A hybrid empirical and parametric approach for managing ecosystem complexity: Water quality in Lake Geneva under nonstationary futures.

Severe deterioration of water quality in lakes, characterized by overabundance of algae and declining dissolved oxygen in the deep lake (DOB), was one of the ecological crises of the 20th century. Even with large reductions in phosphorus loading, termed "reoligotrophication," DOB and chlorophyll (CHL) have often not returned to their expected pre-20th-century levels. Concurrently, management of lake health has been confounded by possible consequences of climate change, particularly since the effects of climate are not neatly separable from the effects of eutrophication. Here, using Lake Geneva as an iconic example, we demonstrate a complementary alternative to parametric models for understanding and managing lake systems. This involves establishing an empirically-driven baseline that uses supervised machine learning to capture the changing interdependencies among biogeochemical variables and then combining the empirical model with a more conventional equation-based model of lake physics to predict DOB over decadal time-scales. The hybrid model not only leads to substantially better forecasts, but also to a more actionable description of the emergent rates and processes (biogeochemical, ecological, etc.) that drive water quality. Notably, the hybrid model suggests that the impact of a moderate 3°C air temperature increase on water quality would be on the same order as the eutrophication of the previous century. The study provides a template and a practical path forward to cope with shifts in ecology to manage environmental systems for non-analogue futures.

A Visual Analytics Approach for Ecosystem Dynamics based on Empirical Dynamic Modeling.

An important approach for scientific inquiry across many disciplines involves using observational time series data to understand the relationships between key variables to gain mechanistic insights into the underlying rules that govern the given system. In real systems, such as those found in ecology, the relationships between time series variables are generally not static; instead, these relationships are dynamical and change in a nonlinear or state-dependent manner. To further understand such systems, we investigate integrating methods that appropriately characterize these dynamics (i.e., methods that measure interactions as they change with time-varying system states) with visualization techniques that can help analyze the behavior of the system. Here, we focus on empirical dynamic modeling (EDM) as a state-of-the-art method that specifically identifies causal variables and measures changing state-dependent relationships between time series variables. Instead of using approaches centered on parametric equations, EDM is an equation-free approach that studies systems based on their dynamic attractors. We propose a visual analytics system to support the identification and mechanistic interpretation of system states using an EDM-constructed dynamic graph. This work, as detailed in four analysis tasks and demonstrated with a GUI, provides a novel synthesis of EDM and visualization techniques such as brush-link visualization and visual summarization to interpret dynamic graphs representing ecosystem dynamics. We applied our proposed system to ecological simulation data and real data from a marine mesocosm study as two key use cases. Our case studies show that our visual analytics tools support the identification and interpretation of the system state by the user, and enable us to discover both confirmatory and new findings in ecosystem dynamics. Overall, we demonstrated that our system can facilitate an understanding of how systems function beyond the intuitive analysis of high-dimensional information based on specific domain knowledge.

Susceptible host availability modulates climate effects on dengue dynamics.

Experiments and models suggest that climate affects mosquito-borne disease transmission. However, disease transmission involves complex nonlinear interactions between climate and population dynamics, which makes detecting climate drivers at the population level challenging. By analysing incidence data, estimated susceptible population size, and climate data with methods based on nonlinear time series analysis (collectively referred to as empirical dynamic modelling), we identified drivers and their interactive effects on dengue dynamics in San Juan, Puerto Rico. Climatic forcing arose only when susceptible availability was high: temperature and rainfall had net positive and negative effects respectively. By capturing mechanistic, nonlinear and context-dependent effects of population susceptibility, temperature and rainfall on dengue transmission empirically, our model improves forecast skill over recent, state-of-the-art models for dengue incidence. Together, these results provide empirical evidence that the interdependence of host population susceptibility and climate drives dengue dynamics in a nonlinear and complex, yet predictable way.

Long-term warming destabilizes aquatic ecosystems through weakening biodiversity-mediated causal networks.

Understanding how ecosystems will respond to climate changes requires unravelling the network of functional responses and feedbacks among biodiversity, physicochemical environments, and productivity. These ecosystem components not only change over time but also interact with each other. Therefore, investigation of individual relationships may give limited insights into their interdependencies and limit ability to predict future ecosystem states. We address this problem by analyzing long-term (16-39 years) time series data from 10 aquatic ecosystems and using convergent cross mapping (CCM) to quantify the causal networks linking phytoplankton species richness, biomass, and physicochemical factors. We determined that individual quantities (e.g., total species richness or nutrients) were not significant predictors of ecosystem stability (quantified as long-term fluctuation of phytoplankton biomass); rather, the integrated causal pathway in the ecosystem network, composed of the interactions among species richness, nutrient cycling, and phytoplankton biomass, was the best predictor of stability. Furthermore, systems that experienced stronger warming over time had both weakened causal interactions and larger fluctuations. Thus, rather than thinking in terms of separate factors, a more holistic network view, that causally links species richness and the other ecosystem components, is required to understand and predict climate impacts on the temporal stability of aquatic ecosystems.

Circularity in fisheries data weakens real world prediction.

The systematic substitution of direct observational data with synthesized data derived from models during the stock assessment process has emerged as a low-cost alternative to direct data collection efforts. What is not widely appreciated, however, is how the use of such synthesized data can overestimate predictive skill when forecasting recruitment is part of the assessment process. Using a global database of stock assessments, we show that Standard Fisheries Models (SFMs) can successfully predict synthesized data based on presumed stock-recruitment relationships, however, they are generally less skillful at predicting observational data that are either raw or minimally filtered (denoised without using explicit stock-recruitment models). Additionally, we find that an equation-free approach that does not presume a specific stock-recruitment relationship is better than SFMs at predicting synthesized data, and moreover it can also predict observational recruitment data very well. Thus, while synthesized datasets are cheaper in the short term, they carry costs that can limit their utility in predicting real world recruitment.

Inferring causation from time series in Earth system sciences.

The heart of the scientific enterprise is a rational effort to understand the causes behind the phenomena we observe. In large-scale complex dynamical systems such as the Earth system, real experiments are rarely feasible. However, a rapidly increasing amount of observational and simulated data opens up the use of novel data-driven causal methods beyond the commonly adopted correlation techniques. Here, we give an overview of causal inference frameworks and identify promising generic application cases common in Earth system sciences and beyond. We discuss challenges and initiate the benchmark platform causeme.net to close the gap between method users and developers.

Fluctuating interaction network and time-varying stability of a natural fish community.

Ecological theory suggests that large-scale patterns such as community stability can be influenced by changes in interspecific interactions that arise from the behavioural and/or physiological responses of individual species varying over time. Although this theory has experimental support, evidence from natural ecosystems is lacking owing to the challenges of tracking rapid changes in interspecific interactions (known to occur on timescales much shorter than a generation time) and then identifying the effect of such changes on large-scale community dynamics. Here, using tools for analysing nonlinear time series and a 12-year-long dataset of fortnightly collected observations on a natural marine fish community in Maizuru Bay, Japan, we show that short-term changes in interaction networks influence overall community dynamics. Among the 15 dominant species, we identify 14 interspecific interactions to construct a dynamic interaction network. We show that the strengths, and even types, of interactions change with time; we also develop a time-varying stability measure based on local Lyapunov stability for attractor dynamics in non-equilibrium nonlinear systems. We use this dynamic stability measure to examine the link between the time-varying interaction network and community stability. We find seasonal patterns in dynamic stability for this fish community that broadly support expectations of current ecological theory. Specifically, the dominance of weak interactions and higher species diversity during summer months are associated with higher dynamic stability and smaller population fluctuations. We suggest that interspecific interactions, community network structure and community stability are dynamic properties, and that linking fluctuating interaction networks to community-level dynamic properties is key to understanding the maintenance of ecological communities in nature.

Predicting coastal algal blooms in southern California.

The irregular appearance of planktonic algae blooms off the coast of southern California has been a source of wonder for over a century. Although large algal blooms can have significant negative impacts on ecosystems and human health, a predictive understanding of these events has eluded science, and many have come to regard them as ultimately random phenomena. However, the highly nonlinear nature of ecological dynamics can give the appearance of randomness and stress traditional methods-such as model fitting or analysis of variance-to the point of breaking. The intractability of this problem from a classical linear standpoint can thus give the impression that algal blooms are fundamentally unpredictable. Here, we use an exceptional time series study of coastal phytoplankton dynamics at La Jolla, CA, with an equation-free modeling approach, to show that these phenomena are not random, but can be understood as nonlinear population dynamics forced by external stochastic drivers (so-called "stochastic chaos"). The combination of this modeling approach with an extensive dataset allows us to not only describe historical behavior and clarify existing hypotheses about the mechanisms, but also make out-of-sample predictions of recent algal blooms at La Jolla that were not included in the model development.

Global environmental drivers of influenza.

In temperate countries, influenza outbreaks are well correlated to seasonal changes in temperature and absolute humidity. However, tropical countries have much weaker annual climate cycles, and outbreaks show less seasonality and are more difficult to explain with environmental correlations. Here, we use convergent cross mapping, a robust test for causality that does not require correlation, to test alternative hypotheses about the global environmental drivers of influenza outbreaks from country-level epidemic time series. By moving beyond correlation, we show that despite the apparent differences in outbreak patterns between temperate and tropical countries, absolute humidity and, to a lesser extent, temperature drive influenza outbreaks globally. We also find a hypothesized U-shaped relationship between absolute humidity and influenza that is predicted by theory and experiment, but hitherto has not been documented at the population level. The balance between positive and negative effects of absolute humidity appears to be mediated by temperature, and the analysis reveals a key threshold around 75 °F. The results indicate a unified explanation for environmental drivers of influenza that applies globally.

Tracking and forecasting ecosystem interactions in real time.

Evidence shows that species interactions are not constant but change as the ecosystem shifts to new states. Although controlled experiments and model investigations demonstrate how nonlinear interactions can arise in principle, empirical tools to track and predict them in nature are lacking. Here we present a practical method, using available time-series data, to measure and forecast changing interactions in real systems, and identify the underlying mechanisms. The method is illustrated with model data from a marine mesocosm experiment and limnologic field data from Sparkling Lake, WI, USA. From simple to complex, these examples demonstrate the feasibility of quantifying, predicting and understanding state-dependent, nonlinear interactions as they occur in situ and in real time--a requirement for managing resources in a nonlinear, non-equilibrium world.

Distinguishing time-delayed causal interactions using convergent cross mapping.

An important problem across many scientific fields is the identification of causal effects from observational data alone. Recent methods (convergent cross mapping, CCM) have made substantial progress on this problem by applying the idea of nonlinear attractor reconstruction to time series data. Here, we expand upon the technique of CCM by explicitly considering time lags. Applying this extended method to representative examples (model simulations, a laboratory predator-prey experiment, temperature and greenhouse gas reconstructions from the Vostok ice core, and long-term ecological time series collected in the Southern California Bight), we demonstrate the ability to identify different time-delayed interactions, distinguish between synchrony induced by strong unidirectional-forcing and true bidirectional causality, and resolve transitive causal chains.

Spatial convergent cross mapping to detect causal relationships from short time series.

Recent developments in complex systems analysis have led to new techniques for detecting causal relationships using relatively short time series, on the order of 30 sequential observations. Although many ecological observation series are even shorter, perhaps fewer than ten sequential observations, these shorter time series are often highly replicated in space (i.e., plot replication). Here, we combine the existing techniques of convergent cross mapping (CCM) and dewdrop regression to build a novel test of causal relations that leverages spatial replication, which we call multispatial CCM. Using examples from simulated and real-world ecological data, we test the ability of multispatial CCM to detect causal relationships between processes. We find that multispatial CCM successfully detects causal relationships with as few as five sequential observations, even in the presence of process noise and observation error. Our results suggest that this technique may constitute a useful test for causality in systems where experiments are difficult to perform and long time series are not available. This new technique is available in the multispatialCCM package for the R programming language.

Dynamical evidence for causality between galactic cosmic rays and interannual variation in global temperature.

As early as 1959, it was hypothesized that an indirect link between solar activity and climate could be mediated by mechanisms controlling the flux of galactic cosmic rays (CR) [Ney ER (1959) Nature 183:451-452]. Although the connection between CR and climate remains controversial, a significant body of laboratory evidence has emerged at the European Organization for Nuclear Research [Duplissy J, et al. (2010) Atmos Chem Phys 10:1635-1647; Kirkby J, et al. (2011) Nature 476(7361):429-433] and elsewhere [Svensmark H, Pedersen JOP, Marsh ND, Enghoff MB, Uggerhøj UI (2007) Proc R Soc A 463:385-396; Enghoff MB, Pedersen JOP, Uggerhoj UI, Paling SM, Svensmark H (2011) Geophys Res Lett 38:L09805], demonstrating the theoretical mechanism of this link. In this article, we present an analysis based on convergent cross mapping, which uses observational time series data to directly examine the causal link between CR and year-to-year changes in global temperature. Despite a gross correlation, we find no measurable evidence of a causal effect linking CR to the overall 20th-century warming trend. However, on short interannual timescales, we find a significant, although modest, causal effect between CR and short-term, year-to-year variability in global temperature that is consistent with the presence of nonlinearities internal to the system. Thus, although CR do not contribute measurably to the 20th-century global warming trend, they do appear as a nontraditional forcing in the climate system on short interannual timescales.

Predicting climate effects on Pacific sardine.

For many marine species and habitats, climate change and overfishing present a double threat. To manage marine resources effectively, it is necessary to adapt management to changes in the physical environment. Simple relationships between environmental conditions and fish abundance have long been used in both fisheries and fishery management. In many cases, however, physical, biological, and human variables feed back on each other. For these systems, associations between variables can change as the system evolves in time. This can obscure relationships between population dynamics and environmental variability, undermining our ability to forecast changes in populations tied to physical processes. Here we present a methodology for identifying physical forcing variables based on nonlinear forecasting and show how the method provides a predictive understanding of the influence of physical forcing on Pacific sardine.

Detecting causality in complex ecosystems.

Identifying causal networks is important for effective policy and management recommendations on climate, epidemiology, financial regulation, and much else. We introduce a method, based on nonlinear state space reconstruction, that can distinguish causality from correlation. It extends to nonseparable weakly connected dynamic systems (cases not covered by the current Granger causality paradigm). The approach is illustrated both by simple models (where, in contrast to the real world, we know the underlying equations/relations and so can check the validity of our method) and by application to real ecological systems, including the controversial sardine-anchovy-temperature problem.

Generalized theorems for nonlinear state space reconstruction.

Takens' theorem (1981) shows how lagged variables of a single time series can be used as proxy variables to reconstruct an attractor for an underlying dynamic process. State space reconstruction (SSR) from single time series has been a powerful approach for the analysis of the complex, non-linear systems that appear ubiquitous in the natural and human world. The main shortcoming of these methods is the phenomenological nature of attractor reconstructions. Moreover, applied studies show that these single time series reconstructions can often be improved ad hoc by including multiple dynamically coupled time series in the reconstructions, to provide a more mechanistic model. Here we provide three analytical proofs that add to the growing literature to generalize Takens' work and that demonstrate how multiple time series can be used in attractor reconstructions. These expanded results (Takens' theorem is a special case) apply to a wide variety of natural systems having parallel time series observations for variables believed to be related to the same dynamic manifold. The potential information leverage provided by multiple embeddings created from different combinations of variables (and their lags) can pave the way for new applied techniques to exploit the time-limited, but parallel observations of natural systems, such as coupled ecological systems, geophysical systems, and financial systems. This paper aims to justify and help open this potential growth area for SSR applications in the natural sciences.