currently used dynamic and statistic prediction methods for the Niño-3 index and the global sea surface temperature field.

Data-driven non-Markovian closure models

Abstract This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with the optimal closures predicted by the Mori–Zwanzig (MZ) formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a generalization and a time-continuous limit of existing multilevel, regression-based approaches to closure in a data-driven setting; these approaches include empirical model reduction (EMR), as well as more recent multi-layer modeling. It is shown that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the MZ formalism. A simple correlation-based stopping criterion for an EMR–MSM model is derived to assess how well it approximates the GLE solution. Sufficient conditions are derived on the structure of the nonlinear cross-interactions between the constitutive layers of a given MSM to guarantee the existence of a global random attractor. This existence ensures that no blow-up can occur for a broad class of MSM applications, a class that includes non-polynomial predictors and nonlinearities that do not necessarily preserve quadratic energy invariants. The EMR–MSM methodology is first applied to a conceptual, nonlinear, stochastic climate model of coupled slow and fast variables, in which only slow variables are observed. It is shown that the resulting closure model with energy-conserving nonlinearities efficiently captures the main statistical features of the slow variables, even when there is no formal scale separation and the fast variables are quite energetic. Second, an MSM is shown to successfully reproduce the statistics of a partially observed, generalized Lotka–Volterra model of population dynamics in its chaotic regime. The challenges here include the rarity of strange attractors in the model’s parameter space and the existence of multiple attractor basins with fractal boundaries. The positivity constraint on the solutions’ components replaces here the quadratic-energy–preserving constraint of fluid-flow problems and it successfully prevents blow-up.

Empirical mode reduction in a model of extratropical low-frequency variability

This paper constructs and analyzes a reduced nonlinear stochastic model of extratropical low-frequency variability. To do so, it applies multilevel quadratic regression to the output of a long simulation of a global baroclinic, quasigeostrophic, three-level (QG3) model with topography; the model’s phase space has a dimension of O(10 4 ). The reduced model has 45 variables and captures well the non-Gaussian features of the QG3 model’s probability density function (PDF). In particular, the reduced model’s PDF shares with the QG3 model its four anomalously persistent flow patterns, which correspond to opposite phases of the Arctic Oscillation and the North Atlantic Oscillation, as well as the Markov chain of transitions between these regimes. In addition, multichannel singular spectrum analysis identifies intraseasonal oscillations with a period of 35–37 days and of 20 days in the data generated by both the QG3 model and its low-dimensional analog. An analytical and numerical study of the reduced model starts with the fixed points and oscillatory eigenmodes of the model’s deterministic part and uses systematically an increasing noise parameter to connect these with the behavior of the full, stochastically forced model version. The results of this study point to the origin of the QG3 model’s multiple regimes and intraseasonal oscillations and identify the connections between the two types of behavior.

Rough parameter dependence in climate models and the role of Ruelle-Pollicott resonances

Significance It is shown on a geophysical fluid model that the sensitive dependence on parametric variations of a given set of observations is related to the dominant modes of variability of the flow, as encoded through the Ruelle-Pollicott resonances. The latter are estimated by Markov modeling techniques. Such modeling and analysis methods can be used for any type of high-dimensional dissipative and chaotic dynamical systems. Despite the importance of uncertainties encountered in climate model simulations, the fundamental mechanisms at the origin of sensitive behavior of long-term model statistics remain unclear. Variability of turbulent flows in the atmosphere and oceans exhibits recurrent large-scale patterns. These patterns, while evolving irregularly in time, manifest characteristic frequencies across a large range of time scales, from intraseasonal through interdecadal. Based on modern spectral theory of chaotic and dissipative dynamical systems, the associated low-frequency variability may be formulated in terms of Ruelle-Pollicott (RP) resonances. RP resonances encode information on the nonlinear dynamics of the system, and an approach for estimating them—as filtered through an observable of the system—is proposed. This approach relies on an appropriate Markov representation of the dynamics associated with a given observable. It is shown that, within this representation, the spectral gap—defined as the distance between the subdominant RP resonance and the unit circle—plays a major role in the roughness of parameter dependences. The model statistics are the most sensitive for the smallest spectral gaps; such small gaps turn out to correspond to regimes where the low-frequency variability is more pronounced, whereas autocorrelations decay more slowly. The present approach is applied to analyze the rough parameter dependence encountered in key statistics of an El-Niño–Southern Oscillation model of intermediate complexity. Theoretical arguments, however, strongly suggest that such links between model sensitivity and the decay of correlation properties are not limited to this particular model and could hold much more generally.

Signatures of Nonlinear Dynamics in an Idealized Atmospheric Model

Abstract Signatures of nonlinear dynamics are analyzed by studying the phase-space tendencies of a global baroclinic, quasigeostrophic, three-level (QG3) model with topography. Nonlinear, stochastic, low-order prototypes of the full QG3 model are constructed in the phase space of this model’s empirical orthogonal functions using the empirical model reduction (EMR) approach. The phase-space tendencies of the EMR models closely match the full QG3 model’s tendencies. The component of these tendencies that is not linearly parameterizable is shown to be dominated by the interactions between “resolved” modes rather than by multiplicative “noise” associated with unresolved modes. The method of defining the leading resolved modes and the interactions between them plays a key role in understanding the nature of the QG3 model’s dynamics, whether linear or nonlinear, deterministic or stochastic.

Predicting Critical Transitions in ENSO models. Part II: Spatially Dependent Models

AbstractThe present paper is the second part of a two-part study on empirical modeling and prediction of climate variability. This paper deals with spatially distributed data, as opposed to the univariate data of Part I. The choice of a basis for effective data compression becomes of the essence. In many applications, it is the set of spatial empirical orthogonal functions that provides the uncorrelated time series of principal components (PCs) used in the learning set. In this paper, the basis of the learning set is obtained instead by applying multichannel singular-spectrum analysis to climatic time series and using the leading spatiotemporal PCs to construct a reduced stochastic model. The effectiveness of this approach is illustrated by predicting the behavior of the Jin–Neelin–Ghil (JNG) hybrid seasonally forced coupled ocean–atmosphere model of El Nino–Southern Oscillation. The JNG model produces spatially distributed and weakly nonstationary time series to which the model reduction and prediction m...