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Recent advances in wavelet analyses: Part 2—Amazon, Parana, Orinoco and Congo discharges time scale variability David Labat a, * , Josyane Ronchail b , Jean Loup Guyot b,c a Equipe ‘Eaux-Sol-Erosion’, Laboratoire des Me ´canismes et Transferts en Ge ´ologie (LMTG), UMR 5563 CNRS/IRD/UPS 31400 Toulouse, France b Institut de Recherche pour le De ´veloppement (IRD)-Hydrologie et Ge ´odynamique du Bassin Amazonien (HYBAM)/LMTG-UR154/LODYC-IPSL, Case 100, 4 place Jussieu, 75252 Paris Cedex 05, France c IRD-Laboratoire des Me ´canismes et Transferts en Ge ´ologie (LMTG), UMR 5563 CNRS/IRD/UPS 31400 Toulouse, France Received 28 May 2003; revised 15 March 2005; accepted 1 April 2005 Abstract This paper is devoted to illustrating new wavelet analysis methods in the field of hydrology. New wavelet indicators are applied to long-term hydrological and climatologic proxies. They are first applied to four Atlantic large river monthly discharges (Amazon, Parana, Orinoco and Congo) and then applied to two well-known long-term climatologic indexes: the Southern Oscillation and the North Atlantic Oscillation. This approach makes it possible to suggest physical explanations for time–scale dependant relationships. Six-month variability is present in all the rivers except in the Parana. In the Congo River this signal is near stationary with strong entropy. The strength of this scale coincides with higher discharge variability before 1920 and over the Orinoco basin with higher discharge values between 1940 and 1955. An annual cycle is present in all the rivers but is much stronger, along with the entropy, in the rivers with a large tropical basin, as in the Amazon and the Orinoco. This annual signal is not permanent in the Congo and much more intermittent in the Parana where the annual recharge appears as very irregular. A quasi biennial variability is apparent in all the equator ward rivers and a nearly permanent 2-year coherence is found between SOI and the Amazon discharge. A 3–6- year oscillation typical of ENSO variability is observed in all the rivers. It is intermittent, observed before 1930 in all the rivers and after 1980 mostly in the Amazon River. These peaks of activity correspond to periods of major SOI variability. An 8-year variability is particularly strong in the Parana River before 1940 and around 1970 and to a lesser extent in the Orinoco River during the low NAO index period, between 1940 and 1970. The Congo River exhibits that time–scale around 1970. A 13-year variability common to SOI, NAO and the South Atlantic Ocean circulation is observed in the Parana and Congo discharges. In all the rivers the greatest entropy is observed at bi and multi decadal time scales with the greatest coherence with both NAO and SOI. A near 20-year time–scale is observed in most of the series around 1970, although it is strongest in Amazon and Parana discharges. Finally, a 30-year time–scale is observed between 1940 and 1970. It is to be noted that most of the time–scale dominant activities, in all the rivers, may have been influenced by the interdecadal shifts that took place around 1940 and 1970 in the Pacific and in the Atlantic. Journal of Hydrology 314 (2005) 289–311 www.elsevier.com/locate/jhydrol 0022-1694/$ - see front matter q 2005 Elsevier B.V. All rights reserved. doi:10.1016/j.jhydrol.2005.04.004 * Corresponding author. Tel.: C33 5 61 55 86 85; fax: C33 5 61 55 81 38. E-mail addresses: [email protected] (D. Labat), [email protected] (D. Labat).

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Page 1: Recent advances in wavelet analyses: Part 2—Amazon, …users.clas.ufl.edu/prwaylen/Mweru/Wavelet analysis of Congo River... · Recent advances in wavelet analyses: Part 2—Amazon,

Recent advances in wavelet analyses: Part 2—Amazon,

Parana, Orinoco and Congo discharges time scale variability

David Labata,*, Josyane Ronchailb, Jean Loup Guyotb,c

aEquipe ‘Eaux-Sol-Erosion’, Laboratoire des Mecanismes et Transferts en Geologie (LMTG),

UMR 5563 CNRS/IRD/UPS 31400 Toulouse, FrancebInstitut de Recherche pour le Developpement (IRD)-Hydrologie et Geodynamique du Bassin Amazonien

(HYBAM)/LMTG-UR154/LODYC-IPSL, Case 100, 4 place Jussieu, 75252 Paris Cedex 05, FrancecIRD-Laboratoire des Mecanismes et Transferts en Geologie (LMTG), UMR 5563 CNRS/IRD/UPS 31400 Toulouse, France

Received 28 May 2003; revised 15 March 2005; accepted 1 April 2005

Abstract

This paper is devoted to illustrating new wavelet analysis methods in the field of hydrology. New wavelet indicators are

applied to long-term hydrological and climatologic proxies. They are first applied to four Atlantic large river monthly

discharges (Amazon, Parana, Orinoco and Congo) and then applied to two well-known long-term climatologic indexes: the

Southern Oscillation and the North Atlantic Oscillation. This approach makes it possible to suggest physical explanations for

time–scale dependant relationships.

Six-month variability is present in all the rivers except in the Parana. In the Congo River this signal is near stationary with strong

entropy. The strength of this scale coincides with higher discharge variability before 1920 and over the Orinoco basin with higher

discharge values between 1940 and 1955. An annual cycle is present in all the rivers but is much stronger, along with the entropy,

in the rivers with a large tropical basin, as in the Amazon and the Orinoco. This annual signal is not permanent in the Congo and

much more intermittent in the Parana where the annual recharge appears as very irregular. A quasi biennial variability is apparent

in all the equator ward rivers and a nearly permanent 2-year coherence is found between SOI and the Amazon discharge. A 3–6-

year oscillation typical of ENSO variability is observed in all the rivers. It is intermittent, observed before 1930 in all the rivers and

after 1980 mostly in the Amazon River. These peaks of activity correspond to periods of major SOI variability.

An 8-year variability is particularly strong in the Parana River before 1940 and around 1970 and to a lesser extent in

the Orinoco River during the low NAO index period, between 1940 and 1970. The Congo River exhibits that time–scale

around 1970. A 13-year variability common to SOI, NAO and the South Atlantic Ocean circulation is observed in the

Parana and Congo discharges.

In all the rivers the greatest entropy is observed at bi and multi decadal time scales with the greatest coherence with both

NAO and SOI. A near 20-year time–scale is observed in most of the series around 1970, although it is strongest in Amazon and

Parana discharges. Finally, a 30-year time–scale is observed between 1940 and 1970.

It is to be noted that most of the time–scale dominant activities, in all the rivers, may have been influenced by the interdecadal

shifts that took place around 1940 and 1970 in the Pacific and in the Atlantic.

Journal of Hydrology 314 (2005) 289–311

www.elsevier.com/locate/jhydrol

0022-1694/$ - see front matter q 2005 Elsevier B.V. All rights reserved.

doi:10.1016/j.jhydrol.2005.04.004

* Corresponding author. Tel.: C33 5 61 55 86 85; fax: C33 5 61 55 81 38.

E-mail addresses: [email protected] (D. Labat), [email protected] (D. Labat).

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D. Labat et al. / Journal of Hydrology 314 (2005) 289–311290

Therefore, in this contribution, the application of new wavelet indicators (combined continuous and multi-resolution

analysis, wavelet entropy, wavelet coherence, wavelet cross-correlation) leads to several improvements in the analysis of these

global hydrological signal fluctuations and of their mutual time varying relationships. It is demonstrated that wavelets should be

used more systematically in preference to the classical Fourier analysis, notably in hydrology.

q 2005 Elsevier B.V. All rights reserved.

Keywords: Wavelet analyses; Time–scale relationship; Global hydrology; Amazon; Orinoco; Parana; Congo; ENSO; NAO

1. Aim and objectives

This section demonstrates practical applications of

concepts exposed later in theory by examining

Atlantic Ocean monthly discharges of four large

rivers: the Amazon, Parana, Orinoco and Congo. The

wavelet tools and indicators exposed in the compa-

nion paper help define the main natural oscillations of

Amazon, Parana, Orinoco and Congo monthly

discharges and also highlight the high degree of

intermittence of these fluctuations.

2. Rainfall variability over the four basins

Inter-annual rainfall variability in the studied

basins has been related to ENSO, the tropical Atlantic

and to both oceans. Aceituno (1988), Ropelewski and

Halpert (1987), Rogers (1989), and Kiladis and Diaz

(1989) described the main ENSO-rainfall relation-

ships in South America and/or in Africa.

Concerning South American rainfall variability,

relationships to the conditions over the Pacific and/or

the Atlantic oceans have been shown for the Amazon

basin (Rao and Hada, 1987; Marengo and Nobre,

2001; Marengo, 1992; Moron et al., 1995; Nobre and

Shukla, 1996; Enfield and Meyer, 1997; Liebmann

and Marengo, 2001; Ronchail et al., 2002), for the

Orinoco basin (Moron et al., 1995; Enfield and Alfaro,

1999; Giannini et al. 2000), and for the Parana basin

(Pisciottano et al., 1994; Grimm et al., 1998, 2000;

Diaz et al., 1998; Barros et al., 2000; Montecinos et

al., 2000; Doyle and Barros 2002).

Concerning the Congo basin, relationships

between Sea Surface Temperature (SST) or atmos-

pheric conditions over the Pacific and Atlantic oceans

and rainfall over central eastern Africa have been

shown by Hirst and Hastenrath (1983), Nicholson

and Entekhabi (1987), Moron et al. (1995), and

Camberlin et al. (2001). This rainfall variability

exhibits persistent decadal or near decadal oscillations

(Hastenrath, 1978; Servain, 1991; Mehta and

Delworth, 1995; Mehta, 1998; Lucero and Rodriquez,

1999, 2001; Zhou and Lau, 2001) coupled with

bidecadal (Lucero and Rodriquez, 1999, 2001) and

multi-decadal 27–28-year oscillations (Krepper and

Sequeira, 1998; Boulanger et al., 2002; Lucero

and Rodriquez, 1999)

3. Discharge variability at the outlet

of the four basins

Previous studies already emphasize the occurence

of nautral oscillations in Amazon, Parana, Orinoco

and Congo discharges.

3.1. Amazon discharge variability

Richey et al. (1989), Marengo (1992, 1995) and

Marengo et al. (1998) suggested an association

between ENSO and the Amazon water level in

Manaus, with low discharge during El Nino.

Amaraseka et al. (1997) found that ENSO explains

10% of the Amazon discharge variability. Molion and

de Moraes (1987) and Guyot et al. (1998) found that

the association between ENSO and discharges is

significant in the north-eastern part of the basin. More

recently, Uvo et al. (2000), Labat et al. (2004) and

Ronchail et al. (submitted) demonstrated the import-

ance of Atlantic ocean SSTA in explaining the

Amazon discharge. High discharges for the Amazon

in Obidos are associated with a cooler than normal

northern Atlantic, especially since 1970.

3.2. Parana discharge variability

Inter-annual ENSO peaks are reported for Parana

and for its affluents, the Uruguay and Negro rivers,

which exhibit a 3.3-year inter-annual variability

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D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 291

(Berri et al., 2002; Depetris et al., 1996; Mechoso and

Perez Iribarren 1992; Robertson and Mechoso, 1998).

Amaraseka et al. (1997) found that ENSO explains

20% of the Parana discharge variability and Camilloni

and Barros (2000) showed the complementary role of

the South Atlantic ocean in explaining discharge

variability. El Nino is associated with enhanced

stream-flow in these rivers while there is a below

average discharge during la Nina. Long-term varia-

bility of the Parana River was examined by Garcia and

Vargas (1998) who found a positive trend in the runoff

since 1970. A 15-year component is highlighted in the

Parana and Paraguay River discharges by Robertson

and Mechoso (1998) with high river runoff related to

anomalously cool SSTs over the tropical North

Atlantic. Vargas et al. (2002) described an inter-

decadal 22–26-year variability which may be related

to the ENSO cycle modulation. Robertson et al.

(2001) examined a more complex combination of 2.5,

8 and 17-year processes in the Parana River and

Krepper et al. (2003) noted a combination of 3, 6 and

30-year variability in the Uruguay basin.

3.3. Orinoco discharge variability

Hastenrath (1990) found no relationship between

the Orinoco discharge in Puente Angostura and

Atlantic or Pacific indicators, although they are

observed in the nearby small coastal Essequibo basin.

3.4. Congo discharge variability

Todd and Washington (2003) found a negative

association between the AMJ discharge peak in the

Congo River and the NAO, that has grown stronger

over the past decades, indicative of some climatic shift

around 1950 and coinciding with the emergence of a

6–8-year periodicity in the discharge. Jury (2003), via a

wavelet analysis of the main African rivers discharge,

highlighted inter-annual 6.6 and 15.3-year fluctuations

but also noted the absence of quasi-biennial oscillation.

4. Four river discharge variability

Most of the discharge data are available from the

Global Runoff Data Centre and Unesco River

Discharge Database. Amazon discharges are provided

by the HYBAM (Hydrology and Geodynamics of the

Amazonian basin) program Database. The HYBAM

program is a shared partnership between the ANA

(National Agency for Water) and the UNB (Univer-

sity of Brasilia) in Brazil and the IRD (Research

Institute for the Development) in France.

5. Discharge data

The Amazon watershed at the station of Obidos

(latitude: 1.568S, longitude: 55.508W) covers a

4,677,000 km2 area for a mean discharge of

163,000 m3 sK1. Monthly discharges were estimated

using the water level in Manaus from 1902 to 1997

(Callede et al., 2002) and there is no real observation of

the Amazon river at Obidos since 1902. The Parana

watershed at the station of Corrientes (latitude:

27.468S, longitude: 58.858W) covers a 1,950,000 km2

area for a mean discharge of 16,350 m3 sK1. Water

levels were measured from 1904 to 1983. The Orinoco

watershed at the station of Puente Angostura (latitude:

8.148N, longitude: 63.68W) covers an 836,000 km2

area for a mean discharge of 31,000 m3 sK1. Discharge

data are available from 1923 to 1989. Finally, the

Congo watershed at the station of Kinshasa (latitude:

4.38S-longitude: 15.38E) covers a 3,475,000 km2 area

for a mean discharge of 40,250 m3 sK1. Discharge data

are available from 1903 to 1983.

6. Classic spectral and wavelet analysis

6.1. Discharge spectral analysis

Fig. 1 depicts the temporal evolution of monthly

discharges of the four large rivers over the 1900–2000

period. On one hand, Amazon and Orinoco runoffs are

both characterised by a strong annual cycle, the

consequence of most of their basins being located in

the tropics (Molinier et al., 1996), superimposed with

a visible inter-annual variability. On the other hand,

Parana and Congo runoffs are both characterised by

a less persistent annual cycle, associated with the

dominant subtropical climate in the La Plata region

and a bimodal regime in the Gulf of Guinea,

superimposed on a stronger multi-annual process.

Congo runoffs are also affected by a sudden increase

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Fig. 1. Monthly discharges (in m3/s) estimated for Amazon at the station of Manaus (latitude: 1.568S, longitude: 55.508W) (a), estimated for

Parana at the station of Corrientes (latitude: 27.468S, longitude: 58.858W) (b), estimated for Orinoco at the station of Puente Angostura (latitude:

8.148N, longitude: 63.68W) (c) and estimated for Congo at the station of Kinchasa (latitude: 4.38S, longitude: 15.38E) (d) rivers.

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311292

over the 1960–1970 period (Laraque et al., 2001) and

Amazon discharges exhibit an increase since 1970

(Callede et al. 2004).

A Fourier spectral analysis was performed on these

time series in order to extract the main periodicities.

Power spectral densities of the monthly discharges of

the four rivers are displayed in Fig. 2.

Considering annual and infra annual scales,

Amazon, Orinoco and Congo discharge power spectra

show 6-month and annual components. The Parana

discharge spectrum does not highlight 6-month

components but the annual recharge cycle remains

highly energetic.

On multi-annual scales, Amazon discharges are

characterised by inter-annual 3-year processes. The

Parana discharge spectrum also highlights 3- and 10-

year oscillations. Orinoco discharges are character-

ised by quasi biennial oscillations and a 8-year

component. Finally, Congo discharges also display

quasi biennial oscillations and a 4-year periodicity.

At this point, it is interesting to recall the two main

limitations of the Fourier analysis of the four large

river discharges.

From a theoretical point of view, because of its

stationary assumption, the Fourier analysis implies

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Fig. 2. Power spectral density of the four rivers monthly discharges highlighting a power law behaviour for small scales processes superimposed

to a 6-month and annual processes (a—Amazon; b—Parana; c—Orinoco; d—Congo).

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 293

that the highlighted processes occur over the whole

time interval of the observations.

From a practical point of view, Fourier analysis

generally does not provide rapid and efficient

estimators of large scale process occurrences.

Thermodynamic and energetic wavelet indicators,

described in the companion paper, are now introduced

in order to overcome these methodological difficulties.

6.2. Morlet wavelet analysis

The Morlet wavelet analysis of the four hydro-

logical time series makes it possible to distinguish

temporal oscillations. The global wavelet spectra,

defined as the temporally averaged wavelet spectrum

depicted in Fig. 3, help identify the main fluctuations

of the four discharge series. This preliminary analysis

makes it possible to distinguish three scale-domains

of variability:

the infra-annual variability corresponding to the

succession of several dry and wet seasons (only

clearly visible here on Congo discharges),

the annual variability corresponding to the

intensity of the annual recharge, constituting

the preponderant process in Orinoco discharges,

the multi-annual and multi-decadal variability

directly related to external climatic drivers.

Multi-annual and multi-decadal fluctuations

appear as highly variable from one river to

another. Amazon discharge time series highlight

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Fig. 3. Classical global Morlet wavelet spectrum of the four hydrological series obtained by time-averaging of the wavelet spectrum (Torrence

and Compo, 1998). Characteristic scales corresponding to global wavelet spectrum maxima are mentioned on the figure. (a—Amazon; b—

Parana; c—Orinoco; d—Congo).

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311294

2.4, 6.2, 10.4, 19 and 28-year fluctuations,

Parana discharges are characterised by 3.6, 8.6,

18, 27 and 55-year components. Orinoco dis-

charge global wavelet spectrum only highlights

an annual process whereas Congo discharge

global wavelet spectrum shows 7.5, 13.5, and

35-year components.

It can be noted that wavelet analysis fails to

distinguish the ensemble of the relevant scales when

the signal is mainly composed of a unique highly

energetic process such as an annual recharge. In such

cases, wavelet analysis does not accurately investigate

the temporal variation of each fluctuation. As shown

previously, hydrological signals are often character-

ised by a large number of concomitant processes

which occur at different levels. An original and novel

method based on a combination of the Continuous

Wavet Analysis and the Multiresolution wavelet

analysis addresses this problem.

7. Combined multiresolution and wavelet analysis

A step-by-step illustration of the method is

presented for Amazon monthly discharge time series.

The wavelet analysis already shows four relevant

scale-intervals: 6-month fluctuations, annual

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D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 295

recharges, multi-annual 2–7-year fluctuations and

decadal and multidecadal fluctuations.

This four scale decomposition is achieved using

the multiresolution analysis described in the compa-

nion paper. The multiresolution decomposition of the

Amazon discharge in the four scale-dependant

dynamics is depicted in Fig. 4. A simple qualitative

visual inspection of the decomposition already high-

lights a temporal variability of the four scale multi-

resolution components.

The 6-month component is characterised by high

fluctuation intervals, as in 1950–1970, contrasting

with lower fluctuation intervals, as in 1970–1975. The

annual process corresponding to the temporal vari-

ation of the annual water budget also highlights a

temporal modulation with a minimum being found

around 1925. Finally, the 3–7-year fluctuations are

mainly characterised by two maxima, located around

1918 and 1982. The largest scale component high-

lights a low intensity period from 1930 to 1970

surrounded by two high fluctuation intervals with two

maxima around 1922 and 1975. This procedure is also

applied to Parana, Orinoco and Congo rivers dis-

charges. Results are not shown here for lack of space

but are available from the authors upon request.

At the end of this process, it can be noted that the

four scale dynamics also show a high temporal

variability which is quantifiable by using Continuous

Wavelet Analysis. Continuous wavelet spectra of the

four scale components are then calculated and the

resultant wavelet spectrum provides an improved

insight into the temporal-scale variability of the four

river monthly discharge series. The wavelet spectrum

of the four river monthly discharge time series is

depicted in Fig. 5. The major and decisive contri-

bution of the combined wavelet analysis consists of an

investigation of the intermittency of each time—scale

process, including 6-month and annual fluctuations.

As for analyses performed on smaller scales, the

degree of intermittency is highly variable from one

river to another.

The 6-month process appears as stationary for the

Congo discharges, characterised by an equatorial

regime, whereas it appears as highly intermittent for

the three other time series. The Amazon discharge

6-month component is only visible on two intervals:

1903–1920 and 1950–1965. The same conclusion

arises for Orinoco discharge 6-month fluctuations

over the 1940–1965 interval. Finally, Parana dis-

charges reveal 6-month fluctuations temporally loca-

lized and rather scarce.

The annual fluctuation temporal behaviour also

varies among the four rivers. On one hand,

Amazon and Orinoco are characterised by a quasi

non-intermittent 1-year process of comparable

intensity across the whole interval of observation

corresponding to the tropical hydrological regime in

their watersheds. On the other hand, Parana and

Congo discharges highlight an intermittent annual

process. For example, Congo discharge wavelet

spectrum highlights a long period of intense

activity over the 1960–1975 interval that coincides

with a sudden increase in discharge during this

period.

The combined wavelet analysis also appears as a

relevant method to provide insightful investigations

into long-term temporal variations. It makes it

possible to specify temporal fluctuations of large-

scale fluctuations, especially for Orinoco and Congo

discharges.

Amazon discharge inter-annual fluctuations are

characterised by quasi biennial oscillations conju-

gated with a 6–10-year process around 1920. The 2–4-

year process also appears as concomitant with a

20–30-year oscillation localised over the 1960–1980

interval.

Parana monthly discharge wavelet spectrum also

highlights large-scale processes. These fluctuations

appear as less intermittent and correspond to 2–4-year

oscillations over the 1905–1925 interval and to a 4–8-

year periods around 1940. Parana discharges are

characterised by 8–16 years fluctuations over the

1905–1925 interval and an 8-year fluctuation super-

imposed upon a 16–30-year oscillation over the 1950–

1980 interval.

Concerning Orinoco discharges, large-scale pro-

cesses remain highly intermittent and are mainly

characterised by an 8-year oscillation over the 1940–

1965 interval and a 30-year oscillation over the 1940–

1980 interval.

Finally, Congo discharges highlight 2–4-year

oscillations over the 1900–1920 interval, a major 8-

year oscillation over the 1960–1980 interval, and a

16-year oscillation over the same interval and a

similar 30-year oscillation over the second half of the

late century.

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Fig. 4. Multiresolution analysis of Amazon monthly discharges. From top to bottom, one represents infra annual, annual, 3–5-year

multiresolution details, the last series corresponding to the 5-years approximation.

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311296

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Fig. 5. Combined multiresolution-and continuous wavelet analysis of the four monthly discharge series: the resulting two-dimensional wavelet

spectrum are allows a significant improvement on the determination of the temporal variations of the characteristic scales of the river discharges.

The X-axis corresponds to the physical time and Y-axis corresponds to scales in years (a—Amazon; b—Parana; c—Orinoco; d—Congo).

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 297

To synthesise the information obtained below and

to quantify the main scales of the underlying

processes, the wavelet spectrum can also be averaged

in time, but at the cost of a loss of information

(Torrence and Compo, 1998). This time averaging

process allows for the determination of the variance

signal distribution between the different scales and

leads to the global wavelet spectrum.

The global wavelet power spectra of the four large

river discharge time series are depicted in Fig. 6. The

6-months and 1-year components are clearly visible

using this averaging technique. However, their

intensity is of the same magnitude as that of large-

scale processes. The decisive advantage of these

estimators consists of its efficient estimation of the

characteristic scales of the long-term processes.

On inter-annual scales, Amazon, Orinoco and

Congo discharges are characterised by 2–2.4-year

fluctuations. The four river discharge time series show

3.6–6.2-year fluctuations. Parana, Orinoco and Congo

discharges also show 7.5–8.6-year oscillations.

Amazon discharges highlight a quasi-decadal fluctu-

ation. A 13-year oscillation is highlighted in both

Parana and Congo discharges. On a multidecadal

scale, a common 17–30-year oscillation is shown with

two 18- and 27–35-year major oscillations.

8. Wavelet entropy

Once these classical wavelet analyses are per-

formed, the continuous wavelet entropy (CWE)

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Fig. 6. Combined multiresolution and continuous wavelet analysis of the four monthly discharge series: Global wavelet spectrum obtained by

time-averaging of the wavelet spectrum depicted in Fig. 5. Characteristic scales corresponding to global wavelet spectrum maxima are

mentioned on the figure. (a—Amazon; b—Parana; c—Orinoco; d—Congo). Also note a significant improvement on the determination of the

characteristic scales of the river discharges.

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311298

defined in the companion paper is calculated. The

CWE does not lead to the identification of new

periodicities, other than those previously highlighted

using the global wavelet spectra above, but it allows

for determining scales that concentrate a maximal

amount of information (Fig. 7). The determination of

these scales can lead to improvements in modelling of

the hydrological behaviour of these four large basins:

Amazon monthly discharges: the annual com-

ponent remains, even from an information theory

point of view, the main component. However, on

inter-annual scales, the CWE highlights a linear

increase from inter-annual to multidecadal

processes.

Parana monthly discharges: 1-, 3.6- and 8.5-year

components are characterised by the same-level

CWE which remains inferior to the CWE of the

20–27-year component.

Orinoco monthly discharges: the annual com-

ponent corresponds to the maximum of CWE.

Inter-annual and multidecadal oscillations high-

lighted using the combined wavelet-multiresolu-

tion method are characterised by a similar CWE.

Congo monthly discharges: both 6-months and

1-year processes are characterised by a high CWE

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Fig. 7. Continuous wavelet entropy of the four discharges time series. One recalls that wavelet entropy is minimum when the signal is

characterised by an ordered activity and wavelet entropy is maximum when the signal consists in a superimposition of a large numbers processes

(a–Amazon; b–Parana; c–Orinoco; d–Congo).

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 299

level. CWE of Congo discharges highlights from

multiannual 7.5–13.5-year processes to multideca-

dal 35-year oscillations.

9. Inspection of NAO and SOI fluctations

A univariate wavelet study of long-term discharge

time series has been presented in Section 8. It puts into

evidence a high temporal variability of the underlying

processes which control the four river runoffs. In this

section, these signals are related to long-term

Southern equatorial Pacific and North Atlantic

oscillations (Walker and Bliss, 1932). These climatic

indices are not the only ones that may be associated

with discharges of the four rivers. The SST in the

tropical Atlantic in particular is known to be in

relationship to hydrology in the studied regions, but

long-term data is unavailable. The two signals, the

Southern Oscillation Index (SOI) and the North

Atlantic Oscillation (NAO), are now to be analysed.

10. Southern oscillation index and North Atlanticoscillation data

The Southern component of ENSO is measured by

the classical Southern Oscillation Index, usually

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D. Labat et al. / Journal of Hydrology 314 (2005) 289–311300

defined as the anomalous sea level pressure in the

Eastern Pacific at Tahiti (17.68S, 149.68W) minus sea

level pressure at Darwin, Australia (12.48S, 130.98E).

The sea level pressure anomalies of Tahiti and Darwin

are normalised by applying the standard deviation of

monthly values of the respective indexes for all

months during the 1951–1980 interval. According to

this definition, when low pressures are located over

Tahiti and high pressures are located over Darwin, the

SOI value is negative, which corresponds to the

phenomenon ‘El Nino’. The SOI is calculated based

on the method given by Ropelewski and Jones (1987).

It uses a second normalisation step, and was the

Climate Analysis Centre’s standard method in 1987.

The reader is also referred to Allan et al. (1991) and

Konnen et al. (1998) for details of early pressure

sources and methods used to compile the series from

1866 onwards (data available on ftp://ftp.cru.uea.ac.

uk/data).

Obviously, the analysis of these signals has already

led to a large number of previous studies. The present

contribution shows that combined wavelet analyses

and wavelet entropy can lead to improved con-

clusions. For example, Torrence and Webster (1999)

already put in evidence interdecadal changes in the

ENSO system using classical wavelet analyses. Visual

(Trenberth and Shea, 1987), spectral (Nuzhidina,

2002) or wavelet (Setoh et al., 1999; Jiang and et al.,

1995; Jury et al., 2002) analyses of ENSO indices

highlight both 2–7- and 10–23-year periods. Short

period oscillations include quasi biennial 1.8-, 2.2-

and 2.7-year oscillations, quasi triennial 3.5-year

oscillations and 6-year solar cycle sub-harmonics.

Moron et al. (1998) shows three distinct 24–30, 45 and

60-month oscillations over the Tropical Eastern

Pacific. Wang and Wang (1996) and Kulkarni

(2000) also proposed classical Morlet wavelet-based

analyses of the SOI index. Ortiz-Tanchez et al. (2002)

proposed a similar Paul wavelet-based analysis study.

The North Atlantic Oscillation consists of a major

disturbance of the atmospheric circulation and climate

of the North Atlantic–European region, linked to a

waxing and waning of the dominant middle-latitude

westerly wind flow during the winter (Hurrell, 1995;

Jones et al., 1997). The NAO is defined as the

normalised pressure difference between the Porta

Delgada station, located on the Azores, and the

Reykjavik station in Iceland (Jones et al., 1997). Data

are available on ftp://ftp.cru.uea.ac.uk/data.

The NAO index exhibits a large interval of

variability ranging from 2.5-, 5–6- to 8-year short-

term fluctuations (Pozo-Vasquez et al., 2000, 2001) to

long-term decadal (Deser and Blackmon, 1993) and

interdecadal variability fluctuations (Hurrell, 1995;

Robertson, 1996). NAO reconstructions based on tree

ring studies exhibit 24-, and 50–70-year long-term

variability (Hurrell and van Loon, 1997; Cook et al.,

1998; Warner et al., 2001; Luterbacher et al., 1999).

Several wavelet based recent studies highlighted the

intermittency of inter-annual and multidecadal oscil-

lations (Higuchi et al., 1999; Torrence and Compo,

1998).

11. Southern oscillation index and North Atlantic

oscillation wavelet analysis

A classical Fourier analysis of South Atlantic

Oscillations mainly highlights an inter-annual 2–7-

year process and an interdecadal 15-year oscillation.

These results are confirmed and further defined by

using the combined wavelet analysis. They show that

the inter-annual 2–7-year component is highly inter-

mittent and is stronger over the 1870–1920 and 1965–

2000 intervals. On a multidecadal scale, a 15-year

oscillation is shown over the 1970–2000 interval and a

50-year pulse is shown over the 1920–2000 interval.

The global wavelet spectrum specifies the main scales

of interest of SOI fluctuations: the inter-annual

fluctuations consist of a 3.6–6-year component and a

multidecadal component including a 14-year com-

ponent and a high-intensity 45-year component.

Finally, wavelet entropy makes it possible to deter-

mine which scales are relevant from an information

theory point of view. It appears that two main scale

intervals of a similar level can be distinguished: a 3.6–

14-year interval and a 45-year oscillation Fig. 8.

A systematic study of the North Atlantic Oscil-

lation over the 1830–2000 interval is proposed in

Fig. 9. A classical Fourier analysis mainly highlights a

flat power spectrum which corresponds to a Gaussian

noise. However, an infra annual 6-month component

and two inter-annual 2.5- and 6–15-year components

can be distinguished. These results are specified

using the combined wavelet analysis. It shows that

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Fig. 8. Southern Oscillation index (SOI) spectral and wavelet analyses: (a) temporal fluctuations of the monthly SOI over the interval, (b) power

spectral density of the monthly SOI, (c) combined multiresolution and continuous wavelet analysis of SOI fluctuations spectrum, (d) combined

multiresolution and continuous wavelet analysis of SOI fluctuations global time-averaged spectrum, (e) continuous wavelet entropy of the SOI

variations.

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 301

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Fig. 9. Northern Atlantic Oscillation index (NAO) spectral and wavelet analyses: (a) temporal fluctuations of the monthly NAO over the

interval, (b) power spectral density of the monthly NAO, (c) combined multiresolution and continuous wavelet analysis of NAO fluctuations

spectrum, (d) combined multiresolution and continuous wavelet analysis of NAO fluctuations global time-averaged spectrum, (e) continuous

wavelet entropy of the NAO variations.

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311302

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D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 303

infra-annual, annual and 2–4-year processes are

highly intermittent over the whole interval.

The global wavelet spectrum specifies the main

scales of interest of the NAO fluctuations: The infra-

annual 6-month component and the annual component

are both confirmed. With quasi biennial oscillations,

these three processes appear to be of high energy. Two

quasi decadal 8- and 13-year oscillations are also

shown, as well as a multidecadal 31-year process.

Finally, wavelet entropy makes it possible to deter-

mine which scales are relevant from an information

theory point of view. It appears that two main scale

intervals can be distinguished: 1–13-year intervals

which are characterised by the same wavelet entropy

and processes with periods superior to 15 years having

lower (wavelet) entropy.

The Continuous Wavelet Analysis and the Multi-

resolution wavelet analysis combination exposed here

is shown to provide a rapid and clear identification of

the time–scale variations of the signal for each scale

band. First, a continuous wavelet transform renders

possible the identification of scale bands of interest.

Multiresolution orthogonal analysis also allows for

the decomposition of discharge signals in details

corresponding to each scale band. The last step

consists of a continuous wavelet analysis of sub-

processes.

12. Wavelet cross-analyses between hydrologic

and climatic proxies

A univariate analysis has been previously operated

on hydrological signals (discharge) and on two

dominant climatologic signals which partly control

the general atmospheric circulation over the South

Atlantic and Tropical Atlantic region. In this section,

continuous wavelet coherence and continuous wave-

let cross-correlation analysis are both implemented to

highlight the scale dependant relationship between

these signals.

13. Wavelet coherence between the four long-termdischarge series and NAO or SOI

First, continuous wavelet coherence between

the four river discharges and SOI (Fig. 10) and

NAO (Fig. 11) signals is calculated. It is recalled that

wavelet coherence lies between 0 and 1 (see

companion paper). This reflects the time–scale

variability of the linear relationship between two

signals. A near-zero coherence indicates no linear

relationship between the signals. Coherence close to 1

indicates a linear relationship between both signals.

The wavelet coherence between Amazon and

Orinoco discharges and SOI highlights a near

permanent coherence for annual processes. When

examining 2–4-year processes, Amazon wavelet

coherence with SOI lies between 0.6 and 0.8 whereas

the wavelet coherence of Parana, Orinoco and Congo

discharges are lower and more intermittent.

Until 1930, the 8–12-year wavelet coherence for

Parana, Orinoco and Congo rivers was high. The same

conclusion is made for Orinoco and Amazon

discharges after 1970. A strong coherence is observed

for scales superior to 20 years between the four rivers

discharges and SOI.

Regardless of the scale, wavelet coherence

between Amazon discharges and NAO first reflects

a global low value, especially for the Amazon River.

Orinoco discharge wavelet coherence mainly high-

lights a nearly permanent coherence for scales inferior

to 2 years. This 1–2-year coherence is more

intermittent when considering Parana and Congo

discharges. When considering 8-years processes, a

strong coherence is shown between NAO and Parana,

Orinoco and Congo discharges until 1940 and, after

1970, a strong coherence is seen in Parana and Congo

discharges.

To provide a global estimator of wavelet coher-

ence, time averaging is operated (Fig. 12). A generally

high level of coherence is found again at larger scales.

Regarding the Amazon River, there is a high

coherence between 2-, 4-, 7- and 15–25-year SOI and

discharge fluctuations. This is in contrast to the low

coherence between 15 and 25-year NAO and

discharge fluctuations. The global wavelet coherence

between Parana discharges and NAO or SOI fluctu-

ations highlights no significant relationship for scales

inferior to 10 years. A high coherence is shown with

13-year NAO fluctuations and with NAO and SOI

long-term fluctuations. Orinoco discharge wavelet

coherence is maximal with inter-annual 7-year NAO

and 13-year SOI oscillations and with the multi-

decadal 28–35-year NAO and SOI oscillations. Congo

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Fig. 10. Morlet wavelet coherence between the four large rivers monthly discharges and SOI fluctuations. The X-axis corresponds to the

physical time and Y-axis corresponds to scales in years and one recalls that coherence lies between 0 (no relationship) and 1 (linear relationship).

(a—Amazon; b—Parana; c—Orinoco; d—Congo).

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311304

discharge wavelet coherence is low for processes

inferior to 10 years and is maximal with 20-year SOI

oscillations, 20–32-year multidecadal NAO variabil-

ity and 40-year multidecadal SOI fluctuations.

14. Wavelet cross-correlation between the four

long-term discharge series and NAO or SOI

A cross-correlation wavelet analysis is also

performed on the 1900–2000 interval. Attention is

focused on the zero-lag correlation. The cross-

covariance wavelet function between the four river

discharges and SOI and NAO fluctuations is depicted

in Fig. 13.

These results confirm the wavelet coherence

interpretation. Amazon discharges are correlated

negatively with 20-year and positively with 33-year

NAO fluctuations and correlated with 15–25-year SOI

fluctuations. Parana discharges are not correlated with

both SOI and NAO for processes inferior to 7 years,

and they are positively correlated with 8- and 13-year

NAO fluctuations and negatively correlated with SOI

14-year fluctuations. Parana discharges appear as

positively correlated to 30–40-year SOI fluctuations.

Orinoco discharges are not correlated to NAO or SOI

fluctuations for processes inferior to 7 years. A

positive correlation is then highlighted with 7-year

NAO, 10–14-year SOI, and multidecadal 25–35-year

NAO fluctuations. A negative correlation is put in

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Fig. 11. Morlet wavelet coherence between the four large rivers monthly discharges and NAO fluctuations. The X-axis corresponds to the

physical time and Y-axis corresponds to scales in years and one recalls that coherence lies between 0 (no relationship) and 1 (linear relationship)

(a—Amazon; b—Parana; c—Orinoco; d—Congo).

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 305

evidence with 20-year NAO fluctuations. Congo

discharges highlight no significant relationship with

NAO or SOI fluctuations inferior to 10-years and then

exhibit a global positive correlation with 12–18- and

35–50-year SOI fluctuations and also with 28–34-year

NAO fluctuations. This is in contrast to a negative

correlation with 20-year NAO and 30-year SOI

fluctuations.

15. Synthesis of hydrologic and climatic proxies

In order to overcome limits of the classical Fourier

analysis, this contribution has introduced new wavelet

analyses methods and indicators and has applied them

to four Atlantic large river monthly discharges

(Amazon, Parana, Orinoco and Congo) and to

Southern Oscillation and North Atlantic Oscillation

indexes.

The Congo discharge exhibits a strong and

stationary semi-annual variability, an intermittent

annual cycle, and various near decadal and multi-

decadal time–scales. A 7.5-year variability emerges

around 1960, as well as a 13.5-year time–scale as

related by Washington and Todd (2003). 35-year

variability is dominant between 1940 and 1970.

Even though former studies fail to exhibit signifi-

cant relationships between ENSO-related and Atlantic

SST and rainfall in the Congo basin (Hirst and

Hastenrath 1983; Moron et al. 1995; Camberlin et al.,

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Fig. 12. Time-averaged global Morlet wavelet coherence between the four large rivers monthly discharges and SOI (-) or NAO (- -) fluctuations.

The X-axis corresponds to scales in years and and Y-axis corresponds to the global wavelet coherence. One recalls that coherence lies between 0

(no relationship) and 1 (linear relationship) (a—Amazon; b—Parana; c—Orinoco; d—Congo).

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311306

2001) and only 10% of Congo discharge variability is

explained by ENSO (Amarasekera et al., 1997),

coherence is found between

Congo discharge and NAO-on a 7-year time scale,

after 1970. The teleconnection is shown to be

through the January–February–March 500 hPa

zonal wind over Central Africa (Todd and

Washington, 2003).

Congo discharge and SOI-on 14 and 20-year time–

scale. The 14-year variability is also characteristic

of SSTs over the southern Atlantic (Venegas et al.,

1998; Melice and Servain, 2003); they are

associated with the strength of St Helena high

and of the southern trade winds and with the

position of the Intertropical Convergence Zone

(ITCZ) and rainfall in the central African region.

Congo discharge and NAO-on multidecadal time

scale. The occurrence of the 35-year time scale

Congo discharge variability (1940–1970)

coincides with a period of warmer SST in the

middle and northern latitude of the north Atlantic

(Kushnir, 1994) and with a negative phase of NAO

(Marshall et al., 2001 and references therein)

Orinoco discharge mainly exhibits a permanent

annual cycle and a more time-localised semi-annual

time scale. Weaker signals are detected thanks to

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Fig. 13. Morlet wavelet zero-delay cross-correlation between the four large rivers monthly discharges and SOI (-) or NAO (- -) fluctuations. The

X-axis corresponds to scales in years and and Y-axis corresponds to the wavelet cross-correlation. One recalls that cross-correlation lies in

absolute values between 0 (no relationship) and 1 (linear relationship) (a—Amazon; b—Parana; c—Orinoco; d—Congo).

D. Labat et al. / Journal of Hydrology 314 (2005) 289–311 307

continuous wavelet entropy. An 8.5-year pluri-annual

time–scale prevails from 1940 to 1970, superimposed

with a 31-year multidecennal time–scale peaking

around 1960. Previous works showed the importance

of the tropical Atlantic SST on rainfall variability in

Northern South America with anomalously high sea

level pressure (SLP) in the region of the North

Atlantic high translating into stronger trade winds,

hence cooler SSTs and less Caribbean rainfall

(Hastenrath and Heller, 1977). On the other hand,

Aceituno (1988), Ropelewski and Halpert (1987),

Rogers (1989) and Kiladis and Diaz (1989) described

a ENSO-related rainfall variability in northern South

America. Hastenrath (1990), however, did not find

any relationships between the Orinoco discharge and

Pacific or Atlantic climate indicators. In fact, no

ENSO time scale variability in the Orinoco discharge

has been noted in this work. However, with 8.5-year

time scales the coherence is strong with NAO until

1960, as well as with mutidecadal time–scales during

the whole period.

The Parana River exhibits the weakest annual cycle

and quasi-decenal and multi-decenal time scales.

Coherence with SOI or NAO is low at scales inferior

to 8 years. Although 3–6-year ENSO variability has

been abundantly described by authors for the South

East South America (SESA) rainfall (Grimm et al.,

1998, 2000) and for coastal rivers (Robertson and

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D. Labat et al. / Journal of Hydrology 314 (2005) 289–311308

Mechoso, 1998), it does not appear to be the case for

the Parana basin. This is consistent with Amarasekera

et al. (1997) and Robertson and Mechoso (1998) who

found weak relationships between the Parana dis-

charge and ENSO. For higher scales there is a strong

and quasi stationary signal on 8.5-year time–scale and

more intermittent signals on a 13-year scale (until

1940), an 18-year time–scale (after 1940) and a 27-

year time scale centred around 1940. A strong

coherence with NAO is observed on an 8.5-year

time–scale. The positive correlation is consistent with

Robertson and Mechoso (1998) who describe high

river runoff associated with cool SST over the

northern tropical Atlantic. This feature in turn is

consistent with a positive NAO index, enhanced

Azores High and trade winds and an increased

moisture flux toward SESA through the South

American Monsoon System. It is especially active

before 1940 and after 1970 during periods of positive

NAO. A positive (negative) correlation with NAO

(SOI) on a 13–14-year time–scale is also observed in

the Parana River. Coherence is stationary with NAO

while it is intermittent with SOI. This time–scale has

been associated with the decadal variability of

the South American Convergence Zone (SACZ)

(Robertson and Mechoso, 2000) whose position

determines rainfall variability in SESA. It is also the

time–scale of the South Atlantic (Venegas et al., 1998;

Melice and Servain, 2003) that in turn is related to

South American rainfall (Mechoso et al. 2000) and to

the NAO (Tourre et al., 1999; Robertson et al. 2001).

Finally, the multidecenal time scale observed in the

Parana discharge was described in the southern

Atlantic by Wainer and Venegas (2002).

The Amazon River exhibits a strong and near

stationary annual cycle. Various weaker inter-annual

and decenal to multidecenal time scales are also

detected.

The inter-annual time scale from 2.4 to 6.2 years is

well defined before 1940 and after 1980, i.e. when the

variance of ENSO is the strongest (Torence and

Webster 1999). The coherence with SOI at a near

biannual time scale is important and nearly perma-

nent. It was related by Richey et al. (1989) and

Marengo (1992). However, Moron et al. (1995),

Guyot et al. (1998), Uvo et al. (2000), Liebmann and

Marengo (2001) and Ronchail et al. (2002), coincide

in saying that relationships between rainfall or

discharge and SSTs are confined to the NE Amazon

basin. Moreover, Amaraseka et al. (1997) found a

very weak relationship between the Amazon dis-

charge in Obidos and ENSO and Labat et al. (2004)

note that this relationship is only observed for low-

waters and for the 1970–1998 period. A near decadal

coherence with SOI is also strong. In all cases the

correlation is positive indicating that discharge is low

during El Nino events. Amazon discharge is charac-

terised by little coherence with NAO, except on multi

decadal time scales.

16. Conclusions

In conclusion, the results have been encouraging.

This methodology permits the detection of time–

scales that are not apparent using classical analyses. It

also permitted the detection of relationships between

discharge and NAO or SOI, especially at near decadal

and multi decadal time scale, that have not been

documented previously. A near 8-year variability is

observed in the Congo, Orinoco and Parana rivers in

association with NAO. Near 20 year time–scale is

observed in most of the discharge series around 1970

and coherence is measured between SOI and Amazon,

Parana, Congo. A 30-year time–scale is observed

between 1940 and 1970 and the coherence is

maximum and permanent between NAO and Amazon,

Orinoco and Congo discharges.

It is noticeable that most of the time–scale’s

dominant activities, in all the rivers, occur around

1940 and 1970 when the interdecadal climatic shifts

described in the Pacific for instance by Zhang et al.

(1997) and Torrence and Webster (1999) and in the

Atlantic by Kushnir (1994), Hurrel (1995) and Moron

et al. (1995), took place. Although not always able to

integrate rapid inter-annual variability, big continen-

tal basins are able, on the contrary, to reflect major

climatic fluctuations.

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