arXiv subjects

Darin Comeau

Publications and source records attributed to Darin Comeau.

4 recordsLinked to original sources

arXiv2020

A Bayesian approach to regional decadal predictability: Sparse parameter estimation in high-dimensional linear inverse models of high-latitude sea surface temperature variability

Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model (LIM), has been widely used for regional climate predictability studies - typically focusing more on tropical or mid-latitude studies. However, most LIM fitting techniques rely on point estimation techniques deriving from fluctuation-dissipation theory. In this methodological study we explore the use of Bayesian inference techniques for LIM parameter estimation of sea surface temperature (SST), to quantify the skillful decadal predictability of Bayesian LIM models at high latitudes. We show that Bayesian methods, when compared to traditional point estimation methods for LIM-type models, provide better calibrated probabilistic skill, while simultaneously providing better point estimates due to the regularization effect of the prior distribution in high-dimensional problems. We compare the effect of several priors, as well as maximum likelihood estimates, on (1) estimating parameter values on a perfect model experiment and (2) producing calibrated 1-year SST anomaly forecast distributions using a pre-industrial control run of the Community Earth System Model (CESM). Finally, we employ a host of probabilistic skill metrics to determine the extent to which a LIM can forecast SST anomalies at high latitudes. We find that the choice of prior distribution has an appreciable impact on estimation outcomes, and priors that emphasize physically relevant properties enhance the model's ability to capture variability of SST anomalies.

stat.ME↗

arXiv2018

Predicting regional and pan-Arctic sea ice anomalies with kernel analog forecasting

Predicting Arctic sea ice extent is a notoriously difficult forecasting problem, even for lead times as short as one month. Motivated by Arctic intraannual variability phenomena such as reemergence of sea surface temperature and sea ice anomalies, we use a prediction approach for sea ice anomalies based on analog forecasting. Traditional analog forecasting relies on identifying a single analog in a historical record, usually by minimizing Euclidean distance, and forming a forecast from the analog's historical trajectory. Here an ensemble of analogs are used to make forecasts, where the ensemble weights are determined by a dynamics-adapted similarity kernel, which takes into account the nonlinear geometry on the underlying data manifold. We apply this method for forecasting pan-Arctic and regional sea ice area and volume anomalies from multi-century climate model data, and in many cases find improvement over the benchmark damped persistence forecast. Examples of success include the 3--6 month lead time prediction of pan-Arctic area, the winter sea ice area prediction of some marginal ice zone seas, and the 3--12 month lead time prediction of sea ice volume anomalies in many central Arctic basins. We discuss possible connections between KAF success and sea ice reemergence, and find KAF to be successful in regions and seasons exhibiting high interannual variability.

physics.ao-ph↗

arXiv2015

Data-driven prediction strategies for low-frequency patterns of North Pacific climate variability

The North Pacific exhibits patterns of low-frequency variability on the intra-annual to decadal time scales, which manifest themselves in both model data and the observational record, and prediction of such low-frequency modes of variability is of great interest to the community. While parametric models, such as stationary and non-stationary autoregressive models, possibly including external factors, may perform well in a data-fitting setting, they may perform poorly in a prediction setting. Ensemble analog forecasting, which relies on the historical record to provide estimates of the future based on past trajectories of those states similar to the initial state of interest, provides a promising, nonparametric approach to forecasting that makes no assumptions on the underlying dynamics or its statistics. We apply such forecasting to low-frequency modes of variability for the North Pacific sea surface temperature and sea ice concentration fields extracted through Nonlinear Laplacian Spectral Analysis. We find such methods may outperform parametric methods and simple persistence with increased predictive skill.

math.NA↗

arXiv2014

Defining a Trend for a Time Series Which Makes Use of the Intrinsic Time-Scale Decomposition

We propose criteria that define a trend for time series with inherent multi-scale features. We call this trend the {\it tendency} of a time series. The tendency is defined empirically by a set of criteria and captures the large-scale temporal variability of the original signal as well as the most frequent events in its histogram. Among other properties, the tendency has a variance no larger than that of the original signal; the histogram of the difference between the original signal and the tendency is as symmetric as possible; and with reduced complexity, the tendency captures essential features of the signal. To find the tendency we first use the Intrinsic Time-Scale Decomposition (ITD) of the signal, introduced in 2007 by Frei and Osorio, to produce a set of candidate tendencies. We then apply the criteria to each of the candidates to single out the one that best agrees with them. While the criteria for the tendency are independent of the signal decomposition scheme, it is found that the ITD is a simple and stable methodology, well suited for multi-scale signals. The ITD is a relatively new decomposition and little is known about its outcomes. In this study we take the first steps towards a probabilistic model of the ITD analysis of random time series. This analysis yields details concerning the universality and scaling properties of the components of the decomposition.

physics.data-an↗