IDEAS home Printed from https://ideas.repec.org/a/spr/climat/v170y2022i3d10.1007_s10584-021-03269-9.html
   My bibliography  Save this article

Multiscale evaluation of CMIP5 models using wavelet-based descriptive and diagnostic techniques

Author

Listed:
  • Marco Gallegati

    (Polytechnic University of Marche)

Abstract

Time–frequency localization of model-data discrepancies may provide useful information for climate models inter-comparison, and especially for the goals of climate model refinement and improvement. CMIP5 models of the long-term historical (1850–2005) run experiment are compared using wavelet-based multiscale descriptive and diagnostic techniques with interesting results. Wavelet coherence maps can visualize the ability of alternative CMPI5 models to capture the observed climate variability at different time scales, while the performance of each CMIP5 model is assessed using goodness of fit relative measures on a scale-by-scale basis. Finally, the plots of wavelet decompositions of CMIP5 models and observed temperature series at different scales can detect and locate model/data disagreements across frequencies and over time, thus providing useful information to researchers for model diagnostic refinement and improvement.

Suggested Citation

  • Marco Gallegati, 2022. "Multiscale evaluation of CMIP5 models using wavelet-based descriptive and diagnostic techniques," Climatic Change, Springer, vol. 170(3), pages 1-16, February.
    • Handle: RePEc:spr:climat:v:170:y:2022:i:3:d:10.1007_s10584-021-03269-9
    DOI: 10.1007/s10584-021-03269-9
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10584-021-03269-9
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10584-021-03269-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Reusser, Dominik E. & Loukopoulos, Peter & Stauffacher, Michael & Scholz, Roland W., 2008. "Classifying railway stations for sustainable transitions – balancing node and place functions," Journal of Transport Geography, Elsevier, vol. 16(3), pages 191-202.
    2. Ramazan Genay & Faruk Seļuk & Brandon Whitcher, 2003. "Systematic risk and timescales," Quantitative Finance, Taylor & Francis Journals, vol. 3(2), pages 108-116.
    3. Marco Gallegati, 2018. "A systematic wavelet-based exploratory analysis of climatic variables," Climatic Change, Springer, vol. 148(1), pages 325-338, May.
    4. Ramsey, James B. & Zhang, Zhifeng, 1995. "The Analysis of Foreign Exchange Data Using Waveform Dictionaries," Working Papers 95-03, C.V. Starr Center for Applied Economics, New York University.
    5. Chatterjee, Snigdhansu, 2019. "The scale enhanced wild bootstrap method for evaluating climate models using wavelets," Statistics & Probability Letters, Elsevier, vol. 144(C), pages 69-73.
    6. Wensheng Wang & Shixiong Hu & Yueqing Li, 2011. "Wavelet Transform Method for Synthetic Generation of Daily Streamflow," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(1), pages 41-57, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gallegati, Marco & Ramsey, James B., 2013. "Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis," Structural Change and Economic Dynamics, Elsevier, vol. 25(C), pages 60-73.
    2. Gallegati, Marco & Ramsey, James B., 2013. "Bond vs stock market's Q: Testing for stability across frequencies and over time," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 138-150.
    3. Gallegati, Marco & Ramsey, James B., 2014. "The forward looking information content of equity and bond markets for aggregate investments," Journal of Economics and Business, Elsevier, vol. 75(C), pages 1-24.
    4. Gallegati, Marco & Ramsey, James B. & Semmler, Willi, 2014. "Interest rate spreads and output: A time scale decomposition analysis using wavelets," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 283-290.
    5. Olivier Damette & Stéphane Goutte, 2021. "Weather, Pollution, and Covid-19 Spread: A Time Series and Wavelet Reassessment," Springer Books, in: Fateh Belaïd & Anna Cretì (ed.), Energy Transition, Climate Change, and COVID-19, pages 95-106, Springer.
    6. Jung Hyun Woo, 2021. "Classification of TOD Typologies Based on Pedestrian Behavior for Sustainable and Active Urban Growth in Seoul," Sustainability, MDPI, vol. 13(6), pages 1-23, March.
    7. Wei Wu & Prasanna Divigalpitiya, 2022. "Assessment of Accessibility and Activity Intensity to Identify Future Development Priority TODs in Hefei City," Land, MDPI, vol. 11(9), pages 1-17, September.
    8. Fernandez, Viviana, 2007. "A postcard from the past: The behavior of U.S. stock markets during 1871–1938," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(1), pages 267-282.
    9. Ahmad Adeel & Bruno Notteboom & Ansar Yasar & Kris Scheerlinck & Jeroen Stevens, 2021. "Sustainable Streetscape and Built Environment Designs around BRT Stations: A Stated Choice Experiment Using 3D Visualizations," Sustainability, MDPI, vol. 13(12), pages 1-21, June.
    10. Bai, Ye & Green, Christopher J., 2020. "Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets," Economic Modelling, Elsevier, vol. 92(C), pages 180-194.
    11. Mohamed Shenify & Amir Danesh & Milan Gocić & Ros Taher & Ainuddin Abdul Wahab & Abdullah Gani & Shahaboddin Shamshirband & Dalibor Petković, 2016. "Precipitation Estimation Using Support Vector Machine with Discrete Wavelet Transform," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 641-652, January.
    12. Ibraeva, Anna & Correia, Gonçalo Homem de Almeida & Silva, Cecília & Antunes, António Pais, 2020. "Transit-oriented development: A review of research achievements and challenges," Transportation Research Part A: Policy and Practice, Elsevier, vol. 132(C), pages 110-130.
    13. Selçuk, Faruk & Gençay, Ramazan, 2006. "Intraday dynamics of stock market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 375-387.
    14. In, Francis & Kim, Sangbae & Gençay, Ramazan, 2011. "Investment horizon effect on asset allocation between value and growth strategies," Economic Modelling, Elsevier, vol. 28(4), pages 1489-1497, July.
    15. Yun Liu & Zhiqiang Xie & Ping Wen & Chunhou Ji & Ling Zhu & Qisheng Wang & Zheng Zhang & Zhuoqian Xiao & Bojin Ning & Quan Zhu & Yan Yang, 2024. "Risk Evaluation of Urban Subway Site Selection: Balance, Attractiveness, and Financing Models," Land, MDPI, vol. 13(12), pages 1-27, November.
    16. Christian M. Hafner, 2012. "Cross-correlating wavelet coefficients with applications to high-frequency financial time series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(6), pages 1363-1379, December.
    17. Bruzda, Joanna, 2019. "Complex analytic wavelets in the measurement of macroeconomic risks," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    18. Patrick M. Crowley, 2007. "A Guide To Wavelets For Economists," Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 207-267, April.
    19. Atilla Cifter & Alper Ozun, 2008. "Multiscale Systematic Risk: an Application on the ISE-30," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 10(38), pages 1-24.
    20. Hassan Farazmand & Amin Mansouri & Morteza Afghah, 2014. "Choosing the best type of wavelet: Case study-business cycle in Iran," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 4(5), pages 293-314, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:climat:v:170:y:2022:i:3:d:10.1007_s10584-021-03269-9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.