Information Theoretic Approaches to Rapid Discovery of Relationships in Large Climate Data Sets

摘要

Mutual information as the asymptotic Bayesian measure of independence is an excellent starting point for investigating the existence of possible relationships among climate-relevant variables in large data sets, As mutual information is a nonlinear function of of its arguments, it is not beholden to the assumption of a linear relationship between the variables in question and can reveal features missed in linear correlation analyses. However, as mutual information is symmetric in its arguments, it only has the ability to reveal the probability that two variables are related. it provides no information as to how they are related; specifically, causal interactions or a relation based on a common cause cannot be detected. For this reason we also investigate the utility of a related quantity called the transfer entropy. The transfer entropy can be written as a difference between mutual informations and has the capability to reveal whether and how the variables are causally related. The application of these information theoretic measures is rested on some familiar examples using data from the International Satellite Cloud Climatology Project (ISCCP) to identify relation between global cloud cover and other variables, including equatorial pacific sea surface temperature (SST), over seasonal and El Nino Southern Oscillation (ENSO) cycles.