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 PDO

In Chapter 12 of the book, the math model behind the equatorial Pacific ocean dipole known as the ENSO (El Nino /Southern Oscillation) was presented.  Largely distinct to that, the climate index referred to as the Pacific Decadal Oscillation (PDO) occurs in the northern Pacific. As with modeling the AMO, understanding the dynamics of the PDO helps cross-validate the LTE theory for dipoles such as ENSO, as reported at the 2018 Fall Meeting of the AGU (poster). Again, if we can apply an identical forcing for PDO as for AMO and ENSO, then we can further cross-validate the LTE model. So by reusing that same forcing for an independent climate index such as PDO, we essentially remove a large number of degrees of freedom from the model and thus defend against claims of over-fitting.

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Tropical Instability Waves

In Chapter 12 of the book, we present the hypothesis that tropical instability waves (TIW) of the equatorial Pacific are the higher wavenumber (and higher frequency) companion to the lower wavenumber ENSO (El Nino /Southern Oscillation) behavior. See Fig 1 below.

Figure 1 : Tropical Instability Waves along the equator have about a ~15x higher wavenumber than the ENSO wave.

TIW wavetrains are also observed in the equatorial Atlantic so would be considered alongside the AMO there as the high wavenumber and low wavenumber pairing.

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The AMO

In Chapter 12 of the book, we focused on modeling the standing-wave behavior of the Pacific ocean dipole referred to as ENSO (El Nino /Southern Oscillation).  Because it has been in climate news recently, it makes sense to give equal time to the Atlantic ocean equivalent to ENSO referred to as the Atlantic Multidecadal Oscillation (AMO). The original rationale for modeling AMO was to determine if it would help cross-validate the LTE theory for equatorial climate dipoles such as ENSO; this was reported at the 2018 Fall Meeting of the AGU (poster). The approach was similar to that applied for other dipoles such as the IOD (which is also in the news recently with respect to Australia bush fires and in how multiple dipoles can amplify climate extremes [1]) — and so if we can apply an identical forcing for AMO as for ENSO then we can further cross-validate the LTE model. So by reusing that same forcing for an independent climate index such as AMO, we essentially remove a large number of degrees of freedom from the model and thus defend against claims of over-fitting.

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AO, PNA, & SAM Models

In Chapter 11, we developed a general formulation based on Laplace’s Tidal Equations (LTE) to aid in the analysis of standing wave climate models, focusing on the ENSO and QBO behaviors in the book.  As a means of cross-validating this formulation, it makes sense to test the LTE model against other climate indices. So far we have extended this to PDO, AMO, NAO, and IOD, and to complete the set, in this post we will evaluate the northern latitude indices comprised of the Arctic Oscillation/Northern Annular Mode (AO/NAM) and the Pacific North America (PNA) pattern, and the southern latitude index referred to as the Southern Annular Mode (SAM). We will first evaluate AO and PNA in comparison to its close relative NAO and then SAM …

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North Atlantic Oscillation

In Chapter 12 of the book, we derived an ENSO standing wave model based on an analytical Laplace’s Tidal Equation formulation. The results of this were so promising that they were also applied successfully to two other similar oceanic dipoles, the Atlantic Multidecadal Oscillation (AMO) and the Pacific Decadal Oscillation (PDO), which were reported at last year’s American Geophysical Union (AGU) conference. For that presentation, an initial attempt was made to model the North Atlantic Oscillation (NAO), which is a more rapid cycle, consisting of up to two periods per year, in contrast to the El Nino peaks of the ENSO time-series which occur every 2 to 7 years. Those results were somewhat inconclusive, so are revisited in the following post:

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