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Entropy analysis of the dynamics of El Niño/Southern Oscillation during the Holocene

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  • Saco, Patricia M.
  • Carpi, Laura C.
  • Figliola, Alejandra
  • Serrano, Eduardo
  • Rosso, Osvaldo A.

Abstract

This study explores temporal changes in the dynamics of the Holocene ENSO proxy record of the Laguna Pallcacocha sedimentary data using two entropy quantifiers. In particular, we analyze the possible connections between changes in entropy and epochs of rapid climate change (RCC). Our results indicate that the dynamics of the ENSO proxy record during the RCC interval 9000–8000 BP displays very low entropy (high predictability) that is remarkably different from that of the other RCCs of the Holocene. Both entropy quantifiers point out to the existence of cycles with a period close to 2000 years during the mid-to-late Holocene. Within these cycles, we find a tendency for entropy to increase (predictability to decrease) during the two longer RCC periods (6000–5000 and 3500–2500 BP) which might be associated with the reported increased aridity of the low tropics.

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  • Saco, Patricia M. & Carpi, Laura C. & Figliola, Alejandra & Serrano, Eduardo & Rosso, Osvaldo A., 2010. "Entropy analysis of the dynamics of El Niño/Southern Oscillation during the Holocene," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 5022-5027.
    • Handle: RePEc:eee:phsmap:v:389:y:2010:i:21:p:5022-5027
    DOI: 10.1016/j.physa.2010.07.006
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    References listed on IDEAS

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    1. Christopher M. Moy & Geoffrey O. Seltzer & Donald T. Rodbell & David M. Anderson, 2002. "Variability of El Niño/Southern Oscillation activity at millennial timescales during the Holocene epoch," Nature, Nature, vol. 420(6912), pages 162-165, November.
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    3. Keller, K. & Sinn, M., 2005. "Ordinal analysis of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 356(1), pages 114-120.
    4. De Micco, L. & González, C.M. & Larrondo, H.A. & Martin, M.T. & Plastino, A. & Rosso, O.A., 2008. "Randomizing nonlinear maps via symbolic dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3373-3383.
    5. Carpi, Laura C. & Saco, Patricia M. & Rosso, O.A., 2010. "Missing ordinal patterns in correlated noises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(10), pages 2020-2029.
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    6. De Micco, Luciana & Fernández, Juana Graciela & Larrondo, Hilda A. & Plastino, Angelo & Rosso, Osvaldo A., 2012. "Sampling period, statistical complexity, and chaotic attractors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2564-2575.
    7. Fernandes, Leonardo H.S. & de Araújo, Fernando H.A. & Silva, Igor E.M. & Neto, Jusie S.P., 2021. "Macroeconophysics indicator of economic efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    8. Redelico, Francisco O. & Traversaro, Francisco & Oyarzabal, Nicolás & Vilaboa, Ivan & Rosso, Osvaldo A., 2017. "Evaluation of the status of rotary machines by time causal Information Theory quantifiers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 321-329.
    9. Eduarda T. C. Chagas & Marcelo Queiroz‐Oliveira & Osvaldo A. Rosso & Heitor S. Ramos & Cristopher G. S. Freitas & Alejandro C. Frery, 2022. "White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane," International Statistical Review, International Statistical Institute, vol. 90(2), pages 374-396, August.
    10. Niu, Hongli & Wang, Jun & Liu, Cheng, 2018. "Analysis of crude oil markets with improved multiscale weighted permutation entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 389-402.
    11. Olivares, Felipe & Plastino, Angelo & Rosso, Osvaldo A., 2012. "Ambiguities in Bandt–Pompe’s methodology for local entropic quantifiers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2518-2526.
    12. Ferri, Gustavo L. & Figliola, Alejandra & Rosso, Osvaldo A., 2012. "Tsallis’ statistics in the variability of El Niño/Southern Oscillation during the Holocene epoch," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(5), pages 2154-2162.
    13. Aurelio F. Bariviera & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "A permutation Information Theory tour through different interest rate maturities: the Libor case," Papers 1509.00217, arXiv.org.
    14. Ji, Aiwen & Shang, Pengjian, 2019. "Analysis of financial time series through forbidden patterns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).

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