Nonlinear Generation of Power Spectrum : ENSO

Something I learned early on in my research career is that complicated frequency spectra can be generated from simple repeating structures. Consider the spatial frequency spectra produced as a diffraction pattern produced from a crystal lattice. Below is a reflected electron diffraction pattern of a reconstructed hexagonally reconstructed surface of a silicon (Si) single crystal with a lead (Pb) adlayer ( (a) and (b) are different alignments of the beam direction with respect to the lattice). Suffice to say, there is enough information in the patterns to be able to reverse engineer the structure of the surface as (c).

from link

Now consider the ENSO pattern. At first glance, neither the time-series signal nor the Fourier series power spectra appear to be produced by anything periodically regular. Even so, let’s assume that the underlying pattern is tidally regular, being comprised of the expected fortnightly 13.66 day tropical/synodic cycle and the monthly 27.55 day anomalistic cycle synchronized by an annual impulse. Then the forcing power spectrum of f(t) looks like the RED trace on the left-side of the figure below, F(ω). Clearly that is not enough of a frequency spectra (a few delta spikes) necessary to make up the empirically calculated Fourier series for the ENSO data comprising ~40 intricately placed peaks between 0 and 1 cycles/year in BLUE.

click to expand

Yet, if we modulate that with an Laplace’s Tidal Equation solution functional g(f(t)) that has a G(ω) as in the yellow inset above — a cyclic modulation of amplitudes where g(x) is described by two distinct sine-waves — then the complete ENSO spectra is fleshed out in BLACK in the figure above. The effective g(x) is shown in the figure below, where a slower modulation is superimposed over a faster modulation.

So essentially what this is suggesting is that a few tidal factors modulated by two sinusoids produces enough spectral detail to easily account for the ~40 peaks in the ENSO power spectra. It can do this because a modulating sinusoid is an efficient harmonics and cross-harmonics generator, as the Taylor’s series of a sinusoid contains an effectively infinite number of power terms.

To see this process in action, consider the following three figures, which features a slider that allows one to get an intuitive feel for how the LTE modulation adds richness via harmonics in the power spectra.

  1. Start with a mild LTE modulation and start to increase it as in the figure below. A few harmonics begin to emerge as satellites surrounding the forcing harmonics in RED.
drag slider right for less modulation and to the left for more modulation

2. Next, increase the LTE modulation so that it models the slower sinusoid — more harmonics emerge

3. Then add the faster sinusoid, to fully populate the empirically observed ENSO spectral peaks (and matching the time series).

It appears as if by magic, but this is the power of non-linear harmonic generation. Note that the peak labeled AB amongst others is derived from the original A and B as complicated satellite-cross terms, which can be accounted for by expanding all of the terms in the Taylor’s series of the sinusoids. This can be done with some difficulty, or left as is when doing the fit via solver software.

To complete the circle, it’s likely that being exposed to mind-blowing Fourier series early on makes Fourier analysis of climate data less intimidating, as one can apply all the tricks-of-the-trade, which, alas, are considered routine in other disciplines.


Individual charts

https://imagizer.imageshack.com/img922/7013/VRro0m.png




 


Modern Meteorology

This is what amounts to forecast meteorology — a seasoned weatherman will look at the current charts and try to interpret them based on patterns that have been associated with previous observations. They appear to have equal powers of memory recall, pattern matching, and the art of the bluff.

I don’t do that kind of stuff and don’t think I ever will.

If this comes out of a human mind, then that same information can be fed into a knowledgebase and either a backward or forward-chained inference engine could make similar assertions.

And that explains why I don’t do it — a machine should be able to do it better.


What makes an explanation good enough? by Santa Fe Institute

Plausibility and parsimony are the 2P’s of building a convincing argument for a scientific model. First one has to convince someone that the model is built on a plausible premise, and secondly that the premise is simpler and more parsimonious with the data that any other model offered. As physics models are not provable in the sense of math models, the model that wins is always based on a comparison to all other models. Annotated from  DOI: 10.1016/j.tics.2020.09.013

note: https://andthentheresphysics.wordpress.com/2018/01/13/a-little-bit-of-sociology-of-science/#comment-110013

Chandler Wobble Forcing

Amazing finding from Alex’s group at NASA JPL

What’s also predictable is that the JPL team probably have a better handle of what causes the wobble on Mars than we have on what causes the Chandler wobble (CW) here on Earth. Such is the case when comparing a fresh model against a stale model based on an early consensus that becomes hard to shake with the passage of time.

Of course, we have our own parsimoniously plausible model of the Earth’s Chandler wobble (described in Chapter 13), that only gets further substantiated over time.

The latest refinement to the geoenergy model is the isolation of Chandler wobble spectral peaks related to the asymmetry of the northern node lunar torque relative to the southern node lunar torque.

Continue reading

QBO Aliased Harmonics

In Chapter 12, we described the model of QBO generated by modulating the draconic (or nodal) lunar forcing with a hemispherical annual impulse that reinforces that effect. This generates the following predicted frequency response peaks:

From section 11.1.1 Harmonics

The 2nd, 3rd, and 4th peaks listed (at 2.423, 1.423, and 0.423) are readily observed in the power spectra of the QBO time-series. When the spectra are averaged over each of the time series, the precisely matched peaks emerge more cleanly above the red noise envelope — see the bottom panel in the figure below (click to expand).

Power spectra of QBO time-series — the average is calculated by normalizing the peaks at 0.423/year.
Each set of peaks is separated by a 1/year interval.

The inset shows what these harmonics provide — essentially the jagged stairstep structure of the semi-annual impulse lag integrated against the draconic modulation.

It is important to note that these harmonics are not the traditional harmonics of a high-Q resonance behavior, where the higher orders are integral multiples of the fundamental frequency — in this case at 0.423 cycles/year. Instead, these are clear substantiation of a forcing response that maintains the frequency spectrum of an input stimulus, thus excluding the possibility that the QBO behavior is a natural resonance phenomena. At best, there may be a 2nd-order response that may selectively amplify parts of the frequency spectrum.

See my latest submission to the ESD Ideas issue : ESDD – ESD Ideas: Long-period tidal forcing in geophysics – application to ENSO, QBO, and Chandler wobble (copernicus.org)

Overfitting+Cross-Validation: ENSO→AMO

I presented at the 2018 AGU Fall meeting on the topic of cross-validation. From those early results, I updated a fitted model comparison between the Pacific ocean’s ENSO time-series and the Atlantic Ocean’s AMO time-series. The premise is that the tidal forcing is essentially the same in the two oceans, but that the standing-wave configuration differs. So the approach is to maintain a common-mode forcing in the two basins while only adjusting the Laplace’s tidal equation (LTE) modulation.

If you don’t know about these completely orthogonal time series, the thought that one can avoid overfitting the data — let alone two sets simultaneously — is unheard of (Michael Mann doesn’t even think that the AMO is a real oscillation based on reading his latest research article called “Absence of internal multidecadal and interdecadal oscillations in climate model simulations“).

This is the latest product (click to expand)

Read this backwards from H to A.

H = The two tidal forcing inputs for ENSO and AMO — differs really only by scale and a slight offset

G = The constituent tidal forcing spectrum comparison of the two — primarily the expected main constituents of the Mf fortnightly tide and the Mm monthly tide (and the Mt composite of Mf × Mm), amplified by an annual impulse train which creates a repeating Brillouin zone in frequency space.

E&F = The LTE modulation for AMO, essentially comprised of one strong high-wavenumber modulation as shown in F

C&D = The LTE modulation for ENSO, a strong low-wavenumber that follows the El Nino La Nina cycles and then a faster modulation

B = The AMO fitted model modulating H with E

A = The ENSO fitted model modulating the other H with C

Ordinarily, this would take eons worth of machine learning compute time to determine this non-linear mapping, but with knowledge of how to solve Navier-Stokes, it becomes a tractable problem.

Now, with that said, what does this have to do with cross-validation? By fitting only to the ENSO time-series, the model produced does indeed have many degrees of freedom (DOF), based on the number of tidal constituents shown in G. Yet, by constraining the AMO fit to require essentially the same constituent tidal forcing as for ENSO, the number of additional DOF introduced is minimal — note the strong spike value in F.

Since parsimony of a model fit is based on information criteria such as number of DOF, as that is exactly what is used as a metric characterizing order in the previous post, then it would be reasonable to assume that fitting a waveform as complex as B with only the additional information of F cross-validates the underlying common-mode model according to any information criteria metric.

For further guidance, this is an informative article on model selection in regards to complexity — “A Primer for Model Selection: The Decisive Role of Model Complexity

excerpt:

The Search for Order

Chap 10 Mathematical Geoenergy

For the LTE formulation along the equator, the analytical solution reduces to g(f(t)), where g(x) is a periodic function. Without knowing what g(x) is, we can use the frequency-domain entropy or spectral entropy of the Fourier series mapping an estimated x=f(t) forcing amplitude to a measured climate index time series such as ENSO. The frequency-domain entropy is the sum or integral of this mapping of x to g(x) in reciprocal space applying the Shannon entropy –I(f).ln(I(f)) normalized over the I(f) frequency range, which is the power spectral (frequency) density of the mapping from the modeled forcing to the time-series waveform sample.

This measures the entropy or degree of disorder of the mapping. So to maximize the degree of order, we minimize this entropy value.

This calculated entropy is a single scalar metric that eliminates the need for evaluating various cyclic g(x) patterns to achieve the best fit. Instead, what it does is point to a highly-ordered spectrum (top panel in the above figure), of which the delta spikes can then be reverse engineered to deduce the primary frequency components arising from the the LTE modulation factor g(x).

The approach works particularly well once the spectral spikes begin to emerge from the background. In terms of a physical picture, what is actually emerging are the principle standing wave solutions for particular wavenumbers. One can see this in the LTE modulation spectrum below where there is a spike at a wavenumber at 1.5 and one at around 10 in panel A (isolating the sin spectrum and cosine spectrum separately instead of the quadrature of the two giving the spectral intensity). This is then reverse engineered as a fit to the actual LTE modulation g(x) in panel B. Panel D is the tidal forcing x=f(t) that minimized the Shannon entropy, thus creating the final fit g(f(t)) in panel C when the LTE modulation is applied to the forcing.

The approach does work, which is quite a boon to the efficiency of iterative fitting towards a solution, reducing the number of DOF involved in the calculation. Prior to this, a guess for the LTE modulation was required and the iterative fit would need to evolve towards the optimal modulation periods. In other words, either approach works, but the entropy approach may provide a quicker and more efficient path to discovering the underlying standing-wave order.

I will eventually add this to the LTE fitting software distro available on GitHub. This may also be applicable to other measures of entropy such as Tallis, Renyi, multi-scale, and perhaps Bispectral entropy, and will add those to the conventional Shannon entropy measure as needed.

ESP

ESP stands for Earth System Predictability and appears to be an initiative released during the remaining months of the Trump administration.

Introduction
From predictions of individual thunderstorms to projections of long-term global change, knowing the degree to which Earth system phenomena across a range of spatial and temporal scales are practicably predictable is vitally important to society. Past research in Earth System Predictability (ESP) led to profound insights that have benefited society by facilitating improved predictions and projections. However, as there is an increasing effort to accelerate progress (e.g., to improve prediction skill over a wider range of temporal and spatial scales and for a broader set of phenomena), it is increasingly important to understand and characterize predictability opportunities and limits. Improved predictions better inform societal resilience to extreme events (e.g., droughts and floods, heat waves wildfires and coastal inundation) resulting in greater safety and socioeconomic benefits. Such prediction needs are currently only partially met and are likely to grow in the future. Yet, given the complexity of the Earth system, in some cases we still do not have a clear understanding of whether or under which conditions underpinning processes and phenomena are predictable and why. A better understanding of ESP opportunities and limits is important to identify what Federal investments can be made and what policies are most effective to harness inherent Earth system predictability for improved predictions.

They outline these primary goals:

  • Goal 1: Advance foundational understanding and theory for an improved knowledge of Earth system predictability of practical utility.
  • Goal 2: Reduce gaps in the observations-based characterization of conditions, processes, and phenomena crucial for understanding and using Earth system predictability.
  • Goal 3: Accelerate the exploration and effective use of inherent Earth system predictability through advanced modeling.
  • Cross-Cutting Goal 1: Leverage emerging new hardware and software technologies for Earth system predictability R&D.
  • Cross-Cutting Goal 2: Optimize coordination of resources and collaboration among agencies and departments to accelerate progress.
  • Cross-Cutting Goal 3: Expand partnerships across disciplines and with entities external to the Federal Government to accelerate progress.
  • Cross-Cutting Goal 4: Include, inspire, and train the next generation of interdisciplinary scientists who can advance knowledge and use of Earth system predictability.

Essentially the idea is to get it done with whatever means are available, including applying machine learning/artificial intelligence. The problem is that they wish to “train the next generation of interdisciplinary scientists who can advance knowledge and use of Earth system predictability”. Yet, interdisciplinary scientists are not normally employed in climate science and earth science research. How many of these scientists have done materials science, condensed-matter physics, electrical, optics, controlled laboratory experimentation, mechanical, fluid, software engineering, statistics, signal processing, virtual simulations, applied math, AI, quantum and statistical mechanics as prerequisites to beginning study? It can be argued that all the tricks of these trades are required to make headway and to produce the next breakthrough.

https://www.nationalacademies.org/event/09-22-2020/earth-system-predictability-r-d-continuing-the-conversation

ESD Ideas article for review

Get a Copernicus login and comment for peer-review

The simple idea is that tidal forces play a bigger role in geophysical behaviors than previously thought, and thus helping to explain phenomena that have frustrated scientists for decades.

The idea is simple but the non-linear math (see figure above for ENSO) requires cracking to discover the underlying patterns.

The rationale for the ESD Ideas section in the EGU Earth System Dynamics journal is to get discussion going on innovative and novel ideas. So even though this model is worked out comprehensively in Mathematical Geoenergy, it hasn’t gotten much publicity.

Complexity vs Simplicity in Geophysics

In our book Mathematical GeoEnergy, several geophysical processes are modeled — from conventional tides to ENSO. Each model fits the data applying a concise physics-derived algorithm — the key being the algorithm’s conciseness but not necessarily subjective intuitiveness.

I’ve followed Gell-Mann’s work on complexity over the years and so will try applying his qualitative effective complexity approach to characterize the simplicity of the geophysics models described in the book and on this blog.

from Deacon_Information_Complexity_Depth.pdf

Here’s a breakdown from least complex to most complex

Continue reading

Gravitational Pull

In Chapter 12 of the book, we provide an empirical gravitational forcing term that can be applied to the Laplace’s Tidal Equation (LTE) solution for modeling ENSO. The inverse squared law is modified to a cubic law to take into account the differential pull from opposite sides of the earth.

excerpt from Mathematical Geoenergy (Wiley/2018)

The two main terms are the monthly anomalistic (Mm) cycle and the fortnightly tropical/draconic pair (Mf, Mf’ w/ a 18.6 year nodal modulation). Due to the inverse cube gravitational pull found in the denominator of F(t), faster harmonic periods are also created — with the 9-day (Mt) created from the monthly/fortnightly cross-term and the weekly (Mq) from the fortnightly crossed against itself. It’s amazing how few terms are needed to create a canonical fit to a tidally-forced ENSO model.

The recipe for the model is shown in the chart below (click to magnify), following sequentially steps (A) through (G) :

(A) Long-period fortnightly and anomalistic tidal terms as F(t) forcing
(B) The Fourier spectrum of F(t) revealing higher frequency cross terms
(C) An annual impulse modulates the forcing, reinforcing the amplitude
(D) The impulse is integrated producing a lagged quasi-periodic input
(E) Resulting Fourier spectrum is complex due to annual cycle aliasing
(F) Oceanic response is a Laplace’s Tidal Equation (LTE) modulation
(G) Final step is fit the LTE modulation to match the ENSO time-series

The tidal forcing is constrained by the known effects of the lunisolar gravitational torque on the earth’s length-of-day (LOD) variations. An essentially identical set of monthly, fortnightly, 9-day, and weekly terms are required for both a solid-body LOD model fit and a fluid-volume ENSO model fit.

Fitting tidal terms to the dLOD/dt data is only complicated by the aliasing of the annual cycle, making factors such as the weekly 7.095 and 6.83-day cycles difficult to distinguish.

If we apply the same tidal terms as forcing for matching dLOD data, we can use the fit below as a perturbed ENSO tidal forcing. Not a lot of difference here — the weekly harmonics are higher in magnitude.

Modified initial calibration of lunar terms for fitting ENSO

So the only real unknown in this process is guessing the LTE modulation of steps (F) and (G). That’s what differentiates the inertial response of a spinning solid such as the earth’s core and mantle from the response of a rotating liquid volume such as the equatorial Pacific ocean. The former is essentially linear, but the latter is non-linear, making it an infinitely harder problem to solve — as there are infinitely many non-linear transformations one can choose to apply. The only reason that I stumbled across this particular LTE modulation is that it comes directly from a clever solution of Laplace’s tidal equations.

for full derivation see Mathematical Geoenergy (Wiley/2018)