Hypothesis Testing for Nonlinear Phenomena in the Geosciences Using Synthetic, Surrogate Data

Studying nonlinear and potentially chaotic phenomena in geophysics from measured signals is problematic when system noise interferes with the dynamic processes that one is trying to infer. In such circumstances, a framework for statistical hypothesis testing is necessary but the nonlinear nature of the phenomena studied makes the formulation of standard hypothesis tests, such as analysis of variance, problematic as they are based on underlying linear, Gaussian assumptions. One approach to this problem is the method of surrogate data, which is the technique explained in this paper. In particular, we focus on (i) hypothesis testing for nonlinearity by generating linearized surrogates as a null hypothesis, (ii) a variant of this that is perhaps more appropriate for image data where structural nonlinearities are common and should be retained in the surrogates, and (iii) gradual reconstruction where we systematically constrain the surrogates until there is no significant difference between data and surrogates and use this to understand geophysical processes. In addition to time series of sunspot activity, solutions to the Lorenz equations, and spatial maps of enstrophy in a turbulent channel flow, two examples are considered in detail. The first concerns gradual wavelet reconstruction testing of the significance of a specific vortical flow structure from turbulence time series acquired at a point. In the second, the degree of nonlinearity in the spatial profiles of river curvature is shown to be affected by the occurrence of meander cutoff processes but in a more complex fashion than previously envisaged.