Dynamical Stability Indicator based on Autoregressive Moving-Average Models: Critical Transitions and the Atlantic Meridional Overturning Circulation

Abstract: A statistical indicator for dynamic stability known as the $\Upsilon$ indicator is used to gauge the stability and hence detect approaching tipping points of simulation data from a reduced 5-box model of the North-Atlantic Meridional Overturning Circulation (AMOC) exposed to a time dependent hosing function. The hosing function simulates the influx of fresh water due to the melting of the Greenland ice sheet and increased precipitation in the North Atlantic. The $\Upsilon$ indicator is designed to detect changes in the memory properties of the dynamics, and is based on fitting ARMA (auto-regressive moving-average) models in a sliding window approach to time series data. An increase in memory properties is interpreted as a sign of dynamical instability. The performance of the indicator is tested on time series subject to different types of tipping, namely bifurcation-induced, noise-induced and rate-induced tipping. The numerical analysis show that the indicator indeed responds to the different types of induced instabilities. Finally, the indicator is applied to two AMOC time series from a full complexity Earth systems model (CESM2). Compared with the doubling CO$_2$ scenario, the quadrupling CO$_2$ scenario results in stronger dynamical instability of the AMOC during its weakening phase.