climatic and hydrological variations during the last 117 ... · correlogram allows us to quantify...
TRANSCRIPT
Climatic and hydrological variations during the last 117–166 years
in the south of the Iberian Peninsula, from spectral and correlation
analyses and continuous wavelet analyses
B. Andreo a,*, P. Jimenez a, J.J. Duran b, F. Carrasco a, I. Vadillo a, A. Mangin c
a Departamento de Geologıa, Facultad de Ciencias, Universidad de Malaga, E-29071 Malaga, Spainb Direccion de Hidrogeologıa, Instituto Geologico y Minero de Espana, E-28003 Madrid, Spain
c Laboratoire Souterrain de Moulis, 09200 Saint-Girons (Moulis), France
Received 21 April 2004; revised 5 September 2005; accepted 22 September 2005
Abstract
The most complete historical series of instrumental data available, spanning more than a century, on rainfall, temperature and
outflow of a karst spring obtained from gauging stations in the south of the Iberian peninsula were analysed by means of spectral
and correlation analyses and continuous wavelet analyses. Annual periodicity of the rainfall and temperature distributions was
constant over more than 100 years, although weaker (6-month) periodicities have also been observed, as well as rainfall and
temperature periodicities of 5 and 2.5 years, which have also been recorded in other areas of Europe. These multiannual scale
components can be explained by climatic variations or effects described in the literature in connection with the North Atlantic
Oscillation (NAO) and are likely to be the same as the climate variability at decadal to annual scale detected in several proxy
data from geological records. No long-term trends in the distribution of precipitation and temperature were detected.
q 2005 Elsevier B.V. All rights reserved.
Keywords: Climatic change; Correlation and spectral analyses; NAO; Precipitation; South Iberia; Temperature; Continuous wavelet analyses
1. Introduction
Climatic change has been much debated in the
scientific world in recent decades. Many investi-
gations on the climatic and hydrological variations
have been done using carbonate deposits, particularly
speleothems because they are less affected by
postdepositional processes than superficial sediments.
0022-1694/$ - see front matter q 2005 Elsevier B.V. All rights reserved.
doi:10.1016/j.jhydrol.2005.09.010
* Corresponding author. Tel.: C34 95 2132004; fax: C34 95
2132000.
E-mail address: [email protected] (B. Andreo).
Speleothems can be dated precisely by means of the
U/Th decay series and consequently, they can
contribute to our knowledge of the paleoclimatic
and paleohydrologic events in continental areas
(Schwarcz, 1986). Geochemical studies can be
performed with a very high time resolution from
stable isotopes such d18O and d13C, which, respect-
ively, may reflect paleotemperature and vegetation
(Gascoyne, 1992), and trace elements (Mg, Sr) that
are indicators of paleohydrology (Fairchild et al.,
2001). The geochemical and hydrological results have
been tested with the actual deposits of speleothems in
Journal of Hydrology 324 (2006) 24–39
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B. Andreo et al. / Journal of Hydrology 324 (2006) 24–39 25
caves (Baker and Smart, 1995; Genty and Deflandre,
1998; Andreo et al., 2002; Tooth and Fairchild, 2003).
Another possibility to study climatic and hydro-
logical changes, without taking into account geological
records, is to examine the period of recorded history (the
instrumental period), but it is necessary to possess both
time series of adequate length and the mathematical
tools that enable us to optimise the results. Thus, the
long-term time series are important because they permit
to study climatic changes using the real data or to
reconstruct longer series using different mathematical
tools. The expected modification in rainfall following
climate change in the South Iberian Peninsula is a
decrease in precipitation in the coming decades or even
the whole twenty-first century (Sumner et al., 2003).
In this work, we have analysed the most complete
historical series available of real data, spanning more
Fig. 1. Location of the meteorologi
than a hundred years, obtained from gauging stations
in the southern Iberian peninsula (Fig. 1): precipi-
tation data obtained at the stations of San Fernando in
the province of Cadiz (127 years) and Gibraltar (166
years), temperature data recorded at San Fernando
(117 years) and the outflow of El Tempul spring (133
years). The exceptional length of these time series in
the study area, and its geographical location, being
influenced both by the Atlantic ocean and the
Mediterranean sea, are two key features of our
study. Two mathematical tools have been applied:
spectral and correlation analyses, and continuous
wavelet analyses.
Correlation and spectral analyses were first
applied, in surface hydrological systems orientated
mainly towards forecasting, completion of data and
estimation of parameters for stochastic models (e.g.
cal and hydrological stations.
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–3926
Delleur, 1971; Spolia et al., 1980). Mangin (1981a,b,
1984) adapted this methodology to study the
discharge from karstic aquifers. Examples of carbon-
ate aquifers studied by this methodology are abundant
in the literature, some of them recently published (e.g.
Padilla and Pulido-Bosch,1995; Larocque et al., 1998;
Jimenez et al., 2002). These studies demonstrate the
application of correlation and spectral analysis to
series of both flow data and precipitation in order to
determine the flow and characterise aquifer beha-
viour. However, correlation and spectral analyses
have not often been applied to very long-time series of
climatic and hydrological data (Kuhnel et al., 1990) in
spite of their advantages in identifying the structures
and periodic components (normally average period-
icities) in these series.
Wavelet transform techniques have been applied in
the fields of hydrology and meteorology to identify
coherent convective storm structures and characterise
temporal variabilities (Kumar and Foufoula-Geor-
giou, 1993; Kumar, 1996; Smith et al., 1998; Szilagyi
et al., 1999), to explain the variability of ocean
temperatures (Meyers and O’Brien, 1994), and the
variations in global mean sea level (Breaker et al.,
2001; Chambers et al., 2002). They have also been
used in oceanography (Meyers et al., 1993), and in
comparing watersheds of the same region (Gaucherel,
2002). Labat et al. (1999a,b; 2000, 2001) also applied
these techniques in the field of karstic hydrogeology
in order to study rainfall rates and outflows of karstic
springs located in the Pyrenees and in the Larzac
plateau (France). By comparison with correlation and
spectral analyses, wavelet tools detect not the average
periodicities in time series, but the distribution of the
periodic variabilities during the time.
The aims of this paper are to determine whether
there are periodicities associated with climatic cycles
or oscillations and whether there is any long-term
trend that might be related to the climatic changes. In
order to validate the results obtained using these series
of climatic data (especially rainfall), both method-
ologies have also been applied to a time series of the
outflow recorded over more than a century at El
Tempul spring, which constitutes the main discharge
point of the Sierra de las Cabras carbonate aquifer
(Fig. 1). Thus, it is possible to identify the
correspondence between rainfall and hydrological
variations.
In a previous paper, the evolution of the annual
precipitation recorded at the Gibraltar station from
1791 to 1983 was studied using annual data and it was
concluded that a slight decreasing trend exists in the
rainfall time series, but without statistical significance
(Moreno and Martın, 1986). Similar results were
obtained in other areas of southern Iberia, such as
Granada, eastward of the study area, using monthly
data for the period 1902–1983 (Benavente et al.,
1986) and Huelva, westward of the study area, using
daily data for the same period (Romero and Sainz,
1984). These papers used statistical techniques on
rainfall data in S Iberia in a preliminary manner,
leaving much remaining to be done in terms of
detecting climatic changes.
Other previous papers (Rodrigo et al., 2000; Pozo-
Vazquez et al., 2000) show the results of the
application of different statistical tools to detect
changes in meteorological records in S Iberia. These
works demonstrate the existence of dry and wet
periods into the record, at different timescales, and the
contribution of the North Atlantic Oscillation (NAO)
to rainfall variability in this region.
2. Materials and methods
The time series data used as the material for this
study was the following:
(a) Precipitation and temperature data recorded at
the meteorological station of Real Observatorio
de San Fernando (Cadiz). The precipitation data
correspond to monthly total values for the period
January 1870— December 1997, and the tem-
perature data are mean monthly values for the
period January 1870— December 1987. The
rainfall data available from 1791 to 1870 in
Gibraltar station are annual values and they have
been not used in the present work.
(b) Series of daily rainfall data from October 1834 to
November 2000, obtained at the Gibraltar
weather station.
(c) Series of monthly flow rate from El Tempul
spring, the main discharge point of Sierra de las
Cabras, an aquifer where no pumping exists.
Sierra de las Cabras is a diffuse flow carbonate
aquifer with a surface of 42 km2 and average
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–39 27
resources of 8 – 9 hm3/year which are used for
water supplying to the city of Jerez de la Frontera
(Jimenez et al., 2001). The data series of spring
flow were calculated using the height of the
water surface in the gauging station. Readings
were taken on the 20th day of each month and
then converted to outflow values by the
application of a stage-discharge rating curve.
This series is exceptionally long, extending from
June 1862 to December 1995.
Therefore, three types of climatic and hydrological
data have been used in this work (rainfall, temperature
and springflow rate). The location of the stations is in
Fig. 1 and the statistical parameters of the time series
are in Table 1.
The first method applied was correlation and
spectral analysis, which deals with the whole time
series and can be applied in two domains (Mangin,
1984): time (correlation analysis) and frequency
(spectral analysis). Normally, the data series are first
studied separately by means of a simple analysis to
identify the structure and components, and then by
cross analysis, considering two series (i.e. precipi-
tation and outflow) in order to determine the
relationships between the two. Therefore, correlation
and spectral analysis can be simple or cross-correlated
and, in both cases, in the time (correlation) or
frequency (spectral) domains.
The simple correlation analysis (simple correlo-
gram or auto-correlogram) of a data series is the auto-
correlation function, which shows the linear depen-
dency of successive data for increasingly large time
Table 1
Statistical parameters of the time series of data used in this work
Monthly precipitation Monthly flow
rate
Gibraltar
station (mm)
San Fernando
station (mm)
El Tempul
Spring (L/s)
N 1596 1509 1596
Max 528 471 1951
Min 0 0 20
Average 68 49 286
Standard
deviation
82 57 280
Variation
coefficient
121 117 98
Variance 6788 3288 78334
intervals. Thus, the slope of the auto-correlogram
flattens quickly to values close to zero if the data have
a short-term influence on the time series and,
consequently, are of a random nature. Conversely
the slope of the correlogram flattens more slowly if
the data have a long-term influence on the time series.
The simple correlogram, rk, was calculated using the
formula proposed by Jenkins and Watts (1968):
rk ZCk
C0
with Ck Z nK1XnKk
1
ðxiK �xÞðx1CkK �xÞ
where rk is the value of the correlogram, k is the time
lag varying from 0 to n (cutting point), and xi are
values which have an average of �x. The auto-
correlogram allows us to quantify the ‘memory
effect’, the time in which the correlogram decreases
to values of 0.1–0.2.
The simple spectral analysis (spectral density
function) is the Fourier transformation of the auto-
correlogram, which corresponds to a change from a
time mode (time-series space) to a frequency mode.
The spectral density function, S(f), is calculated by the
formula proposed by Jenkins and Watts (1968):
Sðf ÞZ 2 1C2Xm
1
Dkrk cos 2pFk
" #
where k is the step and FZj/2m with j varying from 1
to m. Dk is a window that is necessary to ensure that
the S(f) estimated values are not biased. The best
windows are those of the Tukey filter (Mangin, 1984).
Dk Z1Ccos pk
m
� �2
The spectral density function normally shows
peaks, which represent periodic phenomena in the
time series. When high-density values are found near
zero frequencies, this indicates the existence of a
long-term trend or a phenomenon in which the
periodicity is longer than the time series studied.
The auto-correlogram and the spectral density
function have been obtained at two levels: a ‘short-
term’ analysis (window 125 months and lag of 1
month) and a ‘long-term’ analysis (window 500 and
475 months and lag of 10 months). Moreover, the
long-term analysis has been carried out with different
lags in order to verify the results and avoid artificial
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–3928
periodicities inherent to the treatment of the data.
These analyses enable us to identify and to describe
the components (trend, periodicity and randomness)
of the time series. Information on the structure of the
time series can only be obtained for window values
that are between double the lag value and one third of
the length of the time series. Thus, the available data
series considered in this work permit us to deduce
components with a periodicity between 2 months and
more than 40 years.
The second method is continuous Morlet wavelet
analysis, which allows the completion of time-scale
representation of localised and transient phenomena
occurring at different time scales. Time-scale dis-
crimination is achieved in a more satisfactory way
than time-frequency decompositions such as the
windowed Fourier method (e.g. Mangin, 1984).
Thus, by comparison with the Fourier and correlation
analyses, wavelet transforms lead to more precise
results especially in the temporal variability of the
processes. The continuous wavelet transform provides
a time-scale discrimination of the signal into sub-
processes. It is defined as the convolution product of a
signal x(t) by functions obtained by dilation (or
contraction) and temporal translation of a function
j(t) called ‘wavelet’, which must satisfy certain
admissibility criteria. The algorithm to compute the
wavelets and plot the results is from Torrence and
Compo (1998). After discriminating the data with the
wavelets, the amplitude of any variable signal within
the data can be determined at various frequencies, as
well as the variation of this amplitude with time. For
the results plotted here, a dark grey shade is assigned
to the lowest value of the wavelet coefficient while a
white shade is assigned to the highest value. Since
wavelet analysis is dealing with finite-length time
series, errors will occur at the beginning and end of
the wavelet power spectrum, while the Fourier
transform assumes the data is cyclic. The errors are
included in the so-called ‘cone of influence’, that is
the region of the wavelet spectrum in which edge
effects become important.
The continuous Morlet wavelet has been applied
because it establishes a clear distinction between
random fluctuations and periodic regions. By analogy
with Fourier analysis, a global wavelet variance
spectrum for continuous wavelet transform can also
be defined, which gives a representation of the
variance distribution across time scales (Liu, 1995).
A mathematical overview of the wavelet transform
(continuous wavelet transform) and its applications to
karstic hydrogeology are given by Labat et al. (1999a,
b, 2000, 2001), emphasising also the statistical
interpretation of the wavelet coefficients and introdu-
cing the concepts of the wavelet spectrum.
3. Correlation and spectral analyses
3.1. Correlation and spectral analysis of the rainfall
time series
We carried out a simple analysis (correlogram and
frequency spectrum) of the time series of monthly
data recorded at meteorological stations of Gibraltar
and San Fernando. The short-term simple correlogram
for rainfall data reveals that both weather stations
(Fig. 2A and C) detected the existence of clearly-
defined annual cycles (kZ12 months). The memory
effect (value of k for rZ0.1–0.2) is several months,
although shorter-term analyses previously done
demonstrated that the distribution of precipitation is
a random phenomenon, with a memory effect of about
2 days (Jimenez et al., 2001). The spectrum of the
variance density for the two time series (Fig. 2B
and D) reveals a very clear peak corresponding to the
annual periodicity of precipitation (frequencyZ0.082), together with a less evident 6-monthly
periodicity (fZ0.165), which is more evident in the
San Fernando data.
Long-term analysis of the time series data from
Gibraltar and San Fernando produced simple correlo-
grams (Fig. 3A and C) showing a periodicity of about
5 years (kZ60 months). This finding was confirmed
by the spectrum of the variance density for the two
time series, which clearly shows the approximately
quinquennial periodicity of rainfall (fZ0.165 in
Fig. 3B and D). In addition, although less evident,
there was a rainfall periodicity of 2.5 years (fZ0.33),
more visible in the San Fernando data. The higher
values of the spectra for 1 and 5 years periodicities in
Figs. 2 and 3 (B and D) provoke that the peaks of 6
month and 2.5 years periodicities are less marked, but
only about 10% of the spectral density variance is
greater than these and, therefore, they can be
considered significant.
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0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100
105
110
115
120
125
k (months)
r k
A Gibraltar Stationlag step 1 month
0.0
5.0
10.0
15.0
20.0
25.0
30.0
35.0
40.0
0.00
0.02
0.04
0.06
0.08
0.10
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0.32
0.34
0.36
0.38
0.40
0.42
0.44
0.46
0.48
0.50
frequency
S (f
)
B Gibraltar Stationlag step 1 month
1 year
6 months
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0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100
105
110
115
120
125
k (months)
r k
CSan Fernando Stationlag step 1 month
0.0
5.0
10.0
15.0
20.0
25.0
30.0
35.0
40.0
0.00
0.02
0.04
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0.32
0.34
0.36
0.38
0.40
0.42
0.44
0.46
0.48
0.50
frequency
S (f
)D
San Fernando Stationlag step 1 months
1 year
6 months
Fig. 2. Results of short-term correlation analysis (A,C) and spectral analysis (B,D) of monthly precipitation data from the Gibraltar and San
Fernando stations.
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–39 29
The long-term analysis, autocorrelogram and
spectral density, has been also carried out with
different lags (7 and 9 months) and the results are
the same although only the spectral density functions
are represented in Fig. 3E and F to avoid repetition.
We have done the frequency spectrum with different
lags (7 and 9 months) for rainfall data of the San
Fernando station and for the flow data of Tempul
spring and the results (autocorrelogram and spectral
density) are also the same than a lag of 10 months. So,
these periodicities are not derived from the math-
ematical procedure, as sometime occurs (Burroughs,
1992), but are intrinsic periodicities of the time series.
In the long-term frequency spectra obtained as part of
the present study, for the Gibraltar and San Fernando
stations (Fig. 3B and D), no long-term trends were
observed. In order to determine the capacity of
correlation and spectral analysis to establish long-term
trends, we generated several series of rainfall data,
adding to the original series recorded at the Gibraltar
station (the longer series) temporally decreasing
tendencies of different rainfall quantities. The corre-
lation and spectral analysis has been applied to the new
series and we confirm that the correlogram (Fig. 3G) is
quite similar to the above one, but the frequency spectra
(Fig. 3H) permits the clear distinction of the tendency
when a rainfall decreasing trend of 50 mm is added over
the whole period of the record.
3.2. Correlation and spectral analysis of the
temperature time series
In this case, too, we performed a simple analysis
(correlogram and frequency spectrum) of the whole
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k (months)
r kAGibraltar Station
lag step 10 months
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10.011.012.013.014.0
0.00
0.02
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frequency
S (
f)
BGibraltar Stationlag step 10 months
5 years
2.5 years
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k (months)
r k
CSan Fernando Stationlag step 10 months
0.01.02.03.04.05.06.07.08.09.0
10.011.012.013.014.0
0.00
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S (f
)
DSan Fernando Stationlag step 10 months
5 years
2.5 years
0123456789
1011121314
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S (f
)
EGibraltar Stationlag step 7 months
5 years
2.5 years
0123456789
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frequency
S (f
)
FGibraltar Stationlag step 9 months
5 years
2.5 years
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k (months)
r k
G Gibraltar Stationlag step 10 months.
tendency 50 mm
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frequency
S (f
)
H
Gibraltar Stationlag step 10 months, tendency 50 mm
5 years
2.5 years
Fig. 3. Results of long term correlation analysis (A) and spectral analysis (B) of monthly precipitation data, using a lag of 10 months, from the
Gibraltar station. Results of long-term correlation analysis (C) and spectral analysis (D) of monthly precipitation data, using a lag of 10 months,
from the San Fernando station. Spectral analysis of monthly precipitation data using lag of 7 months (E) and 9 months (F). Correlation (G) and
spectral analysis (H) using a lag of 10 months and a decreasing tendency of 50 mm in the rainfall time series data of Gibraltar. To calculate the
periodicities (in years) from long-term spectra, the lag should be divided by the frequency and, then, the result should be divided by 12.
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–3930
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–39 31
monthly series of temperature data recorded at the San
Fernando station.
As with the analysis of precipitation data, the short-
term simple correlogram (Fig. 4A) clearly revealed
the existence of annual cycles. The variance density
spectrum (Fig. 4B) indicated a very strong annual
temperature periodicity and a somewhat weaker
6-monthly cycle. The long-term analysis of this series
of monthly temperature data recorded at the San
Fernando station produces a simple correlogram
(Fig. 4C) that shows an average 5-yearly periodicity
of temperature variations. This quinquennial period-
icity is corroborated by the variance density spectrum
(Fig. 4D). We also observed a 2.5 year temperature
periodicity, though this was apparently weaker than
that obtained for rainfall data at the same station.
However is we take into account the different scale for
spectral density in Figs. 3D–B and 4B–D and the
variance of these (only 10% of the variance is higher)
we can deduce that, in both cases, the 6 month and 2.5
years periodicities are significant.
The long-term correlogram of the temperature data
(Fig. 4D) showed no long-term (low frequency) trend
in temperatures, the same as occurs with the analysis
of the precipitation data. In addition, in order to
validate the capacity of correlation and spectral
analysis to establish long-term trends in temperature,
we generated series of data, using those originally
recorded at the San Fernando station and assuming a
tendency to increase between 1 and 3 8C over the
whole period. Correlation and spectral analysis was
then applied to this synthetic data (Fig. 4E and F), and
it was confirmed that the method was indeed capable
of detecting a trend for temperature increases of 1 8C
(Fig. 4F).
3.3. Correlation and spectral analysis of outflow
data series from the El Tempul spring
The short-term correlogram for the series of
monthly outflow values from the El Tempul spring
(Fig. 5A) revealed a strong annual periodicity; the
memory effect estimated in a previous work (Jimenez
et al., 2001) was 95 days, which indicates a high
inertia. In the frequency domain, the spike corre-
sponding to the annual periodicity (Fig. 5B) can be
clearly observed, which is analogous to that detected
for the distribution of precipitation. We also found
weaker periodic components of 4, 2 and 1.4 years, not
observed in the rainfall spectrum (Fig. 2B and D),
which might be related to the strong inertial effect of
the carbonate aquifer of Sierra de las Cabras, that is,
the significant natural attenuation for annual vari-
ations in precipitation. The simple correlogram of
monthly outflow obtained for the long-term analysis
and for the precipitation-series analysis reveals a
fairly well defined five-year cycle (Fig. 5C). The fact
that the quinquennial periodic component for the
outflow series is corroborated in the frequency domain
(Fig. 5D), such as occurs with rainfall and temperature
data series, suggests that the origin of the periodicity
is climatic, as is the case for the annual periodicity
observed in the short-term analysis. Nevertheless, the
spectrum of the outflow data (Fig. 5D) presents a
long-term (low frequency) trend that is not evident in
the spectrum for the precipitation series, despite its
greater duration, and consequently cannot be attrib-
uted to climatic phenomena.
In addition, cross-correlation in frequency domain
has been done with the time series of data from El
Tempul spring and Gibraltar station and only the
annual effect is deduced in the short term analysis
(Fig. 5E) and the quinquennial one in the long term
analysis (Fig. 5F).
4. Continuous-time Morlet wavelet analysis
4.1. Continuous Morlet wavelet analysis of the
rainfall time series
The Morlet wavelet spectrum for rainfall data
obtained by the Gibraltar and San Fernando stations
are calculated and are depicted in Fig. 6A and B. It is a
time-scale plot of the signal where the x-axis
represents position along the signal (time), the
y-axis represents a periodicity scale, and the shade
contour at each x–y point represents the magnitude of
the wavelet coefficient at that point. A dark grey shade
is assigned to the lowest value of the wavelet
coefficient while a white shade is assigned to the
highest value.
Over all the period of the record, light shades can
be seen in both wavelet spectra with a periodicity of 1
year (Fig. 6A and B), so an annual process is visible
but with a higher intensity for the Gibraltar wavelet
-1.0
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frequency
S (f
)
BSan Fernando Stationlag step 1 month
1 year
6 months
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r k
CSan Fernando Stationlag step 10 months
0.0
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frequency
S (f
)DSan Fernando Station
lag step 10 months5 years
2.5 years
-1.0
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0 20 40 60 80 100
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k (months)
r k
ESan Fernando Station
lag step 10 months, tendency 1ºC
0.0
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0.40
0.42
0.44
0.46
0.48
frequency
S (f
)
F
San Fernando Stationlag step 10 months, tendency 1ºC
5 years
2.5 years
Fig. 4. Results of short term (A,B) and long-term (C,D) correlation and spectral analysis of monthly temperature data from the San Fernando
station. Correlation (E) and spectral analysis (F) following the addition of a long-term trend of 1 8C in the temperature time series data of San
Fernando.
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–3932
-0.4-0.3-0.2-0.10.00.10.20.30.40.50.60.70.80.91.0
0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100
105
110
115
120
125
k (months)
r k
AEl Tempul springlag step 1 month
0.0
5.0
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40.0
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0.50
frequency
S (
f)
BEl Tempul springlag step 1 month
4years
1 year
2years
1.4years
-0.4-0.3-0.2-0.10.00.10.20.30.40.50.60.70.80.91.0
0 20 40 60 80 100
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220
240
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280
300
320
340
360
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400
420
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500
k (months)
r k
CEl Tempul springlag step 10 months
0.01.02.03.04.05.06.07.08.09.0
10.011.012.013.014.0
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0.50
frequency
frequencyfrequency
S (f
)DEl Tempul spring
lag step 10 months
5 years
0.0
5.0
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S(f
)
EEl Tempul springlag step 1 month
1 year
0.01.02.03.04.05.06.07.08.09.0
10.011.012.013.014.0
0.00
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0.38
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0.48
0.50
S(f
)
FEl Tempul springlag step 10 months
5 years
Fig. 5. Results of short term (A,B) and long-term (C,D) correlation and spectral analysis for the monthly outflow series from El Tempul spring.
Cross-spectral analysis of short-term (E) and long-term (F) time series of the outflow at El Tempul spring and rainfall in Gibraltar station.
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–39 33
spectrum (white shade) than for San Fernando (grey
and white shades). At large scales, the Gibraltar
wavelet spectrum reveals two processes that are more
or less localised in time. Areas of white and grey
shades indicate a 2–3 year periodic component during
the whole studied period, less visible in the San
Fernando wavelet spectrum (only grey coulour
appears for this periodicity in Fig. 6B). This first
Fig. 6. Continuous wavelet spectra of monthly precipitation data
from the Gibraltar (A) and San Fernando stations (B) and global
continuous wavelet spectra of monthly precipitation data for both
stations (C). The lighter the grey scales, the higher the value of the
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–3934
component is a multiannual component and it
becomes a 4–6 year periodicity during the last six
decades: since 1950 appears white shades in Fig. 6A
(Gibraltar) and grey shades in Fig. 6B (San Fernando).
Therefore, as for the annual process, this second
component shows a higher intensity for the Gibraltar
wavelet spectrum. This second component (4–6 years)
does not have the same intensity as the first one but
reflects a periodicity occurrence in the rainfall large
scale distribution.
The Fig. 6A and B also include the cone of
influence which represent the periods with uninter-
pretable results due to edge effects of wavelet
processing, and consequently they should be ignored
in all analysis. These periods are at the beginning and
end of the time-series and for periods greater than
about 8-10 years. So the apparent periodicity of 8–10
years in Fig. 6A and B is not real.
The information provided by the wavelet spectrum
can be time-averaged to obtain a global wavelet
spectrum without temporal variations (Fig. 6C). The
annual process is again marked, whereas the
interannual components 2–3 and 4–6 years appear to
be much attenuated but visible, which corroborates
these periodicities according to the wavelet spectra
and correlation and spectral analysis.
4.2. Continuous Morlet wavelet analysis of
temperature time series
The Morlet wavelet spectrum for temperature data
at San Fernando station is displayed in Fig. 7A.
Regarding small scales (scales of less than 1 year),
high frequency structures (6–9 months) are visible in
several parts of the record. Nevertheless, the annual
component is the one that appears with major intensity
during overall analyzed period (grey and white
shades).
On longer timescales, during the last two decades,
a weak 2–3 year component is visible; moreover, in
the last decade also there is a 4–6 years component
with a similar intensity. Both components had been
already made evident from the correlation and
spectral analysis, as with the rainfall data.
wavelet coefficient. Cross-hatched areas on either end indicate the
‘cone of influence’, where edge effects become important and the
results should be ignored.
3
Fig. 7. Continuous wavelet spectra of monthly temperature data from the San Fernando station (A) and global continuous wavelet spectrum (B).
The lighter the grey scales, the higher the value of the wavelet coefficient. Cross-hatched areas on either end indicate the ‘cone of influence’,
where edge effects become important and the results should be ignored.
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–39 35
Nevertheless this last methodology cannot determine
when within the series exists a certain frequency
component.
The global wavelet spectrum for the whole period
(Fig. 7B) clearly shows the annual component already
mentioned, and this component concentrates practi-
cally all value of the total energy of the signal. Hence
it is not possible to see other component of the signal.
Nevertheless, a detailed analysis of this spectrum
allows us to observe peaks of 2–3 and 4–6 years.
4.3. Continuous Morlet wavelet analysis of the outflow
data from the El Tempul spring and cross-wavelet
analysis of the Gibraltar precipitation—El Tempul
outflow
The Morlet wavelet spectrum of El Tempul
outflow (Fig. 8A) shows that high frequency or short
scale patterns are less visible than in the precipitation
spectra (Gibraltar and San Fernando). At this scale of
analysis (monthly data) it is only possible to
distinguish the classical 1-year process (annual
recharge). Nevertheless, these processes are not
highly variable and are present during the overall
interval of observation as opposed to the precipitation
wavelet spectra (Fig. 6A and B). This indicates the
strong inertia of the aquifer in filtering the rainfall
input signal. The global wavelet spectrum (Fig. 8B)
shows not only the annual component, but this
spectrum makes it possible to see other interannual
components with the following periodicities (in
years): 2–3, 4–6 and 8–10. This last component is
not detected in the correlatory and spectral analysis,
and it is in the cone of influence, which represent the
periods with uninterpretable results.
The precipitation rates and outflow are first studied
separately in order to highlight their time-scale
characteristics via univariate wavelet transform.
Cross-wavelet transforms are then constructed in
order to analyse the variability of the precipitatio-
n/outflow relationship at the monthly sampling rate.
The Morlet wavelet cross-spectrum of the monthly
data is displayed in Fig. 8C, which shows again the
event of annual periodicity. Moreover, at large scale
there are two components (2–3 and 4–6 years), the
latter being stronger. This amplification of the signal
at large scales must be related to the importance of the
internal groundwater reserves, which clearly depends
on the long-term behaviour of precipitation rates
(Labat et al., 1999b).
The global Morlet wavelet cross-spectra (Fig. 8D)
again shows the importance of the annual component.
This component practically concentrates all value of
the total energy of the signal; therefore the interannual
components (2–3 and 4–6 years) are scarcely visible
inside the signal.
Fig. 8. Continuous wavelet spectra for the monthly outflow series from the El Tempul spring (A) and global continuous wavelet spectrum (B).
Continuous cross-wavelet spectra of monthly precipitation at Gibraltar station and outflows of El Tempul (C) and global continuous cross-
wavelet spectrum (D). The lighter the grey scales, the higher the value of the wavelet coefficient. Cross-hatched areas on either end indicate the
‘cone of influence’, where edge effects become important and the results should be ignored.
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–3936
5. Discussion
The results of correlation and spectral analysis and
wavelet continuous analysis applied to long time
series of rainfall data recorded in Gibraltar and San
Fernando stations (South of the Iberian peninsula)
demonstrate that, a short-term, the annual and a lesser
periodicity of 6-month exist. Furthermore, long-term
analysis reveals a rainfall periodicity of 5 (and 2.5)
years. These periodicities have never been detected in
previous work on rainfall data series from the
southern Iberian peninsula (Romero and Sainz,
1984; Moreno and Martın, 1986; Benavente et al.,
1986). However, Rodrigo et al (2000) detected a 2.1-
year periodic component in rainfall data series, which
could be coherent with the 2.3-year dominant
oscillation of the NAO index (Qian et al, 2000).
Analysis of rainfall time series with a recording
period similar to those used in this study, mainly
obtained at stations located in the Midlands of
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–39 37
England and in Wales (Burroughs, 1992), also reveals
a periodicity of 5 years in the distribution of
precipitation. This fact might be due to a climate
presenting more extreme characteristics approxi-
mately every 5 years (Burroughs, 1992), which is
coherent with the alternation of dry and wet periods of
the ‘Joseph effect’ described by Mandelbrot and
Wallis (1968). In addition, Rogers (1984) analysed the
Fourier spectrum of the NAO winter index from 1900
to 1983, using atmospheric pressure data from Iceland
and the Azores islands, and found the peak of 5-year
period. All the aforementioned data probe the
influence of the NAO in the rainfall distribution in
South Iberia.
Moreno and Martın (1986) detected a slight
downward tendency in total annual precipitation
values in the south of the Iberian Peninsula, but also
remarked that these findings were not statistically
significant. Benavente et al. (1986) studied rainfall
records from the city of Granada and they concluded
that the quantity of precipitation is virtually unchan-
ging, although they detect also a general trend towards
more extreme variations of climate. In these last
works the length of time series data are shorter than
the used in the present study. However, taking into
account the data used in the present study and the
methodologies applied, no long term trends in the
precipitation pattern in the south of the Iberian
peninsula were detected. If a trend had existed
involving a rainfall variation, for example R50 mm,
it would have been detected by the correlation and
spectral analysis.
The analysis of the monthly outflow data series
from the El Tempul spring identified two period-
icities, of 1 and 5 years, which seem to be of climatic
origin. On the other hand, the long-term trends
deduced from the outflow data by the present
methodology cannot be attributed to an increase in
the use of the groundwater, because the aquifer was
not exploited by pumping during the study period. In
addition, there is no detection of the type of recharge
(i.e. diminution of stormy recharge periods). There-
fore, the trend detected in the outflow from the El
Tempul spring is not of climatic origin, but it is
related, with a high modulation capacity, to the long-
term distribution of the precipitation.
The continuous wavelet-transform method allowed
us to corroborate the precipitation and outflow annual
components during the whole analyzed period. So, as
well as annual components there are 2–3 and 4–6 year
components, which show a shift from a dominant 2–3
year period in the first part of the record to a 4–6 year
period in the later part of the record. These
components are more visible for Gibraltar rainfall
than for San Fernando, probably because of the
Gibraltar data series is larger and with higher
variability (Table 1). The transition between the
interannual components has already been make
evident by others authors in precipitation records in
Southern France (Labat et al., 2000), and interannual
variations in global mean sea level (Chambers et al.,
2002). The multiannual scale components are linked
to the alternation of dry and wet periods inherent to
the NAO (Rodrigo et al., 2000).
Regarding temperature distribution, the annual
periodicity indicative of temperature differences
between summer and winter periods has also been
constant for over a century. Moreover, we detected a
6-monthly periodicity that is indicative of the similar
values of temperature during spring and autumn times
in the south of the Iberian Peninsula. Long-term
correlation and spectral analysis corroborated the
periodicity of approximately 5 (and 2.5) years found
for the precipitation series. The approximately 5-year
periodicity of temperature distribution has also been
detected in other parts of the world, such as Great
Britain, Canada and the USA (Burroughs, 1992),
where the temperature recording periods used were
very similar to those available for the present study.
The continuous wavelet transform method allows us
to deduce new interannual information, so during the
last two decades of the record periodicities of 2–3 and
4–6 years have also been detected in temperature,
according to the periodicities deduced from corre-
lation and spectral analysis. Nevertheless, no long-
term trends were detected for the temperature data
time series, if a temperature increase of 1 8C or more
had existed, it would have been detected by the
correlation and spectral analysis.
In summary, in spite of the relative brevity of the
time series of rainfall, temperature and outflow data,
all the periodicities detected in this work can be
compared with the climate variability at decadal to
annual scale detected in several proxy data from
geological records (Alverson and Oldfield, 2000;
Cane et al., 2000; Frisia et al., 2003).
B. Andreo et al. / Journal of Hydrology 324 (2006) 24–3938
6. Conclusions
From the results of the correlation and spectral
analysis and wavelet continuous analysis applied to
various long time series of climatic and hydrological
data recorded in the south of the Iberian Peninsula, the
following conclusions are drawn: the annual periodicity
of the distribution of precipitation has been constant
over more than 150 years, although lesser (6-monthly
periods) and weaker periodicities have also been
observed. Furthermore, long-term analysis reveals a
rainfall periodicity of 5 (and 2.5) years, which has also
been recorded in other areas of Europe due to the
influence of the NAO. However, no long term trend in
the rainfall and temperature distributions has been
detected, perhaps because monthly data of rainfall,
temperature and flowrate are not the best variables to
observe climate change or because the climate change
really started a few years ago and the time series do not
yet contain these tendencies or perhaps both.
The two methodologies used in this work, correlation
and spectral analysis (with different lags) and continu-
ous wavelet transform methods, obtain similar results
when they are applied to three type of data (rainfall,
temperature and flow rate). This means that both
methods are useful and complementary to study climatic
changes: the correlation and spectral analysis is a
powerful tool to detect average periodicities in long
term series of climatic and hydrological data, while the
wavelet transforms show the distribution of periodic
variabilities with time. Therefore climatic and hydro-
logical variations deduced are congruent and they can be
compared with the geological record.
Acknowledgements
This study is a contribution to the projects IGCP-
513 of the UNESCO, PB98-1397 and REN 2002-
01797/HID of the DGI and to the Research Group
RNM 308 of the Junta de Andalucıa. We thank the
Real Observatorio de San Fernando (Cadiz) for
providing rainfall and temperature data from the San
Fernando meteorological station, the Confederacion
Hidrografica del Sur de Espana and the Gibraltar
Meteorological Office for rainfall data from the
Gibraltar station and the Aguas de Jerez (AJEMSA)
company for outflow data from the El Tempul spring.
We are very grateful to Prof. Ian Fairchild (University
of Birmingham) for his suggestions and English
corrections on this manuscript, and to the anonymous
referees for their contructive criticisms.
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