Causality and Information Transfer Across Time Scales

An information-theoretic approach for detecting interactions and information transfer between the two systems is extended to interactions between dynamical phenomena evolving on different time scales of a complex, multiscale process. The approach is applied to about a century-long records of daily mean surface air temperature from various European locations. An information transfer from larger to smaller time scales has been observed as the influence of the phase of slow oscillatory phenomena with the periods around 6–11 years on the amplitudes of the variability characterized by the smaller temporal scales from a few months to 4–5 years. These directed cross-scale interactions have a non-negligible effect on interannual air temperature variability in a large area of Europe.