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Results for “dependence among multivariate series”

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

A new method for detecting abrupt changes in the dependence among multivariate hydrological series based on moving cut total correlation

Knowledge of how to define and estimate the dependence among multivariate hydrological series is essential for detecting abrupt changes in the dependence. Here, in this paper, a new method (BMCTC) is proposed to detect all possible abrupt change points in the dependence among multivariate hydrological series. The total correlation estimated by the matrix-based Renyi's alpha-order entropy functional is firstly introduced to define and measure the dependence strength among multivariate hydrological series. Then, the moving cut total correlation (MCTC) sequence is built by the moving window technique, which is used to measure changes in the dependence strength among multivariate hydrological series. Finally, the Bernaola-Galvan algorithm is used to detect all change points of the MCTC sequence. Simulations are performed to compare the effectiveness of BMCTC with Pearson correlation (BMCPC) and Spearman correlation (BMCSC), Cramer-von Mises (CvM) and copula-based likelihood-ratio (CLR). The results show that all change points are detected by BMCTC regardless of the samples size, but wrong change points or no change points are detected by other methods in most cases. BMCTC is applied to detect change points in the dependence among annual runoff, precipitation and sediment discharge series in the Xiliugou and the Kuyehe River, China. It is found that the dependence among runoff, precipitation and sediment discharge changed abruptly in 1980 and 1996 in the Kuyehe River and in 1999 in the Xiliugou River. These changes are mainly caused by human activities such as construction of water conservancy projects and coal mining.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

Causal interaction in high frequency turbulence at the biosphere–atmosphere interface: Structure–function coupling

At the biosphere–atmosphere interface, nonlinear interdependencies among components of an ecohydrological complex system can be inferred using multivariate high frequency time series observations. Information flow among these interacting variables allows us to represent the causal dependencies in the form of a directed acyclic graph (DAG). Here, we use high frequency multivariate data at 10 Hz from an eddy covariance instrument located at 25 m above agricultural land in the Midwestern US to quantify the evolutionary dynamics of this complex system using a sequence of DAGs by examining the structural dependency of information flow and the associated functional response. We investigate whether functional differences correspond to structural differences or if there are no functional variations despite the structural differences. We base our analysis on the hypothesis that causal dependencies are instigated through information flow, and the resulting interactions sustain the dynamics and its functionality. To test our hypothesis, we build upon causal structure analysis in the companion paper to characterize the information flow in similarly clustered DAGs from 3-min non-overlapping contiguous windows in the observational data. We characterize functionality as the nature of interactions as discerned through redundant, unique, and synergistic components of information flow. Through this analysis, we find that in turbulence at the biosphere–atmosphere interface, the variables that control the dynamic character of the atmosphere as well as the thermodynamics are driven by non-local conditions, while the scalar transport associated with CO and H 2 O is mainly driven by short-term local conditions.

58 GEOSCIENCES↗