Statistical methods

Kondrashov D, Feliks Y, Ghil M. Oscillatory modes of extended Nile River records (A.D. 622–1922). Geophysical Research Letters. 2005;32 (10) :L10702.Abstract

The historical records of the low- and high-water levels of the Nile River are among the longest climatic records that have near-annual resolution. There are few gaps in the first part of the records (A.D. 622-1470) and larger gaps later (A.D. 1471-1922). We apply advanced spectral methods, Singular-Spectrum Analysis (SSA) and the Multi-Taper Method (MTM), to fill the gaps and to locate interannual and interdecadal periodicities. The gap filling uses a novel, iterative version of SSA. Our analysis reveals several statistically significant features of the records: a nonlinear, data-adaptive trend that includes a 256-year cycle, a quasi-quadriennial (4.2-year) and a quasi-biennial (2.2-year) mode, as well as additional periodicities of 64, 19, 12, and, most strikingly, 7 years. The quasi-quadriennial and quasi-biennial modes support the long-established connection between the Nile River discharge and the El-Niño/Southern Oscillation (ENSO) phenomenon in the Indo-Pacific Ocean. The longest periods might be of astronomical origin. The 7-year periodicity, possibly related to the biblical cycle of lean and fat years, seems to be due to North Atlantic influences.

Vautard R, Ghil M. Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series. Physica D. 1989;35 (3) :395–424.Abstract

We distinguish between two dimensions of a dynamical system given by experimental time series. Statistical dimension gives a theoretical upper bound for the minimal number of degrees of freedom required to describe tje attractor up to the accuracy of the data, taking into account sampling and noise problems. The dynamical dimension is the intrinsic dimension of the attractor and does not depend on the quality of the data. Singular Spectrum Analysis (SSA) provides estimates of the statistical dimension. SSA also describes the main physical phenomena reflected by the data. It gives adaptive spectral filters associated with the dominant oscillations of the system and clarifies the noise characteristics of the data. We apply SSA to four paleoclimatic records. The principal climatic oscillations, and the regime changes in their amplitude are detected. About 10 degrees of freedom are statistically significant in the data. Large noise and insufficient sample length do not allow reliable estimates of the dynamical dimension.

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