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CEEMD vs Joe Fourier | Watts Up With That?


Visitor Submit by Willis Eschenbach

In one in every of my late-night somnambulistic ramblings by way of the local weather literature, I got here throughout a 2021 research entitled “Proof of photo voltaic 11-year cycle from Sea Floor Temperature (SST)” by Daniele Mazza and Enrico Canuto, hereinafter MC21. They declare that they will use Fourier evaluation to point out that there’s a photo voltaic cycle sign within the 1948-2021 sea floor temperature within the tropical Pacific Nino 4 space (5°N to five°S, 160°E – 150°W). In addition they make the identical declare for a wider band in the identical Nino 4 space of the tropics (10°N to 10°S, 160°E – 150°W).

On this evaluation, I’ll present two very completely different the reason why their conclusions usually are not justified.

Let me begin with the query, what’s Fourier evaluation when it’s at dwelling? Properly, again in 1807, a French genius named Joseph Fourier printed his good perception. He had realized that any sign, like say a time collection of temperature observations, could possibly be decomposed into quite a few good sine waves. These sine waves, every with their very own amplitude, interval, and section, all add collectively to precisely reconstruct the unique sign.

Fourier evaluation is a really highly effective type of decomposing a sign. It has been immensely profitable in analyzing, synthesizing, and understanding indicators of every type, and it’s utilized in an enormous number of analyses. Nonetheless, it’s not the one sport on the town.

CEEMD stands for Full Ensemble Empirical Mode Decomposition. Like Fourier evaluation, it decomposes a sign into quite a few easier indicators. Nonetheless, Fourier decomposition breaks a sign into solely pure, unvaryingly common sine waves. CEEMD, then again, breaks the sign into
“empirically decided” underlying indicators. Which means the vary of cycle lengths of the indicators in every group is set by the information itself. I focus on CEEMD intimately in my submit entitled Noise Assisted Knowledge Evaluation.

What does this imply in follow? Properly, let me apply CEEMD to the information that they’ve used of their evaluation. First, right here is the month-to-month sunspot knowledge from 1948 to mid-2021.

Determine 1. Month-to-month sunspot counts, January 1948 — June 2021.

And right here is the entire ensemble empirical mode decomposition (CEEMD) of the identical sunspot sign.

Determine 2. CEEMD Decomposition of the month-to-month sunspot counts.

So what are we right here? The highest panel exhibits the uncooked knowledge. Panels C1 to C9 present the sign in every of the 9 empirical modes. These, along with the residual pattern within the backside panel, will add collectively to completely reconstruct the unique sign. Clearly, nearly all of the sunspot sign is in empirical mode C6.

Under is one other means to take a look at the CEEMD sunspot decomposition. That is to take a look at the periodograms of every of the empirical mode indicators. Periodograms present the intervals (cycle lengths) of the indicators that make up that empirical mode. Determine 3 exhibits that end result.

Determine 3. Periodograms of the CEEMD Decomposition of the month-to-month sunspot counts.

Right here, we see that empirical mode C6 accommodates a powerful sunspot cycle peaking at just below 11 years, with a bit extra sunspot-related energy in empirical mode C7. Aside from that, there’s little to be seen.

Now, we are able to recreate the long-period variations within the sunspot sign just by including collectively the empirical modes of ~ 11 years and longer proven in Determine 2. These are the modes C6 to C9 plus the residual pattern. Determine 4 exhibits that end result, superimposed on the underlying sunspot knowledge.

Determine 4. Sunspot counts as in Determine 1, overlaid with the sum of the empirical modes of 11 years and longer.

Up to now, so good. You may see how nicely the CEEMD exhibits the variations within the sunspot knowledge. Subsequent, I’ll present the identical form of evaluation for the large NINO4 space used within the MC21 evaluation. To begin with, right here’s the uncooked 1948-2021 knowledge.

Determine 5. Month-to-month NINO4 10°N-10°S temperatures, January 1948 — June 2021.

Subsequent, the entire ensemble empirical mode decomposition (CEEMD) of the identical temperature sign.

Determine 6. CEEMD Decomposition of the month-to-month NINO4 temperatures.

Then now we have the periodograms of every of the empirical mode indicators.

Determine 7. Periodograms of the CEEMD Decomposition of the month-to-month NINO4 temperature.

Right here, we are able to see that there’s a robust cycle peaking at 12 years … and that is the explanation that the authors of MC 21 declare a “photo voltaic sign” within the ocean temperatures. Nonetheless, there is no such thing as a 12-year cycle within the sunspot knowledge. Have a look at Determine 3. It’s a number of months shorter than an 11-year cycle.

Lastly, as in Determine 4, we are able to reconstruct the underlying temperature cycle within the NINO4 10°N-10°S knowledge by including the 11-year and longer empirical modes plus the residual. Determine 8 exhibits that end result.

Determine 8. Temperatures as in Determine 1, overlaid with the sum of the empirical modes of 11 years and longer.

As you’ll be able to see, there’s a sign in there, and the CEEMD evaluation provides an excellent match … nevertheless it’s very in contrast to the sign within the sunspots. To focus on the variations, let me present the sums of the eleven-year-plus CEEMD modes for the sunspots and the temperatures.

Determine 9. Comparability of underlying cycles in sunspots and NINO4 10°N-10°S temperatures. To permit direct comparability, the CEEMD residual tendencies haven’t been included in both end result.

Right here, the errors of their evaluation change into fairly evident. They’ve claimed {that a} 12-year cycle within the temperature knowledge is because of photo voltaic variations. However as you’ll be able to see, though there may be satisfactory settlement as much as 1980, even in that part the peaks and troughs of the temperature sign typically lead the photo voltaic sign by as much as a yr and a half. This could indicate an impossibility, that the NINO4 temperature is inflicting the sunspot cycle … and at different occasions, the spots lead the temps by as much as three and a half years.

Worse but, post-1980 the NINO4 temperatures begin shifting increasingly more to the fitting. This can be a reflection of the distinction between the ten.75-year cycle of the sunspot knowledge over the Jan 1948 – Jun 2021 interval, and the 12-year cycle of the NINO4 temperatures over the identical interval.

Briefly, whereas the cycles are shut, they don’t present any connection between the 11-year sunspot cycle and the 12-year temperature cycle over that interval.

So why is there a similarity? They reveal the explanation of their research, viz:

After having downloaded and analysed lots of of temperature data of the earth floor, finally, we discovered clear proof for the solar’s 11-years cycle signature in some few circumstances, whereas for the overwhelming majority of the others this wasn’t detectable, buried underneath different oscillations (seasonal or El-Nino associated) or noise.

(In passing, I really like their completely unsupported declare that the photo voltaic impact is all over the place nevertheless it simply isn’t “detectable” as a result of it’s “buried” underneath causes … however I digress.)

The issue is that for those who look in sufficient locations you’ll finally discover a related sign … however that’s most likely not statistically important. Right here’s an instance.

Suppose you’ve a random quantity generator that generates a brand new random quantity from one to 1 hundred every time it’s used. A person says “I can guess the vary of the following quantity. It will likely be between one and 5”. And positive sufficient, the following quantity is three.

Because the odds of him guessing it proper by likelihood are just one in twenty (0.05), that result’s mentioned to be statistically important at a “p-value” of 0.05, and maybe the person is correct that he can guess the quantity. In fact, with a p-value of 0.05, there’s nonetheless a 5% likelihood it was simply dumb luck.

However suppose, then again, that the following random quantity is thirty-two. The person is unsuitable. So he says “Let me attempt once more” … and once more he fails. So he tries once more, and once more, and naturally, finally he will get it proper.

Is that end result statistically important? Does he get to assert success?

Properly … no. As my dad used to say once I was a child, “Even a blind hog will discover an acorn on occasion”. (In my youth, I at all times misheard it as him saying “a blind hawk will discover an acorn”, and so I spent years questioning what a hawk, blind or not, would do with an acorn anyhow … however once more, I digress.)

No, it’s not important and he can’t declare success, as a result of for those who make sufficient makes an attempt, or within the present sunspot case for those who look in sufficient locations, you’ll finally get a constructive end result.

To regulate for this, we use what known as the “Bonferroni Correction”. This was an extension of labor by the Italian mathematician Carlo Emilio Bonferroni (1892-1960). The correction itself was developed by a girl named Olive Jean Dunn and printed in 1961. She solely talked about Bonferroni as soon as in her evaluation, however she was a girl throughout the 1960’s so Bonferroni received the glory … go determine.

In any case, the Bonferroni/Dunn Correction says that in case you are on the lookout for statistical significance at some specified p-value of “α” (say 0.05 as within the instance above, a worth generally utilized in local weather science) and also you search for it in “n” locations, you want to modify your p-value downwards as follows:

By their very own description, the authors seemed for the photo voltaic sign in “lots of of temperature data” … so to seek out one thing statistically important, it must be a really, superb match, with a Bonferroni-corrected p-value of

α of 0.05 / n of 100 = corrected p-value of 0.0005

This can be a degree of correspondence hardly ever seen in local weather science … and of their evaluation, they don’t even point out statistical significance.

In order that’s my evaluation of the MC21 research. And heck, in the event that they’d simply used plain outdated Fourier evaluation and as an alternative of simply doing it on the NINO4 temperatures they’d in contrast it to the Fourier evaluation of sunspots for a similar time interval, they’d have seen the issue immediately:

Determine 10. Fourier periodograms of sunspots and NINO4 10°N-10°S temperatures.

As you’ll be able to see, the intervals are removed from the identical, which implies that they’ll go into and out of section with one another. This in flip implies that, as proven above in Fig. 9, at occasions the modifications within the NINO4 temperatures will lead the modifications within the sunspots … and which means the sunspots can’t presumably be the reason for the NINO4 temperatures.

And one other photo voltaic research bites the mud.

For reference, I began investigating this query of a sunspot-weather connection a few a long time in the past, and I used to be a real believer within the sunspot-weather connection. I assumed it might be straightforward to seek out proof that sunspots affected floor climate in some kind.

However regardless of a bunch of temperatures, rainfall, river ranges, lake ranges, ocean ranges, and different phenomena which have been claimed to include a sunspot sign, I’ve by no means discovered one declare that stood as much as shut examination. See right here for hyperlinks to 24 of my sunspot analyses, all of which confirmed … nothing. Doesn’t imply there isn’t a connection between sunspots and floor phenomena—it simply implies that if it exists, I’ve been unable to seek out it.


Right here, it’s an excellent spring day. I’m going outdoors. These are the redwood tree and the flowers in our entrance yard, basking within the considerable photo voltaic radiation and having fun with the heat. Life is nice.

Finest to all,

w.

The Regular: While you remark, please quote the precise phrases you might be discussing. It avoids heaps of misunderstandings.

A Sidenote For These : As has occurred to me a few occasions with different discoveries, I independently derived the Bonferroni/Dunn correction from fundamental ideas lengthy earlier than I ever heard about Bonferroni. I noticed the issue and calculated the right response.

Nonetheless, the shape I derived provides an actual reply, and the standard Bonferroni/Dunn correction is a vastly simplified approximation of that actual kind.

If alpha is the specified p-value, and N is the variety of tries, the precisely correct kind that I had independently derived is:

Corrected p-value = 1 – exp( log(1 – alpha) / N )

Now, the standard Bonferroni/Dunn correction is:

Corrected p-value = alpha / N

Once I discovered concerning the Bonferroni/Dunn correction a decade or so in the past, I received to questioning how good an approximation it’s. So I calculated the errors (precise minus approximation). Listed here are the errors for alpha = 0.05 and N from 2 to 10

 N  Error
 2 0.00032
 3 0.00029
 4 0.00024
 5 0.00021
 6 0.00018
 7 0.00016
 8 0.00014
 9 0.00013
10 0.00012

These errors are all positively inside tolerance. So I gave up utilizing my very own technique and went for the approximation, a lot simpler to recollect and use.

Addendum: Along with the Bonferroni Correction, I additionally independently derived the Koutsoyiannis technique for figuring out efficient N, and the Date-Compensated Discrete Fourier Remodel, or DCDFT (Ferraz-Mello, S. 1981, Astron. J., 86, 619). A few folks have requested me if it bothers me to seek out out that somebody preceded me in deriving these strategies, which means that I used to be not the primary one over the road.

Fairly the alternative. I take it as proof that I really do perceive the efficient N statistics, the Bonferroni Correction, and the Fourier remodel. I perceive them nicely sufficient to derive them independently. And since I’m completely self-taught in these issues, by no means took even one statistics or sign evaluation class, that’s an vital validation for me.

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