Components of multifractality in the Central England Temperature anomaly series

TL;DR

This study analyzes the multifractal properties of the Central England Temperature anomaly over 200 years, revealing that dynamical dependencies mainly drive multifractality, with non-Gaussian effects linked to climate change periods.

Contribution

It provides a detailed decomposition of multifractality components in a long-term climate time series, highlighting the role of dependencies and non-Gaussianity in climate variability.

Findings

Dynamical dependencies are the main source of multifractality.

Non-Gaussian contributions spike during climate change periods.

Strong non-Gaussian effects from the 1960s align with recent global climate findings.

Abstract

We study the multifractal nature of the Central England Temperature (CET) anomaly, a time series that spans more than 200 years. The series is analyzed as a complete data set and considering a sliding window of 11 years. In both cases, we quantify the broadness of the multifractal spectrum as well as its components defined by the deviations from the Gaussian distribution and the influence of the dependence between measurements. The results show that the chief contribution to the multifractal structure comes from the dynamical dependencies, mainly the weak ones, followed by a residual contribution of the deviations from Gaussianity. However, using the sliding window, we verify that the spikes in the non-Gaussian contribution occur at very close dates associated with climate changes determined in previous works by component analysis methods. Moreover, the strong non-Gaussian contribution found in the multifractal measures from the 1960s onwards is in agreement with global results very recently proposed in the literature.