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Time-series modeling in Time-series modeling in ecology: a synoptic ecology: a synoptic overview overview Nils Chr. Stenseth Nils Chr. Stenseth Centre for Ecological and Centre for Ecological and Evolutionary Synthesis Evolutionary Synthesis

Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

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Page 1: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Time-series modeling in ecology: Time-series modeling in ecology: a synoptic overviewa synoptic overview

Nils Chr. StensethNils Chr. Stenseth

Centre for Ecological and Centre for Ecological and Evolutionary SynthesisEvolutionary Synthesis

Page 2: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Outline

1. The British Ecologist, Charles Elton – the first ecologist to appreciate the importance of long-term monitoring ecological data.

2. The Canadian lynx.3. Vole, mice and lemmings.4. The Soay sheep off the coast of Scotland.

5. Statistical modeling of long-term monitoring data.6. A French-Norwegian data bank for ecological data

Matematisk Institutt, Oslo (05.04.05)

Page 3: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Charles Sutherland Elton (March 29, 1900 - May 1, 1991)

Page 4: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Elton: a zoologist – and the founding father of (modern) ecology

• Lemmings – the Norwegian lemming – and long-term data on abundance of lemmings – played a key role in his intellectual development

• Julian Huxley invited him as a field assistant to Spitsbergen/Svalbard in 1921 – the first of several expeditions

“… I did go, and the experience had a profound influence upon my ideas in ecology …”

• While returning from Spitzbergen in September 1923:

“I bought a book in a Tromsø shop that changed my whole life. It was bought with one of the three pounds I had left in my pocket – Robert Collett’s ‘Norges Pattedyr’ (=Norwegian Mammals) .. it was the part about lemmings that enthralled me”.

Oxford

Spitzbergen

Tromsø

Page 5: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Lemming and vole cycles

In the Bible: “..swarms of grasshoppers sweeping over the country ..”

A frustratingly distinct pattern with an ennoyingly elusive explanation

Begon, 1998

lemmings

14th century

From Olaus Magnus (1555) A Description of the Northern Peoples

Page 6: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

But much story telling and myths around the lemmings and the lemming/vole cycles

- raining from the sky

- returning to Atlantis: a debate between Crotch and Collett in the pages of Nature in 1876

- Walt Disney in Barrow [Biology today (1971)]

- Donald Duck in the Norwegian fjords.

The Norwegian fiords are well known

Donald Duck is well known

But few know that he has watched lemmings running down the from the Norwegian mountains into the Norwegian fjords

Page 7: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Elton contributed to make ecology quantitative at the Bureau of Animal Population

A definition of ecology: “Ecology is the scientific endeavor aiming at explaining the distribution and abundance – and their changes thereof – of species in space through time by studying the environment of individuals in natural populations” (after CJ Krebs)

That is, a quantitative definition of ecology

“George” (PH) Leslie: The Leslie population matrix and Capture-Mark-Recapture modelling (e.g., Caswell 2003)

Page 8: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Page 9: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Lynx time series

Stenseth et al., Proc. Natl. Acad. Sci. 1998

1820-1940

1920-1994

Page 10: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Snowshoe hare and lynx are highly interconnected – but can we (through a second order autoregressive model) considerer only one of the species – and believe that we’ve gotten a “full” understanding of the dynamic interaction in the system?

Page 11: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

22122

11212

21

2

12112

11111

11

1

ttttt

ttttt

XaXabXX

XaXabXX

Xt = b + (I+A)Xt–1 + t

a second order delay equation in the variable we have data on (typically the lynx)

Page 12: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

log-transformed time series normalized to mean zero

Page 13: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

10.036.

04.

08.

15.

48.

07.05.

12.08.

24.26.

48.28.

22

11

2221

1211

aa

aaA

Page 14: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Page 15: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Fur returns are good proxies for actual abundance

Stenseth et al., Proc. Natl. Acad. Sci. 1998

Page 16: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Linearity or non-linearity? What do the data “say”?

Page 17: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Predator-prey model with phase-dependence

Hares: Ht+1= Ht exp[ai,0 - ai,1xt - ai,2yt]

Predators: Pt+1= Pt exp[bi,0 - bi,1yt - bi,2xt]

yt = (ai,0bi,2 + ai,1bi,0) + (2 - ai,1 - bi,1)yt-1

+ (ai,1 + bi,1 - ai,1bi,1 - ai,2bi,2 - 1)yt-2 + t

is equivalent to

yt-2

2,2 y

t-2

yt-2

1,2 y

t-2

LowerUpperPhase dependency: threshold model

non-linear

Stenseth et al., Proc. Natl. Acad. Sci. 1998

Page 18: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Phase-dependence

Stenseth et al., Proc. Natl. Acad. Sci. 1998

Functional responsePhase dependency

Rochester, Alberta Kluane Lake, Yukon

Page 19: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Let us ask the lynx (or the data on the lynx)...

Is there any spatial

structuring of these time-

series data?

Page 20: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

What is the spatial structuring force(s)?

Stenseth et al., Science 1999

Page 21: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Canada divided by climatic regions

Stenseth et al., Science 1999

Page 22: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

The North Atlantic Oscillation (NAO)the difference in atmospheric pressure

between the Azores and Iceland

Iceland

the Azores

Page 23: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

The North Atlantic Oscillation (NAO)negative and positive phases

NAO index 1860-2000

high NAO

low NAO

Page 24: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

A package of weather- Climate indices

Page 25: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Climatic zonation

Stenseth et al., Science 1999

Page 26: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

This grouping was a result of statistical modeling

Stenseth et al., Science 1999

Page 27: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

What is the underlying causes of the geographic structuring?

Stenseth et al., Science 1999

Page 28: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Snow is a key factor for the trophic interaction between hare and lynx

‘X’ = locations (stations) that exhibit statistical significance at the 5% level

Dif

fere

nc

e in

fre

qu

ency

of

win

ter

wa

rm s

pel

ls

be

twee

n o

pp

os

ite

po

lari

ty o

f th

e N

AO

Stenseth et al., Proc. Natl. Acad. Sci. (2004)

Page 29: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

… the snow condition may be a key factor in structuring the

dynamic interaction between the hare and the lynx

Source: Rudolfo's Usenet Animal Pictures Gallery

Page 30: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Page 31: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

A synoptic account of the legacy of Elton’s work on the cycle problem – particularly on voles, mice and lemmings

Population studies on voles, mice and lemmings

Page 32: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

A way to summarize small rodent dynamics:

Direct annual density dependence (a1)

Del

ayed

an

nu

al d

ensi

ty d

epen

den

ce (

a 2)

2.0

3.0 4.0 5.0 6.0

Proper multiannual cycles

2-year ’cycles’

Stable

xt = a1xt-1 + a2xt-2 + t

Population dynamics: cycles and non-cycles

Page 33: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Cycles & Non-Cycles: a synoptic account (after Stenseth 1999, Oikos)

Page 34: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

The Fennoscandian gradient

Bjørnstad et al. PRSB, 1996.Stenseth et al. PRSB, 1996.

Page 35: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

A continental European gradient

Tkadlec & Stenseth PRSB, 1996.

Page 36: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Grey-sided voles in Hokkaido

Stenseth et al. PRSB, 1996; Stenseth et al. Res Pop Ecol, 1998.Stenseth & Saitoh Pop Ecol, 1998.Stenseth et al. PRSB, 2002; Stenseth et al. PNAS 2003.

Page 37: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Grey-sided voles in Hokkaidoand seasonal forcing

Stenseth et al. Res Pop Ecol, 1998.Stenseth et al. PRSB, 1999.

• the density dependent structure differ between seasons

• the variation in density dependences among sites is – it seems – fully accounted for by the length of the seasons

• long winters tend to generate cycles

Page 38: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Vole, Mice and Lemmings: some conclusions

1. Populations within a given species might be both cyclic and non-cyclic.

2. Typically there are geographic gradients in the periodic structure.

3. Statistical work lead us to understand that the relative length of the seasons might determine whether cycles or non-cycles occur.

Page 39: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Modelling the effect(s) of climate fluctuations on population dynamics

…some theoretical background

Page 40: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Single-species dynamics

bt

tt aN

RNN

)(11

0

0.05

0.1

0.15

0.2

0.25

0 2 4 6 8 10

low b

high b

btaN

R

)(1

tN

Page 41: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Single-species dynamics

bt

tt aN

RNN

)(11

Page 42: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Single-species dynamics

How to incorporate climatic variability in population dynamic models:- additively…

…or non-additively

Xt Xt+1 = Xt·R(Xt, Climt) xt+1 = a0 + [1 + a1(Climt)]·xt + t+1

(iii) Density dependence and climate, interactive effects

Climt

Climate affecting strength of DD

(ii) Density dependence and climate, non-interactive (additive) effects

Xt Xt+1 = Xt·R(Xt, Climt) xt+1 = a0 + (1 + a1)·xt + g(Climt) + t+1

Climt

Additive effect of climate

Page 43: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Mathematical and statistical modeling

Nt = Nt-1(R0/1+(Nt-1/K)bt Maynard-Smith – Slatkin model

a0 + a1(xt-1 - k) + 1,t if xt-1 k

a0 + a2(xt-1 - k) + 2,t if xt-1 > k xt =

Statistical model

Xt Xt+1 = Xt·R(Xt, Climt) xt+1 = a0 + [1 + a1(Climt)]·xt + t+1

(iii) Density dependence and climate, interactive effects

Climt

Climate affecting strength of DD

…generalized statistical model

t

1,t

2,t

b

a1

a2

Much statistical work needs to be done – and is been done

Page 44: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Single-species dynamics with climate effect (here: NAO)

Nt+1 = Nt R

1+(aNt )b(NAO)

• Non-additive effect of climate

• Non-linear intrinsic and extrinsic processes

exp(κ)

Using a piecewise linear model (FCTAR) for estimating parameters and functions

Page 45: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Single-species dynamics: possible effects of changing climate

Nt+1 = Nt R

1+(aNt )b(NAO)

b(NAO)

Page 46: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

An example: the soay sheep off the coast of

Scotland- one single species

Page 47: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Page 48: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Soay sheep at Hirta, St Kilda

0

500

1000

1500

2000

2500

1955 1965 1975 1985 1995

Year

Nu

mb

er o

f in

div

idu

als

-6

-4

-2

0

2

4

6

1955 1965 1975 1985 1995

NA

O

The effect of climatic fluctuation on population dynamics

Page 49: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

ResultsSoay sheep: dynamics depend on NAO

Using a FCTAR non-linear and non-additive model

Stenseth et al. (2004)

Page 50: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

High NAO

Low NAONt+1 = Nt R

1+(aNt )b(NAO)

Soay sheep: dynamics depend on NAO

Page 51: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Soay sheep: some conclusions

1. There is a clear density dependent structure due to within population interaction.

2. The strength of this density dependency is affected by climate.

3. Hence, climate may influence the dynamics properties of the population.

Page 52: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Long-term ecological time series, ecology and statistical modeling

Page 53: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Elton and Elton and the Oxford Bureauthe Oxford Bureau

A great naturalist who founded modern ecology and by so doing stated the development of making ecology a quantitative field

Observational field studies

Providing important long term data series…

Time series on total count

Time series on individuals

Page 54: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

… … long-term ecological data need to store long-term ecological data need to store in a bank so that others can use them …in a bank so that others can use them …

Page 55: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Valuable data in HokkaidoValuable data in Hokkaido

Page 56: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Banking and maintaining long-term Banking and maintaining long-term data of two kinds:data of two kinds:

1. Open access data-bases: scientists might be reluctant to store their data in such an open bank – and users might not obtain the proper background information for using the stored data properly

2. Rather, the data should be stored in what resembles old traditional museums (with staff members, i.e., curators, which can provide background knowledge about the stored data)

Page 57: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Open access web-basedOpen access web-based data bases data bases

Page 58: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

Such a data-bank should be organized Such a data-bank should be organized according the principles of our traditional according the principles of our traditional museums museums

… … but should take fully advantage of mordern but should take fully advantage of mordern computer technologycomputer technology

Page 59: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

Matematisk Institutt, Oslo (05.04.05)

We need to save such data filesWe need to save such data files

This we must avoid!This we must avoid!

Page 60: Time-series modeling in ecology: a synoptic overview Nils Chr. Stenseth Centre for Ecological and Evolutionary Synthesis

F. Finse, Norway: Norwegian lemming, L. lemmus

05

1015

2025

3035

40

1945 1955 1965 1975 1985 1995