In this paper, a new method, detrended partial-cross-correlation analysis (DPCCA), is proposed. Based on detrended cross-correlation analysis (DCCA), this method is improved by including partial-correlation technique, which can be applied to quantify the relations of two non-stationary signals (with influences of other signals removed) on different time scales. We illustrate the advantages of this method by performing two numerical tests. Test I shows the advantages of DPCCA in handling non-stationary signals, while Test II reveals the “intrinsic” relations between two considered time series with potential influences of other unconsidered signals removed. To further show the utility of DPCCA in natural complex systems, we provide new evidence on the winter-time Pacific Decadal Oscillation (PDO) and the winter-time Nino3 Sea Surface Temperature Anomaly (Nino3-SSTA) affecting the Summer Rainfall over the middle-lower reaches of the Yangtze River (SRYR). By applying DPCCA, better significant correlations between SRYR and Nino3-SSTA on time scales of 6 ~ 8 years are found over the period 1951 ~ 2012, while significant correlations between SRYR and PDO on time scales of 35 years arise. With these physically explainable results, we have confidence that DPCCA is an useful method in addressing complex systems.

Detecting causality from observational data is a challenging problem. Here, we propose a machine learning based causality approach, Reservoir Computing Causality (RCC), in order to systematically identify causal relationships between variables. We demonstrate that RCC is able to identify the causal direction, coupling delay, and causal chain relations from time series. Compared to a well-known phase space reconstruction based causality method, Extended Convergent Cross Mapping, RCC does not require the estimation of the embedding dimension and delay time. Moreover, RCC has three additional advantages: (i) robustness to noisy time series; (ii) computational efficiency; and (iii) seamless causal inference from high-dimensional data. We also illustrate the power of RCC in identifying remote causal interactions of high-dimensional systems and demonstrate its usability on a real-world example using atmospheric circulation data. Our results suggest that RCC can accurately detect causal relationships in complex systems.

Long term memory (LTM) in climate variability is studied by means of fractional integral techniques. By using a recently developed model, Fractional Integral Statistical Model (FISM), we in this report proposed a new method, with which one can estimate the long-lasting influences of historical climate states on the present time quantitatively, and further extract the influence as climate memory signals. To show the usability of this method, two examples, the Northern Hemisphere monthly Temperature Anomalies (NHTA) and the Pacific Decadal Oscillation index (PDO), are analyzed in this study. We find the climate memory signals indeed can be extracted and the whole variations can be further decomposed into two parts: the cumulative climate memory (CCM) and the weather-scale excitation (WSE). The stronger LTM is, the larger proportion the climate memory signals will account for in the whole variations. With the climate memory signals extracted, one can at least determine on what basis the considered time series will continue to change. Therefore, this report provides a new perspective on climate prediction.