Posit AI Weblog: AO, NAO, ENSO: A wavelet evaluation instance

Just lately, we confirmed the right way to use torch for wavelet evaluation. A member of the household of spectral evaluation strategies, wavelet evaluation bears some similarity to the Fourier Rework, and particularly, to its fashionable two-dimensional utility, the spectrogram.

As defined in that e-book excerpt, although, there are vital variations. For the needs of the present submit, it suffices to know that frequency-domain patterns are found by having just a little “wave” (that, actually, may be of any form) “slide” over the information, computing diploma of match (or mismatch) within the neighborhood of each pattern.

With this submit, then, my purpose is two-fold.

First, to introduce torchwavelets, a tiny, but helpful package deal that automates the entire important steps concerned. In comparison with the Fourier Rework and its functions, the subject of wavelets is slightly “chaotic” – that means, it enjoys a lot much less shared terminology, and far much less shared apply. Consequently, it is smart for implementations to comply with established, community-embraced approaches, every time such can be found and effectively documented. With torchwavelets, we offer an implementation of Torrence and Compo’s 1998 “Sensible Information to Wavelet Evaluation” (Torrence and Compo (1998)), an oft-cited paper that proved influential throughout a variety of utility domains. Code-wise, our package deal is usually a port of Tom Runia’s PyTorch implementation, itself primarily based on a previous implementation by Aaron O’Leary.

Second, to point out a horny use case of wavelet evaluation in an space of nice scientific curiosity and large social significance (meteorology/climatology). Being in no way an knowledgeable myself, I’d hope this might be inspiring to individuals working in these fields, in addition to to scientists and analysts in different areas the place temporal information come up.

Concretely, what we’ll do is take three totally different atmospheric phenomena – El Niño–Southern Oscillation (ENSO), North Atlantic Oscillation (NAO), and Arctic Oscillation (AO) – and examine them utilizing wavelet evaluation. In every case, we additionally have a look at the general frequency spectrum, given by the Discrete Fourier Rework (DFT), in addition to a traditional time-series decomposition into pattern, seasonal parts, and the rest.

Three oscillations

By far the best-known – probably the most notorious, I ought to say – among the many three is El Niño–Southern Oscillation (ENSO), a.ok.a. El Niño/La Niña. The time period refers to a altering sample of sea floor temperatures and sea-level pressures occurring within the equatorial Pacific. Each El Niño and La Niña can and do have catastrophic impression on individuals’s lives, most notably, for individuals in creating international locations west and east of the Pacific.

El Niño happens when floor water temperatures within the japanese Pacific are increased than regular, and the robust winds that usually blow from east to west are unusually weak. From April to October, this results in sizzling, extraordinarily moist climate circumstances alongside the coasts of northern Peru and Ecuador, frequently leading to main floods. La Niña, then again, causes a drop in sea floor temperatures over Southeast Asia in addition to heavy rains over Malaysia, the Philippines, and Indonesia. Whereas these are the areas most gravely impacted, adjustments in ENSO reverberate throughout the globe.

Much less well-known than ENSO, however extremely influential as effectively, is the North Atlantic Oscillation (NAO). It strongly impacts winter climate in Europe, Greenland, and North America. Its two states relate to the dimensions of the strain distinction between the Icelandic Excessive and the Azores Low. When the strain distinction is excessive, the jet stream – these robust westerly winds that blow between North America and Northern Europe – is but stronger than regular, resulting in heat, moist European winters and calmer-than-normal circumstances in Jap North America. With a lower-than-normal strain distinction, nonetheless, the American East tends to incur extra heavy storms and cold-air outbreaks, whereas winters in Northern Europe are colder and extra dry.

Lastly, the Arctic Oscillation (AO) is a ring-like sample of sea-level strain anomalies centered on the North Pole. (Its Southern-hemisphere equal is the Antarctic Oscillation.) AO’s affect extends past the Arctic Circle, nonetheless; it’s indicative of whether or not and the way a lot Arctic air flows down into the center latitudes. AO and NAO are strongly associated, and may designate the identical bodily phenomenon at a elementary degree.

Now, let’s make these characterizations extra concrete by precise information.

Evaluation: ENSO

We start with the best-known of those phenomena: ENSO. Information can be found from 1854 onwards; nonetheless, for comparability with AO, we discard all information previous to January, 1950. For evaluation, we decide NINO34_MEAN, the month-to-month common sea floor temperature within the Niño 3.4 area (i.e., the world between 5° South, 5° North, 190° East, and 240° East). Lastly, we convert to a tsibble, the format anticipated by feasts::STL().

library(tidyverse)
library(tsibble)

obtain.file(
  "https://bmcnoldy.rsmas.miami.edu/tropics/oni/ONI_NINO34_1854-2022.txt",
  destfile = "ONI_NINO34_1854-2022.txt"
)

enso <- read_table("ONI_NINO34_1854-2022.txt", skip = 9) %>%
  mutate(x = yearmonth(as.Date(paste0(YEAR, "-", `MON/MMM`, "-01")))) %>%
  choose(x, enso = NINO34_MEAN) %>%
  filter(x >= yearmonth("1950-01"), x <= yearmonth("2022-09")) %>%
  as_tsibble(index = x)

enso

# A tsibble: 873 x 2 [1M]
          x  enso
      <mth> <dbl>
 1 1950 Jan  24.6
 2 1950 Feb  25.1
 3 1950 Mar  25.9
 4 1950 Apr  26.3
 5 1950 Might  26.2
 6 1950 Jun  26.5
 7 1950 Jul  26.3
 8 1950 Aug  25.9
 9 1950 Sep  25.7
10 1950 Oct  25.7
# … with 863 extra rows

As already introduced, we wish to have a look at seasonal decomposition, as effectively. When it comes to seasonal periodicity, what can we anticipate? Except informed in any other case, feasts::STL() will fortunately decide a window dimension for us. Nonetheless, there’ll possible be a number of essential frequencies within the information. (Not eager to spoil the suspense, however for AO and NAO, this can undoubtedly be the case!). In addition to, we wish to compute the Fourier Rework anyway, so why not try this first?

Right here is the ability spectrum:

Within the under plot, the x axis corresponds to frequencies, expressed as “variety of instances per 12 months.” We solely show frequencies as much as and together with the Nyquist frequency, i.e., half the sampling fee, which in our case is 12 (per 12 months).

num_samples <- nrow(enso)
nyquist_cutoff <- ceiling(num_samples / 2) # highest discernible frequency
bins_below_nyquist <- 0:nyquist_cutoff

sampling_rate <- 12 # per 12 months
frequencies_per_bin <- sampling_rate / num_samples
frequencies <- frequencies_per_bin * bins_below_nyquist

df <- information.body(f = frequencies, y = as.numeric(fft[1:(nyquist_cutoff + 1)]$abs()))
df %>% ggplot(aes(f, y)) +
  geom_line() +
  xlab("frequency (per 12 months)") +
  ylab("magnitude") +
  ggtitle("Spectrum of Niño 3.4 information")

There’s one dominant frequency, similar to about annually. From this part alone, we’d anticipate one El Niño occasion – or equivalently, one La Niña – per 12 months. However let’s find essential frequencies extra exactly. With not many different periodicities standing out, we could as effectively limit ourselves to a few:

strongest <- torch_topk(fft[1:(nyquist_cutoff/2)]$abs(), 3)
strongest

[[1]]
torch_tensor
233.9855
172.2784
142.3784
[ CPUFloatType{3} ]

[[2]]
torch_tensor
74
21
7
[ CPULongType{3} ]

What we’ve listed here are the magnitudes of the dominant parts, in addition to their respective bins within the spectrum. Let’s see which precise frequencies these correspond to:

important_freqs <- frequencies[as.numeric(strongest[[2]])]
important_freqs

[1] 1.00343643 0.27491409 0.08247423 

That’s as soon as per 12 months, as soon as per quarter, and as soon as each twelve years, roughly. Or, expressed as periodicity, by way of months (i.e., what number of months are there in a interval):

num_observations_in_season <- 12/important_freqs  
num_observations_in_season

[1] 11.95890  43.65000 145.50000  

We now cross these to feasts::STL(), to acquire a five-fold decomposition into pattern, seasonal parts, and the rest.

library(feasts)
enso %>%
  mannequin(STL(enso ~ season(interval = 12) + season(interval = 44) +
              season(interval = 145))) %>%
  parts() %>%
  autoplot()

In response to Loess decomposition, there nonetheless is important noise within the information – the rest remaining excessive regardless of our hinting at essential seasonalities. In actual fact, there isn’t a large shock in that: Trying again on the DFT output, not solely are there many, shut to 1 one other, low- and lowish-frequency parts, however as well as, high-frequency parts simply gained’t stop to contribute. And actually, as of immediately, ENSO forecasting – tremendously essential by way of human impression – is concentrated on predicting oscillation state only a 12 months upfront. This can be attention-grabbing to remember for after we proceed to the opposite sequence – as you’ll see, it’ll solely worsen.

By now, we’re effectively knowledgeable about how dominant temporal rhythms decide, or fail to find out, what truly occurs in ambiance and ocean. However we don’t know something about whether or not, and the way, these rhythms could have various in power over the time span thought of. That is the place wavelet evaluation is available in.

In torchwavelets, the central operation is a name to wavelet_transform(), to instantiate an object that takes care of all required operations. One argument is required: signal_length, the variety of information factors within the sequence. And one of many defaults we want to override: dt, the time between samples, expressed within the unit we’re working with. In our case, that’s 12 months, and, having month-to-month samples, we have to cross a price of 1/12. With all different defaults untouched, evaluation can be achieved utilizing the Morlet wavelet (obtainable options are Mexican Hat and Paul), and the rework can be computed within the Fourier area (the quickest means, except you’ve got a GPU).

library(torchwavelets)
enso_idx <- enso$enso %>% as.numeric() %>% torch_tensor()
dt <- 1/12
wtf <- wavelet_transform(size(enso_idx), dt = dt)

A name to energy() will then compute the wavelet rework:

power_spectrum <- wtf$energy(enso_idx)
power_spectrum$form

[1]  71 873

The result’s two-dimensional. The second dimension holds measurement instances, i.e., the months between January, 1950 and September, 2022. The primary dimension warrants some extra rationalization.

Particularly, we’ve right here the set of scales the rework has been computed for. If you happen to’re conversant in the Fourier Rework and its analogue, the spectrogram, you’ll most likely assume by way of time versus frequency. With wavelets, there’s an extra parameter, the size, that determines the unfold of the evaluation sample.

Some wavelets have each a scale and a frequency, wherein case these can work together in complicated methods. Others are outlined such that no separate frequency seems. Within the latter case, you instantly find yourself with the time vs. scale structure we see in wavelet diagrams (scaleograms). Within the former, most software program hides the complexity by merging scale and frequency into one, leaving simply scale as a user-visible parameter. In torchwavelets, too, the wavelet frequency (if existent) has been “streamlined away.” Consequently, we’ll find yourself plotting time versus scale, as effectively. I’ll say extra after we truly see such a scaleogram.

For visualization, we transpose the information and put it right into a ggplot-friendly format:

instances <- lubridate::12 months(enso$x) + lubridate::month(enso$x) / 12
scales <- as.numeric(wtf$scales)

df <- as_tibble(as.matrix(power_spectrum$t()), .name_repair = "common") %>%
  mutate(time = instances) %>%
  pivot_longer(!time, names_to = "scale", values_to = "energy") %>%
  mutate(scale = scales[scale %>%
    str_remove("[.]{3}") %>%
    as.numeric()])
df %>% glimpse()

Rows: 61,983
Columns: 3
$ time  <dbl> 1950.083, 1950.083, 1950.083, 1950.083, 195…
$ scale <dbl> 0.1613356, 0.1759377, 0.1918614, 0.2092263,…
$ energy <dbl> 0.03617507, 0.05985500, 0.07948010, 0.09819…

There’s one extra piece of data to be integrated, nonetheless: the so-called “cone of affect” (COI). Visually, it is a shading that tells us which a part of the plot displays incomplete, and thus, unreliable and to-be-disregarded, information. Particularly, the larger the size, the extra spread-out the evaluation wavelet, and the extra incomplete the overlap on the borders of the sequence when the wavelet slides over the information. You’ll see what I imply in a second.

The COI will get its personal information body:

And now we’re able to create the scaleogram:

labeled_scales <- c(0.25, 0.5, 1, 2, 4, 8, 16, 32, 64)
labeled_frequencies <- spherical(as.numeric(wtf$fourier_period(labeled_scales)), 1)

ggplot(df) +
  scale_y_continuous(
    trans = scales::compose_trans(scales::log2_trans(), scales::reverse_trans()),
    breaks = c(0.25, 0.5, 1, 2, 4, 8, 16, 32, 64),
    limits = c(max(scales), min(scales)),
    broaden = c(0, 0),
    sec.axis = dup_axis(
      labels = scales::label_number(labeled_frequencies),
      identify = "Fourier interval (years)"
    )
  ) +
  ylab("scale (years)") +
  scale_x_continuous(breaks = seq(1950, 2020, by = 5), broaden = c(0, 0)) +
  xlab("12 months") +
  geom_contour_filled(aes(time, scale, z = energy), present.legend = FALSE) +
  scale_fill_viridis_d(choice = "turbo") +
  geom_ribbon(information = coi_df, aes(x = x, ymin = y, ymax = max(scales)),
              fill = "black", alpha = 0.6) +
  theme(legend.place = "none")

What we see right here is how, in ENSO, totally different rhythms have prevailed over time. As an alternative of “rhythms,” I might have mentioned “scales,” or “frequencies,” or “intervals” – all these translate into each other. Since, to us people, wavelet scales don’t imply that a lot, the interval (in years) is displayed on an extra y axis on the suitable.

So, we see that within the eighties, an (roughly) four-year interval had distinctive affect. Thereafter, but longer periodicities gained in dominance. And, in accordance with what we anticipate from prior evaluation, there’s a basso continuo of annual similarity.

Additionally, be aware how, at first sight, there appears to have been a decade the place a six-year interval stood out: proper in the beginning of the place (for us) measurement begins, within the fifties. Nonetheless, the darkish shading – the COI – tells us that, on this area, the information is to not be trusted.

Summing up, the two-dimensional evaluation properly enhances the extra compressed characterization we bought from the DFT. Earlier than we transfer on to the subsequent sequence, nonetheless, let me simply shortly deal with one query, in case you had been questioning (if not, simply learn on, since I gained’t be going into particulars anyway): How is that this totally different from a spectrogram?

In a nutshell, the spectrogram splits the information into a number of “home windows,” and computes the DFT independently on all of them. To compute the scaleogram, then again, the evaluation wavelet slides constantly over the information, leading to a spectrum-equivalent for the neighborhood of every pattern within the sequence. With the spectrogram, a hard and fast window dimension signifies that not all frequencies are resolved equally effectively: The upper frequencies seem extra steadily within the interval than the decrease ones, and thus, will permit for higher decision. Wavelet evaluation, in distinction, is finished on a set of scales intentionally organized in order to seize a broad vary of frequencies theoretically seen in a sequence of given size.

Evaluation: NAO

The information file for NAO is in fixed-table format. After conversion to a tsibble, we’ve:

obtain.file(
 "https://crudata.uea.ac.uk/cru/information//nao/nao.dat",
 destfile = "nao.dat"
)

# wanted for AO, as effectively
use_months <- seq.Date(
  from = as.Date("1950-01-01"),
  to = as.Date("2022-09-01"),
  by = "months"
)

nao <-
  read_table(
    "nao.dat",
    col_names = FALSE,
    na = "-99.99",
    skip = 3
  ) %>%
  choose(-X1, -X14) %>%
  as.matrix() %>%
  t() %>%
  as.vector() %>%
  .[1:length(use_months)] %>%
  tibble(
    x = use_months,
    nao = .
  ) %>%
  mutate(x = yearmonth(x)) %>%
  fill(nao) %>%
  as_tsibble(index = x)

nao

# A tsibble: 873 x 2 [1M]
          x   nao
      <mth> <dbl>
 1 1950 Jan -0.16
 2 1950 Feb  0.25
 3 1950 Mar -1.44
 4 1950 Apr  1.46
 5 1950 Might  1.34
 6 1950 Jun -3.94
 7 1950 Jul -2.75
 8 1950 Aug -0.08
 9 1950 Sep  0.19
10 1950 Oct  0.19
# … with 863 extra rows

Like earlier than, we begin with the spectrum:

fft <- torch_fft_fft(as.numeric(scale(nao$nao)))

num_samples <- nrow(nao)
nyquist_cutoff <- ceiling(num_samples / 2)
bins_below_nyquist <- 0:nyquist_cutoff

sampling_rate <- 12 
frequencies_per_bin <- sampling_rate / num_samples
frequencies <- frequencies_per_bin * bins_below_nyquist

df <- information.body(f = frequencies, y = as.numeric(fft[1:(nyquist_cutoff + 1)]$abs()))
df %>% ggplot(aes(f, y)) +
  geom_line() +
  xlab("frequency (per 12 months)") +
  ylab("magnitude") +
  ggtitle("Spectrum of NAO information")

Have you ever been questioning for a tiny second whether or not this was time-domain information – not spectral? It does look much more noisy than the ENSO spectrum for positive. And actually, with NAO, predictability is far worse – forecast lead time normally quantities to only one or two weeks.

Continuing as earlier than, we decide dominant seasonalities (no less than this nonetheless is feasible!) to cross to feasts::STL().

strongest <- torch_topk(fft[1:(nyquist_cutoff/2)]$abs(), 6)
strongest

[[1]]
torch_tensor
102.7191
80.5129
76.1179
75.9949
72.9086
60.8281
[ CPUFloatType{6} ]

[[2]]
torch_tensor
147
99
146
59
33
78
[ CPULongType{6} ]

important_freqs <- frequencies[as.numeric(strongest[[2]])]
important_freqs

[1] 2.0068729 1.3470790 1.9931271 0.7972509 0.4398625 1.0584192

num_observations_in_season <- 12/important_freqs  
num_observations_in_season

[1]  5.979452  8.908163  6.020690 15.051724 27.281250 11.337662

Vital seasonal intervals are of size six, 9, eleven, fifteen, and twenty-seven months, roughly – fairly shut collectively certainly! No marvel that, in STL decomposition, the rest is much more vital than with ENSO:

nao %>%
  mannequin(STL(nao ~ season(interval = 6) + season(interval = 9) +
              season(interval = 15) + season(interval = 27) +
              season(interval = 12))) %>%
  parts() %>%
  autoplot()

Now, what is going to we see by way of temporal evolution? A lot of the code that follows is identical as for ENSO, repeated right here for the reader’s comfort:

nao_idx <- nao$nao %>% as.numeric() %>% torch_tensor()
dt <- 1/12 # identical interval as for ENSO
wtf <- wavelet_transform(size(nao_idx), dt = dt)
power_spectrum <- wtf$energy(nao_idx)

instances <- lubridate::12 months(nao$x) + lubridate::month(nao$x)/12 # additionally identical
scales <- as.numeric(wtf$scales) # can be identical as a result of each sequence have identical size

df <- as_tibble(as.matrix(power_spectrum$t()), .name_repair = "common") %>%
  mutate(time = instances) %>%
  pivot_longer(!time, names_to = "scale", values_to = "energy") %>%
  mutate(scale = scales[scale %>%
    str_remove("[.]{3}") %>%
    as.numeric()])

coi <- wtf$coi(instances[1], instances[length(nao_idx)])
coi_df <- information.body(x = as.numeric(coi[[1]]), y = as.numeric(coi[[2]]))

labeled_scales <- c(0.25, 0.5, 1, 2, 4, 8, 16, 32, 64) # identical since scales are identical 
labeled_frequencies <- spherical(as.numeric(wtf$fourier_period(labeled_scales)), 1)

ggplot(df) +
  scale_y_continuous(
    trans = scales::compose_trans(scales::log2_trans(), scales::reverse_trans()),
    breaks = c(0.25, 0.5, 1, 2, 4, 8, 16, 32, 64),
    limits = c(max(scales), min(scales)),
    broaden = c(0, 0),
    sec.axis = dup_axis(
      labels = scales::label_number(labeled_frequencies),
      identify = "Fourier interval (years)"
    )
  ) +
  ylab("scale (years)") +
  scale_x_continuous(breaks = seq(1950, 2020, by = 5), broaden = c(0, 0)) +
  xlab("12 months") +
  geom_contour_filled(aes(time, scale, z = energy), present.legend = FALSE) +
  scale_fill_viridis_d(choice = "turbo") +
  geom_ribbon(information = coi_df, aes(x = x, ymin = y, ymax = max(scales)),
              fill = "black", alpha = 0.6) +
  theme(legend.place = "none")

That, actually, is a way more colourful image than with ENSO! Excessive frequencies are current, and frequently dominant, over the entire time interval.

Apparently, although, we see similarities to ENSO, as effectively: In each, there is a vital sample, of periodicity 4 or barely extra years, that exerces affect through the eighties, nineties, and early two-thousands – solely with ENSO, it reveals peak impression through the nineties, whereas with NAO, its dominance is most seen within the first decade of this century. Additionally, each phenomena exhibit a strongly seen peak, of interval two years, round 1970. So, is there an in depth(-ish) connection between each oscillations? This query, in fact, is for the area consultants to reply. No less than I discovered a latest research (Scaife et al. (2014)) that not solely suggests there’s, however makes use of one (ENSO, the extra predictable one) to tell forecasts of the opposite:

Earlier research have proven that the El Niño–Southern Oscillation can drive interannual variations within the NAO [Brönnimann et al., 2007] and therefore Atlantic and European winter local weather through the stratosphere [Bell et al., 2009]. […] this teleconnection to the tropical Pacific is energetic in our experiments, with forecasts initialized in El Niño/La Niña circumstances in November tending to be adopted by unfavorable/constructive NAO circumstances in winter.

Will we see an analogous relationship for AO, our third sequence below investigation? We would anticipate so, since AO and NAO are carefully associated (and even, two sides of the identical coin).

Evaluation: AO

First, the information:

obtain.file(
 "https://www.cpc.ncep.noaa.gov/merchandise/precip/CWlink/daily_ao_index/month-to-month.ao.index.b50.present.ascii.desk",
 destfile = "ao.dat"
)

ao <-
  read_table(
    "ao.dat",
    col_names = FALSE,
    skip = 1
  ) %>%
  choose(-X1) %>%
  as.matrix() %>% 
  t() %>%
  as.vector() %>%
  .[1:length(use_months)] %>%
  tibble(x = use_months,
         ao = .) %>%
  mutate(x = yearmonth(x)) %>%
  fill(ao) %>%
  as_tsibble(index = x) 

ao

# A tsibble: 873 x 2 [1M]
          x     ao
      <mth>  <dbl>
 1 1950 Jan -0.06 
 2 1950 Feb  0.627
 3 1950 Mar -0.008
 4 1950 Apr  0.555
 5 1950 Might  0.072
 6 1950 Jun  0.539
 7 1950 Jul -0.802
 8 1950 Aug -0.851
 9 1950 Sep  0.358
10 1950 Oct -0.379
# … with 863 extra rows

And the spectrum:

fft <- torch_fft_fft(as.numeric(scale(ao$ao)))

num_samples <- nrow(ao)
nyquist_cutoff <- ceiling(num_samples / 2)
bins_below_nyquist <- 0:nyquist_cutoff

sampling_rate <- 12 # per 12 months
frequencies_per_bin <- sampling_rate / num_samples
frequencies <- frequencies_per_bin * bins_below_nyquist

df <- information.body(f = frequencies, y = as.numeric(fft[1:(nyquist_cutoff + 1)]$abs()))
df %>% ggplot(aes(f, y)) +
  geom_line() +
  xlab("frequency (per 12 months)") +
  ylab("magnitude") +
  ggtitle("Spectrum of AO information")

Nicely, this spectrum appears to be like much more random than NAO’s, in that not even a single frequency stands out. For completeness, right here is the STL decomposition:

strongest <- torch_topk(fft[1:(nyquist_cutoff/2)]$abs(), 5)

important_freqs <- frequencies[as.numeric(strongest[[2]])]
important_freqs
# [1] 0.01374570 0.35738832 1.77319588 1.27835052 0.06872852

num_observations_in_season <- 12/important_freqs  
num_observations_in_season
# [1] 873.000000  33.576923   6.767442   9.387097 174.600000 

ao %>%
  mannequin(STL(ao ~ season(interval = 33) + season(interval = 7) +
              season(interval = 9) + season(interval = 174))) %>%
  parts() %>%
  autoplot()

Lastly, what can the scaleogram inform us about dominant patterns?

ao_idx <- ao$ao %>% as.numeric() %>% torch_tensor()
dt <- 1/12 # identical interval as for ENSO and NAO
wtf <- wavelet_transform(size(ao_idx), dt = dt)
power_spectrum <- wtf$energy(ao_idx)

instances <- lubridate::12 months(ao$x) + lubridate::month(ao$x)/12 # additionally identical
scales <- as.numeric(wtf$scales) # can be identical as a result of all sequence have identical size

df <- as_tibble(as.matrix(power_spectrum$t()), .name_repair = "common") %>%
  mutate(time = instances) %>%
  pivot_longer(!time, names_to = "scale", values_to = "energy") %>%
  mutate(scale = scales[scale %>%
    str_remove("[.]{3}") %>%
    as.numeric()])

coi <- wtf$coi(instances[1], instances[length(ao_idx)])
coi_df <- information.body(x = as.numeric(coi[[1]]), y = as.numeric(coi[[2]]))

labeled_scales <- c(0.25, 0.5, 1, 2, 4, 8, 16, 32, 64) # identical since scales are identical 
labeled_frequencies <- spherical(as.numeric(wtf$fourier_period(labeled_scales)), 1)

ggplot(df) +
  scale_y_continuous(
    trans = scales::compose_trans(scales::log2_trans(), scales::reverse_trans()),
    breaks = c(0.25, 0.5, 1, 2, 4, 8, 16, 32, 64),
    limits = c(max(scales), min(scales)),
    broaden = c(0, 0),
    sec.axis = dup_axis(
      labels = scales::label_number(labeled_frequencies),
      identify = "Fourier interval (years)"
    )
  ) +
  ylab("scale (years)") +
  scale_x_continuous(breaks = seq(1950, 2020, by = 5), broaden = c(0, 0)) +
  xlab("12 months") +
  geom_contour_filled(aes(time, scale, z = energy), present.legend = FALSE) +
  scale_fill_viridis_d(choice = "turbo") +
  geom_ribbon(information = coi_df, aes(x = x, ymin = y, ymax = max(scales)),
              fill = "black", alpha = 0.6) +
  theme(legend.place = "none")

Having seen the general spectrum, the shortage of strongly dominant patterns within the scaleogram doesn’t come as a giant shock. It’s tempting – for me, no less than – to see a mirrored image of ENSO round 1970, all of the extra since by transitivity, AO and ENSO must be associated ultimately. However right here, certified judgment actually is reserved to the consultants.

Conclusion

Like I mentioned at first, this submit can be about inspiration, not technical element or reportable outcomes. And I hope that inspirational it has been, no less than just a little bit. If you happen to’re experimenting with wavelets your self, or plan to – or in the event you work within the atmospheric sciences, and wish to present some perception on the above information/phenomena – we’d love to listen to from you!

As all the time, thanks for studying!

Photograph by ActionVance on Unsplash