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We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe

Entropy creation rate is introduced for a system interacting with thermostats ({\it i.e.}, in the usual language, for a system subject to internal conservative forces interacting with ``external'' thermostats via conservative forces) and a…

Statistical Mechanics · Physics 2007-05-23 G. Gallavotti

Reversal of the time direction in stochastic systems driven by white noise has been central throughout the development of stochastic realization theory, filtering and smoothing. Similar ideas were developed in connection with certain…

Systems and Control · Computer Science 2013-09-03 Tryphon T. Georgiou , Anders Lindquist

We introduce a technique of time series analysis, potential forecasting, which is based on dynamical propagation of the probability density of time series. We employ polynomial coefficients of the orthogonal approximation of the empirical…

Data Analysis, Statistics and Probability · Physics 2015-06-12 V. N. Livina , G. Lohmann , M. Mudelsee , T. M. Lenton

Climate change poses increasingly complex challenges to our society. Extreme weather events such as floods, wild fires or droughts are becoming more frequent, spontaneous and difficult to foresee or counteract. In this work we specifically…

Machine Learning · Computer Science 2024-01-08 Teodor Chiaburu , Felix Biessmann

Klaus Hasselmann's revolutionary intuition in climate science was to take advantage of the stochasticity associated with fast weather processes to probe the slow dynamics of the climate system. This has led to fundamentally new ways to…

Atmospheric and Oceanic Physics · Physics 2023-12-27 Valerio Lucarini , Mickaël Chekroun

The emergence and impact of tipping points have garnered significant interest in both the social and natural sciences. Despite widespread recognition of the importance of feedbacks between human and natural systems, it is often assumed that…

In order to calculate the unobserved volatility in conditional heteroscedastic time series models, the natural recursive approximation is very often used. Following \cite{StraumannMikosch2006}, we will call the model \emph{invertible} if…

Statistics Theory · Mathematics 2012-12-18 Alexey Sorokin

The climate change attribution problem is addressed using empirical decomposition. Cycles in solar motion and activity of 60 and 20 years were used to develop an empirical model of Earth temperature variations. The model was fit to the…

Geophysics · Physics 2012-06-27 Craig Loehle , Nicola Scafetta

We analyze the ERA5 reanalysis 2-meter temperature time series on all land grid points using change point analysis. We fit two linear slopes to the data with the constraint that they merge at the point in time where the slope changes. We…

Applications · Statistics 2025-07-22 Fatemeh Aghaei A. , Ewan T. Phillips , Holger Kantz

This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…

General Economics · Economics 2020-02-07 Bernhelm Booss-Bavnbek , Rasmus Kristoffer Pedersen , Ulf Rørbæk Pedersen

We explore the potential multistability of the climate for a planet around the habitable zone. We focus on conditions reminiscent to those of the Earth system, but our investigation aims at presenting a general methodology for dealing with…

Earth and Planetary Astrophysics · Physics 2015-06-15 Valerio Lucarini , Salvatore Pascale , Robert Boschi , Edilbert Kirk , Nicolas Iro

In this article, we review the interdisciplinary techniques (borrowed from physics, mathematics, statistics, machine-learning, etc.) and methodological framework that we have used to understand climate systems, which serve as examples of…

Data Analysis, Statistics and Probability · Physics 2024-05-29 Alka Yadav , Sourish Das , Anirban Chakraborti

Using optimal detection techniques with climate model simulations, most of the observed increase of near surface temperatures over the second half of the twentieth century is attributed to anthropogenic influences. However, the partitioning…

Atmospheric and Oceanic Physics · Physics 2016-08-03 Gareth S. Jones , Peter A. Stott , John F. B. Mitchell

The response of ecosystems to perturbations is considered from a thermodynamic perspective by acknowledging that, as for all macroscopic systems and processes, the dynamics and stability of ecosystems is subject to definite thermodynamic…

Biological Physics · Physics 2008-09-26 K. Michaelian , V. Alonso Chavez

Climate response metrics are used to quantify the Earth's climate response to anthropogenic changes of atmospheric CO2. Equilibrium Climate Sensitivity (ECS) is one such metric that measures the equilibrium response to CO2 doubling.…

Atmospheric and Oceanic Physics · Physics 2023-01-11 Robbin Bastiaansen , Peter Ashwin , Anna S. von der Heydt

A system responding to a stochastic driving signal can be interpreted as computing, by means of its dynamics, an implicit model of the environmental variables. The system's state retains information about past environmental fluctuations,…

Statistical Mechanics · Physics 2012-10-09 Susanne Still , David A. Sivak , Anthony J. Bell , Gavin E. Crooks

The second law of thermodynamics implies a relationship between the net entropy export by the Earth and its internal irreversible entropy production. The application of this constraint for the purpose of understanding Earth's climate is…

Atmospheric and Oceanic Physics · Physics 2022-01-19 Martin S. Singh , Morgan E O'Neill

Modern weather and climate models share a common heritage, and often even components, however they are used in different ways to answer fundamentally different questions. As such, attempts to emulate them using machine learning should…

Atmospheric and Oceanic Physics · Physics 2022-03-21 Duncan Watson-Parris

Using observational data and an elementary rigorous statistical fact it is easily shown that the distribution of Earth's climate is non-stationary. Examination of records of hundreds of local Industrial Era temperature histories in the…

Atmospheric and Oceanic Physics · Physics 2022-01-21 Juan M. Restrepo , Michael E. Mann