The majority of data sets in the geosciences are obtained from observations and measurements of natural systems, rather than in the laboratory. These data sets are often full of gaps, due to to the conditions under which the measurements are made. Missing data give rise to various problems, for example in spectral estimation or in specifying boundary conditions for numerical models. Here we use Singular Spectrum Analysis (SSA) to fill the gaps in several types of data sets. For a univariate record, our procedure uses only temporal correlations in the data to fill in the missing points. For a multivariate record, multi-channel SSA (M-SSA) takes advantage of both spatial and temporal correlations. We iteratively produce estimates of missing data points, which are then used to compute a self-consistent lag-covariance matrix; cross-validation allows us to optimize the window width and number of dominant SSA or M-SSA modes to fill the gaps. The optimal parameters of our procedure depend on the distribution in time (and space) of the missing data, as well as on the variance distribution between oscillatory modes and noise. The algorithm is demonstrated on synthetic examples, as well as on data sets from oceanography, hydrology, atmospheric sciences, and space physics: global sea-surface temperature, flood-water records of the Nile River, the Southern Oscillation Index (SOI), and satellite observations of relativistic electrons.

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 Niño–Southern Oscillation (ENSO) hindcast skill than their one-level counterparts. Estimates of skewness and kurtosis of the models’ simulated Niño-3 index reveal that the quadratic model reproduces better the observed asymmetry between the positive El Niño and negative La Niña events. The benefits of the quadratic model are less clear in terms of its overall, cross-validated hindcast skill; this model outperforms, however, the linear one in predicting the magnitude of extreme SST anomalies. Seasonal ENSO dependence is captured by incorporating additive, as well as multiplicative forcing with a 12-month period into the first level of each model. The quasi-quadrennial ENSO oscillatory mode is robustly simulated by all models. The “spring barrier” of ENSO forecast skill is explained by Floquet and singular vector analysis, which show that the leading ENSO mode becomes strongly damped in summer, while nonnormal optimum growth has a strong peak in December.

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 procedure is introduced next. In this generalization, the residual stochastic forcing at a given level is subsequently modeled as a function of variables at this level and all the preceding ones. The number of levels is determined so that the lag-0 covariance of the residual forcing converges to a constant matrix, while its lag-1 covariance vanishes. This method has been applied to the output of a three-layer, quasigeostrophic model and to the analysis of Northern Hemisphere wintertime geopotential height anomalies. In both cases, the inverse model simulations reproduce well the multiregime structure of the PDF constructed in the subspace spanned by the dataset’s leading empirical orthogonal functions, as well as the detailed spectrum of the dataset’s temporal evolution. These encouraging results are interpreted in terms of the modeled low-frequency flow’s feedback on the statistics of the subgrid-scale processes.

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.

We describe a new parallel, non-orthogonal-grid, three-dimensional electromagnetic particle-in-cell (EMPIC) code based on a finite-volume formulation. This code uses a logically Cartesian grid of deformable hexahedral cells, a discrete surface integral (DSI) algorithm to calculate the electromagnetic field, and a hybrid logical–physical space algorithm to push particles. We investigate the numerical instability of the DSI algorithm for non-orthogonal grids, analyse the accuracy for EMPIC simulations on non-orthogonal grids, and present performance benchmarks of this code on a parallel supercomputer. While the hybrid particle push algorithm has a second-order accuracy in space, the accuracy of the DSI field solve algorithm is between first and second order for non-orthogonal grids. The parallel implementation of this code, which is almost identical to that of a Cartesian-grid EMPIC code using domain decomposition, achieved a high parallel efficiency of over 96% for large-scal" # "e simulations.