Cross-Scale Interactions and Information Transfer

Abstract

An information-theoretic approach for detecting interactions and informationtransfer between two systems is extended to interactions between dynamical phenomenaevolving on different time scales of a complex, multiscale process. The approach isdemonstrated in the detection of an information transfer from larger to smaller time scales ina model multifractal process and applied in a study of cross-scale interactions in atmosphericdynamics. Applying a form of the conditional mutual information and a statistical test basedon the Fourier transform and multifractal surrogate data to about a century long recordsof daily mean surface air temperature from various European locations, an informationtransfer from larger to smaller time scales has been observed as the influence of the phaseof slow oscillatory phenomena with the periods around 6–11 years on the amplitudes of thevariability characterized by the smaller temporal scales from a few months to 4–5 years.These directed cross-scale interactions have a non-negligible effect on interannual airtemperature variability in a large area of Europe.

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