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series from the eastern and western English Channel:
Scaling analysis using empirical mode decomposition
Jonathan Derot, François G Schmitt, Valérie Gentilhomme, Pascal Morin
To cite this version:
Jonathan Derot, François G Schmitt, Valérie Gentilhomme, Pascal Morin. Correlation between
long-term marine temperature time series from the eastern and western English Channel: Scaling analysis
using empirical mode decomposition. Comptes Rendus Géoscience, Elsevier Masson, 2016, 348 (5),
pp.343-349. �10.1016/j.crte.2015.12.001�. �hal-01285576�
External
Geophysics,
Climate
Correlation
between
long-term
marine
temperature
time
series
from
the
eastern
and
western
English
Channel:
Scaling
analysis
using
empirical
mode
decomposition
Jonathan
Derot
a,b,
Franc¸ois
Guillaume
Schmitt
a,*
,
Vale´rie
Gentilhomme
c,
Pascal
Morin
d,ea
UMRLOG8187,laboratoired’oce´anologieetdege´osciences,universite´ duLittoralCoˆted’Opale,32,avenueFoch,62930Wimereux,France
b
UMRLOG8187,CNRS,laboratoired’oce´anologieetdege´osciences,28,avenueFoch,62930Wimereux,France
c
UMRLOG8187,laboratoired’oce´anologieetdege´osciences,universite´ deLille-1,28,avenueFoch,62930Wimereux,France
dUMRAD2M7144,e´quipechimiemarine,stationbiologiquedeRoscoff,placeGeorges-Teissier,29680Roscoff,France
eSorbonneuniversite´s,UPMC,universite´ Paris06,UMR7144,adaptationetdiversite´ enmilieumarin,stationbiologiquedeRoscoff,29680
Roscoff,France
1. Introduction
In recent years, there has beenan increasing global concerninprotectingthebiodiversityandwaterqualityof marineandcoastalwaters.Suchaconcernispresentfor exampleintwokeyEuropeanparliamentdirectives:the WaterFrameworkDirective(WFD,Directive2000/60/ECof 23 October 2000) and the Marine Strategy Framework Directive(MFSD,Directive2008/56/ECof17 June2008). Thesehaveledtoagreaternumberofmarineprotected
areas,includingseas,oceans,andlakes,allwiththeaimof protectingnaturalorculturalresources.
IntheframeworkofsuchEuropeandirectives, moni-toringsystemsincoastalwatersisessentialincollecting information on physical, biogeochemical, and biological parameters.Manymonitoringprogramshavebeen instal-ledwithweeklyormonthlyon-sitesampling.Dueinpart to physical forcing, such as waves and turbulence, the marine environment is highly variable on smallertime scales.Consequently,severalautonomousandautomatic monitoringprogramshavebeeninstalledinrecentyears (Chang and Dickey, 2001; Chavez et al., 1997; Dickey, 1991; Dickeyet al., 1993; Dur et al., 2007; Nam et al., 2005). These operate typically at 10 to 30min time
ARTICLE INFO Articlehistory:
Received10December2015
Acceptedafterrevision11December2015 Availableonlinexxx
HandledbyDidierRoche
Keywords:
Temperaturedynamics Autonomousmonitoring EnglishChannel Cross-correlationanalysis
Timedependentintrinsiccorrelation method
Powerspectra
Empiricalmodedecomposition
ABSTRACT
High-frequencytemperaturefluctuationsrecordedintheEnglishChannelarecompared usingtwolong-termautonomousunderwatermonitoringstationsatlessthan20-min timeresolution.Measurementsweretakenfrom2005to2011fromtwosystems460km apartinthewesternandeasternpartsoftheEnglishChannel.Spectralanalysisreveals similarstatisticalbehaviors,withapproximate5/3spectraandseveralforcingfrequencies inrelationtotidalanddailycycles.Aco-spectrastudyrevealsatransitionscaleof11days. TheinfluenceofthisscaleisalsovisiblethoughTime-DependentIntrinsicCorrelation analysis(TDIC)–arecentlyintroducedcross-correlationanalysisbasedonEmpiricalmode decomposition. This helps to spatialize high-frequency temporal records at a fixed location.
ß2016TheAuthors.PublishedbyElsevierMassonSASonbehalfofAcade´miedessciences. ThisisanopenaccessarticleundertheCCBY-NC-NDlicense( http://creativecommon-s.org/licenses/by-nc-nd/4.0/).
* Correspondingauthor.
E-mailaddress:[email protected](F.G.Schmitt).
ContentslistsavailableatScienceDirect
Comptes
Rendus
Geoscience
w ww . sc i e nce d i re ct . co m
http://dx.doi.org/10.1016/j.crte.2015.12.001
1631-0713/ß2016TheAuthors.PublishedbyElsevierMassonSASonbehalfofAcade´miedessciences.ThisisanopenaccessarticleundertheCCBY-NC-ND license(http://creativecommons.org/licenses/by-nc-nd/4.0/).
resolution at fixed position, corresponding to Eulerian sampling. There is a factor of about 1000 between samplingat 20-min resolution and samplingeverytwo weeks. In the following, 20-min sampling resolution is referredtoas‘‘highfrequency’’.Therearesensorsableto measure physical or biogeochemical quantities at even higherfrequencies(Seurontetal.,1999),butsuchsystems havenotbeenoperatingautonomouslyforseveralyears. Herewefocusonthetemporalvariabilityof tempera-tureusingtwodatasetsrecordedatfixedlocationsalong theFrenchcoastalareaoftheEnglishChannel.Thefirstone isamooring,locatedinthewesternEnglishChannelinthe bayofMorlaix.Thesecondisanautomaticsystemcalled MARELCarnot,locatedintheeasternEnglishChannelat theexitoftheharborofBoulogne-sur-Mer.Inbothcases, the data from these automatic systems were recorded long-term(suchdenominationisusuallyusedforrecord periodslargerthanaboutfiveyears)usinganautomatic systemathighfrequency,withmorethanone measure-mentperhour.
High-frequency measurements at a fixed location correspondtoanEulerian samplingofa highly variable time-scale system. Sometimes such measurements are consideredlimitedduetothefactthattheyprovidealocal viewintime,wherespatialinformationislacking.Here,in order to have a view on the temporal and spatial link between two high-frequency measurement time series (recordedattwolocationsseparatedbyseveralhundred kilometers), weshallstudy thecorrelationbetween the two series. The study of the multiscale correlations betweenthesetimeserieswillprovideuswiththefirst hintataspatializationofatimeseriesatfixedlocations.In thiscontext,wewillconsidersevenyearsofdata,between 2005and2011,fortwodifferenttemperaturerecords.The
following section presents the characteristics of these automaticsystems,theirdatasets,andtheirclimatology. We then proceed with showing some spectral and co-spectralanalyses.Thelastsectionconsiderstime depen-dent intrinsiccorrelationanalysis ofboth time series–a new correlation method based on the empirical mode decompostion.
2. Datapresentationandclimatology 2.1. EstacadeatRoscoff
Thefirstofthetwostationsisconsideredhere,where measurementsoftemperatureweretakenatthecoastal siteofEstacade(48843.56N,3858.58W)locatedinthebay ofMorlaixinthewesternEnglishChannel(Fig.1),from 2005to2011.Inthis area,characterizedby strongtidal currentsandtidalamplitudeover6m,thewatercolumn remainscompletelymixedthroughouttheyear. Tempera-turewasmeasuredwithasamplingfrequencyof10min usingaSeabirdSBE39recorderinstalledonamooringat theseabottom(meanwaterdepth:5.8m).Thepercentage of available datafor this period is close to 97%, which correspondsto329,294datapointsacquired(Fig.2).The analytical precision of temperaturemeasurementsfrom theSeabirdSBE39sensoris0.018C;therawdataatthe outputofthissystemarepresentedinFig.2withagreen pattern.
2.2. MARELCarnotatBoulogne-sur-Mer
Thesecondtemperaturedatasetswererecordedbyan automaticsystemcalledMARELCarnot,whichissituated in the eastern EnglishChannelin the coastalwaters of
Fig.1.AmapshowingthemeasurementlocationinBoulogne-sur-Mer’scoastalwaters(France)atposition50844.42N,1834.06W,intheeasternEnglish Channel,andRoscoff(France)attheposition48843.56N,3858.58W,inthewesternEnglishChannel.
J.Derotetal./C.R.Geosciencexxx(2016)xxx–xxx 2
Boulogne-sur-Mer (France) at position 50844.42N, 1834.06W(Fig.1),withaperiodicityof20min(seeZongo et al. (2011) for a presentation of this data set).Water depth at this position varies between 5 and 11m; the measurementsaretakenusingafloatingsysteminserted inatube,1.5mbelowthesurface.Duetomaintenanceand failureoftheautomaticdevices,thereareseveralmissing data. We consider here data from 2005 to 2011. The percentageofavailabledataforthisperiodiscloseto88%, whichcorrespondsto138,574datapointsacquired(Fig.2). The MAREL Carnot station is included in the MAREL network (Automatic monitoring network for littoral environment, IFREMER, France), which is based on the deployment of moored buoys equipped with physico-chemical measuringdevices, workingin continuousand autonomous conditions (Berthome, 1994; Blain et al., 2004; Dur et al., 2007; Schmitt et al., 2008; Woerther, 1998;ZongoandSchmitt,2011).
2.3. Climatology
Weconsiderheretheclimatology,i.e.theaverage inter-annualvariations,estimatedbyaveragingthedataforeach calendarday.ThisisshowninFig.3forbothtemperature datasets,wherethedottedlinesrepresentupperandlower curvesbuiltusingthestandarddeviationestimatedover sixdifferentvalues(foragivencalendarday) correspond-ing tothesevenyears of thestudy. The climatologyof Roscoffshowsaclimatemoremaritimethanin Boulogne-sur-Mer,whichismorecontinentalwithwarmersummers andcolderwinters.Thereisaminimumofaround98Cand amaximumofaround168C,correspondingtoanannual meandeltaof78CforRoscoff,whileforBoulogne-sur-Mer itiscloseto128C,withamaximumofaround188Canda minimumofaround68C.Thetwocurvesarequitesmooth, showingaratherlimitedvariabilityaroundthisseasonal evolution. Thestandard deviationoftheclimatology, as
Fig.2. TemperatureMARELCarnot(Boulogne-sur-Mer)andRoscoffdataseriesbetween2005and2011.Verticallinesseparateeachyear.
Fig.3.TheclimatologyofbothMARELCarnotandRoscofftemperaturedata:inter-annualdailyaveragescomputedusingthedatafrom2005to2011.The dottedlinesrepresenttheupperandlowerlimitsestimatedusingtheirstandarddeviations;thelatterbeingestimatedoversevendifferentvalues, estimatedyearlyfrom2005to2011.Roscoffwatersaremoreinfluencedbyamaritimeclimate:wintersarewarmerandsummerscooler.
presentedinFig.3,ismoreimportantinthe Boulogne-sur-Merarea. Therefore,theinter-annualtemperature varia-tionsarelessmarkedintheRoscoffarea.
3. Spectralanalysesandco-spectra
We perform here spectral and co-spectral analyses. Fourierpowerspectrahavebeenusedinmanyprevious studies in aquatic sciences over several decades to characterize scaling regimes (Legendre and Legendre, 2012; PlattandDenman, 1975; Seurontet al., 1996a,b; Seuront et al., 1999; Seuront et al., 2002; Winder and Cloern,2010).Toperformco-spectralanalysis,asametime stepisneeded.Hence,forthisanalysis,alinear interpola-tionhasbeenperformedtodegradethetimestepto20min fortheRoscoffdataset.TwospectraareshowninFig.4,in log–logplot.Thespectraareclearly scaling,withslopes close to–5/3–as expected for passive scalar turbulence (Corrsin, 1951; Obukhov, 1949; Tennekes and Lumley, 1972).Therearetwopeakscloseto12hand1day,which areprobablyrelatedtotheimpactofdailyandtidalcycles. Thereareseveralslightpeaksathighfrequencies,anda largerpeakaround90 daysthatcouldberelatedtothe seasonalcycle.
3.1. Co-spectralanalyses
In order to compare the two dynamics at different scales, we have estimated the co-spectrum, defined as (BendatandPiersol,2000):
RT1;T2ðfÞ¼ ET1;T2ðfÞ ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ET1ðfÞET2ðfÞ p (1)
whereEXY(f)istheco-spectrumofXandY.Whenthereisa
linearrelationbetweenXandY,RXYisequalto1,andfor
uncorrelatedprocessesRXY=0(BendatandPiersol,2000; Lumley,2007).Wefindthatthereisagoodcorrelationfor scaleslargerthan172days;thereisatransitionbetween 11 days and 172 days, and a decorrelation for smaller
scales(Fig.5).Theaverageresidualvelocityofthesurface currents(aftersubtractionoftidalcurrents)intheEnglish Channelwasmeasuredusingveryhighfrequencyradarsas beingbetween0.4and0.45m/s(SentchevandYaremchuk, 2007),andthedistancebetweenthetwostationsisaround 460km.Therefore,wecanassumeadecorrelationtimeof 460103/0.42512.5days.Thisisclosetothetransition
scaleofabout11days,whichisfoundinFig.5.Hence,we maysay thathigh-frequency(scale<11 days) tempera-turefluctuationsareindependent,whereaslower frequen-ciesareconnected.
4. Time-dependentintrinsiccorrelationanalysis(TDIC) 4.1. TDICandEMD
We perform here a time–frequency analysis using Empirical Mode Decomposition (EMD),which was first introducedattheendofthe1990sinthefieldofphysical oceanography(Huangetal.,1998,1999).Ithassincebeen verysuccessfulwithapplicationsinmanyfieldsofscience, andhasreceivedseveralthousandcitations.Theaimofthis methodistodecomposeatime seriesina sumof time series called ‘‘modes’’, each having a characteristic frequency.Attheendofthedecomposition,themethod expressestheanalyzedsignalX(t)asasumofmodetime seriesCi(t)andaresidualr(t):
XðtÞ¼X
n
i¼1
CiðtÞþrðtÞ (2)
Themodeselectionisadaptive:thismeansthatthemode shapeCi(t)isnotdecidedapriori,butestimatedfromthe
datausinganalgorithmbasedonsuccessiveinterpolation passingthroughlocalmaxima.Theprecisealgorithmisnot repeatedhere.WerefertoHuangetal.(1998)orHuang etal.(2008,2009)fordetails.Anewcorrelationmethod, basedonEMD,hasrecentlybeenintroduced(Chenetal., 2010). The method uses EMD to decompose two time seriesintomodesC1,iandC2,i(i=1,...,n)andconsiderthe
Fig.4.FourierpowerspectraofBoulogne-sur-Mer(MARELCarnot)andRoscofftemperaturetimeseries,anda5/3slopestraightlineforcomparison, correspondingtopassivescalarturbulence.Somepeaksarevisible,correspondingmainlytoseasonal,daily,andtidalcycles.
J.Derotetal./C.R.Geosciencexxx(2016)xxx–xxx 4
correlationbetween them.The mainidea istoconsider thattheclassicalcorrelationimplicitlyassumes stationa-rityandlinearityofbothtimeseries.Theproposedmethod is thus a generalization. A local correlation is then estimatedbetweentwomodeshavingasimilar character-isticscale.Sincethemethodisdesignedtoworkalsofor non-stationary series, its estimation is made locally, as wellasglobally,forthewholeseries.TheEMDmethod, together with the Hilbert spectral analysis, is able to
extract,foreachmode,alocalfrequency.Eachmodehasa characteristic frequency, corresponding toa given time scaleTi.TherearethusthetimescalesT1,iandT2,iforthe
mode i of series No. 1 and No. 2. The correlation is estimatedoveralocalintervalcenteredaroundt:
ItwðtÞ ¼ t tw 2;tþ tw 2 (3)
Fig.5.Co-spectrainsemi-log(xaxis)plot,ofthetemperatureseriesinRoscoffandBoulogne-sur-Mer.Thereisagoodcorrelationforscaleslargerthan 172days,atransitionbetween172and11days,andarelativedecorrelationforscalessmallerthan11days.
Fig.6.Cross-correlationplotbetweenRoscoffandBoulogne-sur-Mertemperatureseries,usingtheTDICmethod,basedonempiricalmodedecomposition. Thecorrelationisdonehereformodeshavingsimilarscales.Thecross-correlationistimedependent(horizontalaxis),andestimatedoverintervalof increasingwidths(verticalaxis).Colorscalesemphasizestrongeventsofcorrelationoranti-correlation.
where tw is the width of the interval:
twtd¼maxT1;i;T2;i.Thelocalcorrelationwrites(Chen
etal.,2010): RtwðtÞ¼corr Iftwg C1;iðtÞC2;iðtÞ (4) wherecorristheusualcorrelationcoefficient,tistime,and corr{It} symbolizes a correlation estimated over the
intervalt2I.Thisisperformedforeachmodei:RtwðtÞis
estimatedforeachtvalue(horizontalaxis),forintervalsof widthRtwðtÞ (verticalaxis). Acolorcodeis usedfor the
valueofthecorrelation.Theusualcorrelationcoefficientis thevalue obtained at thetop of thetriangle, when all valueshave beenused toestimatethelocalcorrelation. Thispowerfulmethodwasintroducedin2010(Chenetal., 2010)andhassincemetgrowing interest,andhasbeen used in several recent studies (Hong and Wang, 2014; HuangandSchmitt,2014;Yinetal.,2014).
HeretoperformtheTDICmethod(Fig.6),weuseda Matlab code written by Yongxiang Huang (Huang and Schmitt,2014);thiscodeisitselfbasedonthecodewritten byChenandHuang(Chenetal.,2010).TheTDICmethod has the advantage of giving a correlation for each characteristicscale, but for ourtime serieswitha time stepof20min,itwasnotpossibletoenterdirectlytheraw data, because of memory limitation to perform this computation.Inthiscontext,wehavedegradedourtime seriestoperformtheexperimentreportedinFig.6,where the newtime step used is 1 day. This is not affecting informationontimescaleslargerthanoneday,whichare theconcernhere.
4.2. ApplicationoftheTDICmethod
Fig.6representssixTDICgraphs,withacharacteristic timebetween3.65and388.00days.Apatternisvisibleon thefirstfourTDICgraphs(until40days).Foreachyear,on thebaselinethereis a bluepatchinsummerand a red patchinwinter,whichmeansthatthereisacorrelationin winter and an anti-correlation in summer. Considering largertimelags,atthescaleof3days(firstgraph)there seemstobenocorrelation.Onthecontrary,forscalesof8, 18,and40days(graphs2,3,and4),thecolorscaleimages showglobalcorrelationsbetweenthetwoseries.Foryears 2006–2008, the correlation is stronger at the scale of 40days,whereasforscales2009–2011thecorrelationis strongeratthescaleof18days.Onthelastgraphwitha scaleof388days,thereisalargeredcorrelationpatchon theleftsideandablueno-correlationpatchontheright side.Thispatterncouldbebecausetheamplitudesofthe temperaturesignalareverycloseforyears2007and2008. 5. Discussionandconclusion
We have performed a comparison between two automated fixed-point systems located in the English Channel.Firstly,wehaveconsideredtheclimatologyfor bothareas,andwehaveseenthatBoulogne-sur-Merwas situatedinamoretemperateclimatezonethanRoscoff. Secondly, we have observed that both temperature spectral slopeswereclose to5/3, which is thespectral
slope of a passive scalar in fully developed turbulence. Finally,bothcorrelationmethodshaveconvergedtowarda transitionscaleof11daysforbothseries:scalessmaller than11daysarenotcorrelatedandlargerscalespossess somecorrelation.
TheRoscoffsystemis installedonabottommooring, contrarytoMARELCarnot, whichrecords datafromthe surface. Bothsites areincoastalareas withstrong tidal currentsandconsequentlythewatermassisthoroughly mixed.Thespectralanalysisinsection3revealsthatmean forcings,whichseemtohaveaninfluenceontemperature, are cycles linked to day/night, tidal, seasons, and high tides.Theseforcingsaremainlycontrolledbyastronomical mechanisms.Overall,thesurfacecurrentsintheEnglish Channelgoeasttowardthestrait,fromtheAtlantictothe North Sea.Thesurface temperaturesfromRoscoff could influence thesurface temperaturein Boulogne-sur-Mer, withacharacteristictimeof11dayscorrespondingtoan average transport time. From the resultsof co-spectral analysis,alinkbetweenbothserieswasfoundforscales largerthan11days,whichisalsothetimescalefoundby consideringameanvelocityof0.5m/sandadistanceof 460km.TheTDICanalysisprovidedresultsconsistentwith thistimescale.Thisnewmethodisalsousefultolocally expresscorrelationevents.Here,wefoundthatforscales from8to40days,thereisacorrelationinwintersandan anti-correlationissummers.
Fixed-pointsystemsprovidetemporalinformation.We candrawaparallelwiththehypothesisproposedbyTaylor in turbulence(Taylor,1935), whichallows the transfor-mationoftemporalinformationintheturbulencefieldon spatialinformation,whenweknowthemeanvelocity.In this context, we couldcomparethe events recordedby automaticsystemstotheoutputsofanumericalmodel. Thiscouldgiveusinformationtorefinethemodeloutput. Withanaveragecurrentspeedof0.5m/sinourstudyarea anda samplingfrequencyof20min,wehaveadistance below 1 km: this scale is consistent with the spatial resolutionofcurrentlyusedmodels(Beamanetal.,2011; Limetal.,2013;WolanskiandKingsford,2014).Another perspective is toconsidera possiblelink withtheNAO (NorthAtlanticOscillation)variability,asperformedina recent study, where the authors considered the link between sea surfacetemperatureandtheNAO(Tre´guer etal.,2014).
Acknowledgements
The region ‘‘Nord–Pas-de-Calais’’ (France) and the ‘‘Agence de l’eau Artois Picardie’’ are thanked for the financialsupportgrantedtoJonathanDerot’sPhDthesis. IFREMERisacknowledgedforaccesstoMARELdataand ThierryCariouforaccesstoEstacadedata;wethankAlain Lefebvre and Michel Repecaud from IFREMER for dis-cussions.YongxiangHuangisthankedfordiscussionson the TDIC method. We thank Denis Marin (LOG) for realizing Fig. 1. The TDIC codeis free toaccess on the following website: http://www.fg-schmitt.fr/EMD_and_ multifractals.html. www.englisheditor.webs.com is also thankedforitsEnglishproofing.
J.Derotetal./C.R.Geosciencexxx(2016)xxx–xxx 6
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