# Publications by Type: Journal Article

1993
Penland, Cécile, and Michael Ghil. 1993. “Forecasting Northern Hemisphere 700\mbox-mb geopotential height anomalies using empirical normal modes.” Monthly Weather Review 121 (8): 2355–2372. Abstract
Multivariate linear prediction based on single-lag inverse modeling is developed further and critically examined. The method is applied to the National Meteorological Center analyses of Northern Hemisphere 700-mb geopotential height anomalies, which have been filtered to eliminate periods shorter than 10 days. Empirically derived normal modes of the randomly forced linear system are usually correlated, even at zero lag, suggesting that combinations of modes should be used in predictions. Due to nonlinearities in the dynamics and the neglect of interactions with other pressure levels, the lag at which the analysis is performed is crucial; best predictions obtain when the autocovariances involved in the analysis are calculated at a lag comparable to the exponential decay times of the modes. Errors in prediction have a significant seasonal dependence, indicating that the annual cycle affects the higher-order statistics of the field. Optimized linear predictions using this method are useful for about half a day longer than predictions made by persistence. Conditional probabilities are much more efficiently calculated using normal-mode parameters than from histograms, and yield similar results. Maps of the model's Fourier spectra—integrated over specified frequency intervals and consistent with the assumptions made in a linear analysis—agree with maps obtained from fast Fourier transforms of the data.
Kimoto, Masahide, and Michael Ghil. 1993. “Multiple flow regimes in the Northern Hemisphere winter. Part I: Methodology and hemispheric regimes.” Journal of the Atmospheric Sciences 50 (16): 2625–2644. Abstract
Recurrent and persistent flow patterns are identified by examining multivariate probability density functions (PDFs) in the phase space of large-scale atmospheric motions. This idea is pursued systematically here in the hope of clarifying the extent to which intraseasonal variability can be described and understood in terms of multiple flow regimes. Bivariate PDFs of the Northern Hemisphere (NH) wintertime anomaly heights at 700 mb are examined in the present paper, using a 37-year dataset. The two-dimensional phase plane is defined by the two leading empirical orthogonal functions (EOFs) of the anomaly fields. PDFs on this plane exhibit synoptically intriguing and statistically significant inhomogeneities on the periphery of the distribution. It is shown that these inhomogeneities are due to the existence of persistent and recurrent anomaly patterns, well-known as dominant teleconnection patterns; that is, the Pacific/North American (PNA) pattern, its reverse, and zonal and blocked phases of the North Atlantic Oscillation (NAO). It is argued that the inhomogeneities are obscured when PDFs are examined in a smaller-dimensional subspace than dynamically desired.
Feliks, Yizhak, and Michael Ghil. 1993. “Downwelling-front instability and eddy formation in the Eastern Mediterranean.” Journal of physical oceanography 23 (1): 61–78. Abstract
The instability of the downwelling front along the southern coast of Asia Minor is studied with a multimode quasigeostrophic model. Linear analysis shows that the most unstable wave has a length of about 100 km, The wavelength depends only very weakly on the transversal scale of the front. The wave period is larger by an order of magnitude than the e-folding time; that is, rapid local growth occurs with little propagation. The growth rate is proportional to the maximum of the speed of the downwelling westward jet. The evolution of the frontal waves can be divided into three stages. At first, the evolution is mainly due to linear instability; the second stage is characterized by closed eddy formation; and finally, isolated eddies separate from the front and penetrate into the open sea. The largest amount of available potential energy is transferred to kinetic energy and into the barotropic mode during the second, eddy-forming stage, when several dipoles develop in this mode. The formation of anticyclonic eddies is due to advection of the ridges of the unstable wave's first baroclinic mode by the barotropic dipole. The baroclinic eddies ride on the barotropic dipoles. The propagation of such dipole-rider systems is determined mainly by the evolution of the corresponding barotropic dipole. These results suggest that the warm- and salty-core eddies observed in the Eastern Mediterranean are due, at least in part, to the instability of the downwelling front along the basin's northeastern coastline. There is both qualitative and quantitative similarity between the observed and calculated eddies in their radius (35–50 km), thermal structure, and distribution along the coast.
Keppenne, Christian L., and Michael Ghil. 1993. “Adaptive filtering and prediction of noisy multivariate signals: an application to subannual variability in atmospheric angular momentum.” International Journal of Bifurcation and Chaos 3: 625–634. Abstract

Principal component analysis (PCA) in the space and time domains is applied to filter adaptively the dominant modes of subannual (SA) variability of a 12-year long multivariate time series of Northern Hemisphere atmospheric angular momentum (AAM); AAM is computed in 23 latitude bands of equal area from operational analyses of the U.S. National Meteorological Center. PCA isolates the leading empirical orthogonal functions (EOFs) of spatial dependence, while multivariate singular spectrum analysis (M-SSA) yields filtered time series that capture the dominant low-frequency modes of SA variability. The time series prefiltered by M-SSA lend themselves to prediction by the maximum entropy method (MEM). Whole-field predictions are made by combining the forecasts so obtained with the leading spatial EOFs obtained by PCA. The combination of M-SSA and MEM has predictive ability up to about a month. These methods are essentially linear but data-adaptive. They seem to perform well for short, noisy, multivariate time series, to which purely nonlinear, deterministically based methods are difficult to apply.

1992
Keppenne, Christian L., and Michael Ghil. 1992. “Adaptive filtering and prediction of the Southern Oscillation index.” Journal of Geophysical Research: Atmospheres 97 (D18). Wiley Online Library: 20449–20454.
Vautard, Robert, Pascal Yiou, and Michael Ghil. 1992. “Singular-spectrum analysis: A toolkit for short, noisy chaotic signals.” Physica D 58 (1–4): 95–126. Abstract
Singular-spectrum analysis (SSA) is developed further, based on experience with applications to geophysical time series. It is shown that SSA provides a crude but robust approximation of strange attractors by tori, in the presence of noise. The method works well for short, noisy time series. The lagged-covariance matrix of the processes studied is the basis of SSA. We select subsets of eigenelements and associated principal components (PCs) in order to provide (i) a noise-reduction algorithm, (ii) a detrending algorithm, and (iii) an algorithm for the identification of oscillatory components. Reconstructed components (RCs) are developed to provide optimal reconstruction of a dynamic process at precise epochs, rather than averaged over the window length of the analysis. SSA is combined with advanced spectral-analysis methods - the maximum entropy method (MEM) and the multi-taper method (MTM) - to refine the interpretation of oscillatory behavior. A combined SSA-MEM method is also used for the prediction of selected subsets of RCs. The entire toolkit is validated against a set of four prescribed time series generated by known processes, quasi-periodic or chaotic. It is also applied to a time series of global surface air temperatures, 130 years long, which has attracted considerable attention in the context of the global warming issue and provides a severe test for noise reduction and prediction.
1991
Penland, Cecile, Michael Ghil, and Klaus M. Weickmann. 1991. “Adaptive filtering and maximum entropy spectra with application to changes in atmospheric angular momentum.” Journal of geophysical research 96 (D12): 22659–22671. Abstract
The spectral resolution and statistical significance of a harmonic analysis obtained by low-order maximum entropy methods (MEM) can be improved by subjecting the data to an adaptive filter. This adaptive filter consists of projecting the data onto the leading temporal empirical orthogonal functions obtained from singular spectrum analysis (SSA). The combined SSA-MEM method is applied both to a synthetic time series and a time series of atmospheric angular momentum (AAM) data. The procedure is very effective when the background noise is white and less so when the background noise is red. The latter case obtains in the AAM data. Nevertheless, we detect reliable evidence for intraseasonal and interannual oscillations in AAM. The interannual periods include a quasi-biennial one and low-frequency one of 5 years, both related to the El Niño/Southern Oscillation. In the intraseaonal band, separate oscillations of about 48..5 and 51 days are ascertained.
Ghil, Michael, and Kingtse Mo. 1991. “Intraseasonal Oscillations in the Global Atmosphere. Part I: Northern Hemisphere and Tropics.” Journal of the Atmospheric Sciences 48 (5): 752–779. Abstract
We have examined systematically oscillatory modes in the Northern Hemisphere and in the tropics. The 700 mb heights were used to analyze extratropical oscillations, and the outgoing longwave radiation to study tropical oscillations in convection. All datasets were band-pass filtered to focus on the intraseasonal (IS) band of 10-120 days. Leading spatial patterns of variability were obtained by applying EOF analysis to these IS data. The leading principal components (PCs) were subjected to singular spectrum analysis (SSA). SSA is a statistical technique related to EOF analysis, but in the time domain, rather than the spatial domain. It helps identify nonlinear oscillations in short and noisy time series.In the Northern Hemisphere, there are two important modes of oscillation with periods near 48 and 23 days, respectively. The 48-day mode is the most important of the two. It has both traveling and standing components, and is dominated by a zonal wavenumber two. The 23-day mode has the spatial structure and propagation properties described by Branstator and by Kushnir.In the tropics, the 40-50 day oscillation documented by Madden and Julian, Weickmann, Lau, their colleagues, and many other authors dominates the Indian and Pacific oceans from 60°E to the date line. From 170°W to 90°W, however, a 24-28 day oscillation is equally strong. The extratropical modes are often independent of, and sometimes lead, the tropical modes.
Ghil, Michael, and Kingtse Mo. 1991. “Intraseasonal Oscillations in the Global Atmosphere. Part II: Southern Hemisphere.” Journal of the Atmospheric Sciences 48: 780–792. Abstract
In Part II of this two-part article, we complete the systematic examination of oscillatory modes in the global atmosphere by studying 12 years of 500 mb geopotential heights in the Southern Hemisphere. As in Part I, for the tropics and Northern Hemisphere extratropics, the data were band-pass filtered to focus on intraseasonal (IS) phenomena, and spatial EOFs were obtained. The leading principal components were subjected to singular spectrum analysis (SSA), in order to identify nonlinear IS oscillations with high statistical confidence.In the Southern Hemisphere, the dominant mode has a period of 23 days, with spatial patterns carried by the second and third winter EOF of the IS band. It has a zonal wavenumber-four structure. The 40-day mode is second, and dominated by wavenumbers three and four, while a 16-day mode is too weak to separate its spatial behavior from the previous two. The IS dynamics in the Southern Hemisphere is more complex and dominated by shorter wavenumbers than the Northern Hemisphere. No statistically significant correlations between the Southern Hemisphere and the tropics or the Northern Hemisphere are apparent in the IS band.
Ghil, Michael, and Paola Malanotte-Rizzoli. 1991. “Data assimilation in meteorology and oceanography.” Advances in Geophysics 33. Elsevier: 141–266.
Ghil, Michael, and Robert Vautard. 1991. “Interdecadal oscillations and the warming trend in global temperature time series.” Nature 350 (6316): 324–327. Abstract

The ability to distinguish a warming trend from natural variability is critical for an understanding of the climatic response to increasing greenhouse-gas concentrations. Here we use singular spectrum analysis1 to analyse the time series of global surface air tem-peratures for the past 135 years2, allowing a secular warming trend and a small number of oscillatory modes to be separated from the noise. The trend is flat until 1910, with an increase of 0.4 °C since then. The oscillations exhibit interdecadal periods of 21 and 16 years, and interannual periods of 6 and 5 years. The interannual oscillations are probably related to global aspects of the El Niño-Southern Oscillation (ENSO) phenomenon3. The interdecadal oscillations could be associated with changes in the extratropical ocean circulation4. The oscillatory components have combined (peak-to-peak) amplitudes of >0.2 °C, and therefore limit our ability to predict whether the inferred secular warming trend of 0.005 °Cyr-1 will continue. This could postpone incontrovertible detection of the greenhouse warming signal for one or two decades.

1989
Ghil, Michael. 1989. “Meteorological data assimilation for oceanographers. Part I: Description and theoretical framework.” Dynamics of Atmospheres and Oceans 13 (3-4). Elsevier: 171–218.
Vautard, Robert, and Michael Ghil. 1989. “Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series.” Physica D 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.

1985
Legras, B., and Michael Ghil. 1985. “Persistent anomalies, blocking and variations in atmospheric predictability.” Journal of the Atmospheric Sciences 42 (5): 433–471. Abstract

We consider regimes of low-frequency variability in large-scale atmospheric dynamics. The model used for the study of these regimes is the fully-nonlinear, equivalent-barotropic vorticity equation on the sphere, with simplified forcing, dissipation and topography. Twenty-five modes are retained in a spherical harmonics expansion of the streamfunction. Solutions are studied as a function of the nondimensional intensity of the forcing and dissipation.Multiple stationary solutions are obtained as a result of nonlinear interaction between waves, mean flow and orography. The number of modes retained in the analysis permits these multiple equilibria to appear for realistic values of the forcing. The equilibria exhibit blocked and zonal flow patterns bearing a marked resemblance to synoptically defined zonal and blocked Northern Hemisphere midlatitude flows.Wave-wave interactions influence strongly the stability properties of the equilibria and the time evolution of nonequilibrium solutions. Time-dependent solutions show persistent sequences which occur in the phase-space vicinity of the zonal and blocked equilibria. Composite flow patterns of the persistent sequences are similar to the equilibria nearby, which permits the unambiguous definition of quasi-stationary flow regimes, zonal and blocked, respectively. The number of episodes of blocked or zonal flow decreases monotonically as their duration increases, in agreement with observations.The statistics of transitions between the two types of planetary flow regimes are computed from the model's deterministic dynamics. These transitional called breaks in statistical-synoptic long-range forecasting, are shown to be influenced by changes in model parameters. This influence is discussed in terms of the effect of anomalous boundary conditions on large-scale midlatitude atmospheric flow and on its predictability.

1983
Ghil, Michael, and John Tavantzis. 1983. “Global Hopf Bifurcation in a Simple Climate Model.” Siam Journal on Applied Mathematics 43 (5). Society for Industrial and Applied Mathematics: 1019–1041. Publisher's Version Abstract
The mathematical structure of a simple climate model is investigated. The model is governed by a system of two nonlinear, autonomous differential equations for the evolution in time of global temperature $T$ and meridional ice-sheet extent $L$. The system's solutions are studied by a combination of qualitative reasoning with explicit calculations, both analytical and numerical. For plausible values of the physical parameters, a branch of periodic solutions obtains, which is both orbitally and structurally stable. The amplitude of the stable periodic solutions in $T$ and $L$ correspond roughly to that obtained from proxy records of Quaternary glaciation cycles. The period of these solutions increases along the branch, until it becomes infinite, while the amplitude of the limiting solution is finite. The limiting solution is a homoclinic orbit formed by the reconnecting separatrix of a saddle. The exchange of stability between the branch of periodic solutions and the steady solution from which it arises is studied by a slight simplification of known methods [20], [21].
1981
Ghil, Michael, and H. Le Treut. 1981. “A climate model with cryodynamics and geodynamics.” Journal of Geophysical Research 86: 5262–5270. Publisher's Version