A Time-Varying Causality Formalism Based on the Liang–Kleeman Information Flow for Analyzing Directed Interactions in Nonstationary Climate Systems

Abstract

AbstractThe interaction between the land surface and the atmosphere is of significant importance in the climate system because it is a key driver of the exchanges of energy and water. Several important relations to heat waves, floods, and droughts exist that are based on the interaction of soil moisture and, for instance, air temperature and humidity. Our ability to separate the elements of this coupling, identify the exact locations where they are strongest, and quantify their strengths is, therefore, of paramount importance to their predictability. A recent rigorous causality formalism based on the Liang–Kleeman (LK) information flow theory has been shown, both theoretically and in real-world applications, to have the necessary asymmetry to infer the directionality and magnitude within geophysical interactions. However, the formalism assumes stationarity in time, whereas the interactions within the land surface and atmosphere are generally nonstationary; furthermore, it requires a sufficiently long time series to ensure statistical sufficiency. In this study, we remedy this difficulty by using the square root Kalman filter to estimate the causality based on the LK formalism to derive a time-varying form. Results show that the new formalism has similar properties compared to its time-invariant form. It is shown that it is also able to capture the time-varying causality structure within soil moisture–air temperature coupling. An advantage is that it does not require very long time series to make an accurate estimation. Applying a wavelet transform to the results also reveals the full range of temporal scales of the interactions.