Environmental Research Letters ACCEPTED MANUSCRIPT • OPEN ACCESS Implications of Liebig's law of the minimum for tree-ring reconstructions of climate To cite this article before publication: Alexander (Zan) Stine et al 2017 Environ. Res. Lett. in press https://doi.org/10.1088/1748-9326/aa8cd6 Manuscript version: Accepted Manuscript Accepted Manuscript is “the version of the article accepted for publication including all changes made as a result of the peer review process, and which may also include the addition to the article by IOP Publishing of a header, an article ID, a cover sheet and/or an ‘Accepted Manuscript’ watermark, but excluding any other editing, typesetting or other changes made by IOP Publishing and/or its licensors” This Accepted Manuscript is © 2017 The Author(s). Published by IOP Publishing Ltd. 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All third party content is fully copyright protected and is not published on a gold open access basis under a CC BY licence, unless that is specifically stated in the figure caption in the Version of Record. View the article online for updates and enhancements. This content was downloaded from IP address 96.241.23.20 on 04/11/2017 at 03:50 Page 1 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 Implications of Liebig’s law of the minimum for tree-ring 5 reconstructions of climate 6 7 8 9 A.R. Stine1 & P. Huybers2 10 11 12 13 1Department of Earth & Climate Sciences, San Francisco State University, San Francisco, Califor- 14 15 16 nia, USA 17 18 2Department of Earth and Planetary Sciences, Harvard University, Cambridge, Massachusetts, 19 20 21 USA 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 1 59 60 Accepted Manuscript AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 2 of 28 1 2 3 4 A basic principle of ecology, known as Liebig’s Law of the Minimum, is that plant growth 5 6 reflects the strongest limiting environmental factor. This principle implies that a limiting en- 7 8 9 vironmental factor can be inferred from historical growth and, in dendrochronology, such re- 10 11 construction is generally achieved by averaging collections of standardized tree-ring records. 12 13 Averaging is optimal if growth reflects a single limiting factor and noise but not if growth 14 15 16 also reflects locally variable stresses that intermittently limit growth. In this study a collec- 17 18 tion of Arctic tree ring records is shown to follow scaling relationships that are inconsistent 19 20 21 with the signal-plus-noise model of tree growth but consistent with Liebig’s Law acting at the 22 23 local level. Also consistent with law-of-the-minimum behavior is that reconstructions based 24 25 26 on the least-stressed trees in a given year better-follow variations in temperature than typ- 27 28 ical approaches where all tree-ring records are averaged. Improvements in reconstruction 29 30 31 skill occur across all frequencies, with the greatest increase at the lowest frequencies. More 32 33 comprehensive statistical-ecological models of tree growth may offer further improvement in 34 35 36 reconstruction skill. 37 38 39 40 Introduction 41 42 43 44 The principle that tree growth is determined by the most limiting factor, known as Liebig’s law of 45 46 the minimum (Sprengel 1828, Liebig 1840), underlies efforts at dendroclimatological reconstruc- 47 48 49 tion (Fritts 1976, Fritts & Swetnam 1989, Speer 2010). This principle guides sampling efforts to- 50 51 wards trees that are particularly stressed by a common growth factor (CGF) experienced by all trees 52 53 54 at a site, such as growing-season temperature or moisture availability (LaMarche 1982, Pilcher, 55 56 57 58 59 60 Accepted M nu cript Page 3 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 et al. 1990). As one approaches elevational treeline, for example, trees become smaller, a clear 5 6 visual indication of an upper-limit on growth rates that are often set by cold ambient temperatures 7 8 9 (Körner 2012). It follows that limitation on growth at treeline will generally be relaxed in warmer 10 11 years and permit for greater growth, provided that other, stronger growth limitations are absent. 12 13 14 15 In environments where growth is limited by temperature, the characteristics of annual growth 16 17 rings can serve as a proxy of temperature variation. Dendroclimatic reconstructions of climate rely 18 19 20 on sampling this growth variability, typically by removing a thin radial core of the wood, and mea- 21 22 suring interannual variability in either width (Douglass 1920), density (Parker & Henoch 1971) or 23 24 25 color (McCarroll, et al. 2002). After accounting for the effects of age-growth relationships, dis- 26 27 turbance persistence, and the presence of outliers (Cook 1985, Cook 1992), order ten to a hundred 28 29 30 records are typically averaged together to form a single chronology. Such a mean chronology can 31 32 be optimal if tree growth is controlled by a single CGF with various disturbances superimposed 33 34 35 on individual trees (Cook 1985, Cook 1992), and this approach has proved successful in recon- 36 37 structing annually-resolved variability in temperature and precipitation (e.g. Masson-Delmotte, et 38 39 40 al. 2013). 41 42 43 44 But there exists a tension between averaging across individual records and a local interpre- 45 46 tation of Liebig’s law of the minimum. If Liebig’s law applies at the level of the individual tree, 47 48 49 not all records will always respond to the CGF. Tree growth could instead reflect either a CGF or 50 51 local growth factors (LGFs), depending on which imposes the strongest limitation on a given tree 52 53 54 in a given year (Chapin, et al. 2011). It is common for tree-ring models to invoke Liebig’s law 55 56 57 58 59 60 Accepted Manuscript AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 4 of 28 1 2 3 4 of the minimum (Fritts, et al. 1991, Shashkin & Vaganov 1993, Vaganov, et al. 2006, Tolwinski- 5 6 Ward, et al. 2011). Such models are typically formulated in terms of rates of growth, and are 7 8 9 thus expressed in terms of Blackman’s law of limiting factors (Blackman 1905). The general- 10 11 ization proposed here posits that unobserved limitations that differ between trees across a site 12 13 causes within-stand variability in limiting factors. Plausibility of such variability is supported by 14 15 16 previous demonstration of environmental sensitivity varying within stands according to details of 17 18 topographic setting (Bunn, et al. 2011, Salzer, et al. 2014, Tran, et al. 2017). In the following, 19 20 21 we present a test for distinguishing between models of tree-ring growth for which all trees at a 22 23 site experience identical forcing, from those for which trees experience multiple limitations upon 24 25 26 growth. We then explore the implications of the latter scenario for where climate information 27 28 resides in tree-ring series. 29 30 31 32 33 Two models of growth factor response 34 35 36 37 Two models are considered for purposes of distinguishing whether unobserved limiting factors 38 39 modulating growth through Liebig’s law of the minimum are important for variability observed 40 41 42 across a tree stand. Following Cook (1985), we first adopt a standard model where tree growth is 43 44 proportional to the CGF plus a contribution from LGFs, 45 46 47 H0(y, i) = CGF(y) + LGFs(y, i). (1)48 49 50 51 The CGF is represented as linearly related to temperature anomalies plus a noise term repre- 52 53 senting non-temperature processes affecting all trees in a stand as well as inaccuracies in our 54 55 56 instrumentally-based estimates of temperature. The LGFs represent any stress on growth that 57 58 59 60 Acc pted Ma us ript Page 5 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 is experienced at a scale smaller than the stand-level. Such local stresses could be induced, for 5 6 example, by disease and insect infestation; wind, ice and fire damage; soil movement or loss; root 7 8 9 damage; variability in the soil microbial community; or changes in the competitive environment 10 11 experienced by individual trees (White 1979, Sousa 1984). The LGFs are assumed to follow a 12 13 normal distribution with independent draws in each year and at each tree. If noise contributions 14 15 16 were instead assumed to be multiplicative, the logarithm of growth could be used to transform the 17 18 relationships into a similarly additive formulation. 19 20 21 22 An alternate model invokes Liebig’s Law of the Minimum to postulate competing influences 23 24 25 between a CGF and LGFs, 26 27 28 H1(y, i) = min{CGF(y) , LGFs(y, i)}. (2)29 30 31 32 Both the CGF and LGFs are parameterized as in H0, but where a non-zero mean is permitted for 33 34 the LGFs to allow for the possibility that it is more, or less, dominant in determining growth. 35 36 37 More complex representations of tree growth and noise contributions are obviously possible, and 38 39 potentially worth further exploring, but H0 and H1 are adopted to simply illustrate the implications 40 41 42 of treating unobserved stresses as additive noise as opposed to Law of the Minimum stresses in the 43 44 climate reconstruction context. 45 46 47 48 49 Data and model parameterization 50 51 52 53 In order to test whetherH0 orH1 better represent growth variability, we examine the Schweingruber 54 55 archive of tree-ring density records (Schweingruber & Briffa 1996). These records are generally 56 57 58 59 60 Accep ed Manuscript AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 6 of 28 1 2 3 4 interpreted as reflecting large-scale variations in temperature (Briffa, et al. 2004), and are used 5 6 instead of width because they more closely track temperature variations (Briffa, et al. 2002) and 7 8 9 therefore better facilitate distinguishing between H0 and H1. The association between density and 10 11 temperature is an empirical one, but experimental evidence suggests that cell wall thickness, the 12 13 primary determinant of density, is strongly influenced by the amount of time available for the 14 15 16 cell wall to thicken, which will on average be extended by warmer ambient conditions (Vaganov 17 18 et al. 2006, Vaganov, et al. 2011). All tree-ring density chronologies north of 50◦N are considered 19 20 21 that have a significant positive correlation with local summer temperature (P <0.05) and at least 22 23 20 individual cores contributing to the chronology, giving 207 out of a total 496 initial records. 24 25 26 Significance is determined at the P=0.05 level and is assessed taking into account the full auto- 27 28 covariance structure of the series by building a null distribution by randomizing the phases of the 29 30 31 test series (Schreiber & Schmitz 2000). 32 33 34 35 Tree-ring series are detrended using a linear age-growth curve, and then normalized before 36 37 taking percentiles. Similar results are recovered using negative exponential, Hugershoff, and con- 38 39 40 stant detrending, though the linear growth curve appears more appropriate from visual examination 41 42 of density records. 43 44 45 46 Temperature is taken as the JJA average computed from 1°x1°gridded monthly temperatures 47 48 49 (Rohde, et al. 2013), with temperature sampled from the grid closest to the location of each record. 50 51 Results are not appreciably altered when instead using six-month Apr-Sep averages, or using an- 52 53 54 other temperature compilation (Jones, et al. 1999). Both compilations are based upon averages 55 56 57 58 59 60 Accepted Manus r pt Page 7 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 of daily maximum and minimum temperatures from instrumental weather stations and involve 5 6 detailed corrections for changes in measurement practices. 7 8 9 10 In order to simulate tree growth, it is necessary to specify the distributions associated with 11 12 13 the CGF and LGFs. The CGF is represented as local temperature plus Gaussian noise having a 14 15 signal-to-noise ratio P1. The CGF is normalized to zero mean and unit variance without loss of 16 17 generality because it is only the relative scaling with respect to the LGFs that determines model 18 19 20 behavior. The LGF is assumed normal with a variance P2 and mean P3 Note that P3 has no effect 21 22 on the interannual variability of the growth resulting under H (Eqn. 1). 23 0 24 25 26 Three observables are used to determine these three parameters. The first observable is the 27 28 29 correlation between mean chronologies and instrumental temperature (equal to R=0.5, when av- 30 31 eraged across all sites). This correlation primarily constrains P1 because noise variance decreases32 33 34 the correlation between temperature and the various percentile chronologies in roughly equal pro- 35 36 portion. The second observable is the average correlation between mean chronologies and the 37 38 39 individual standardized series at each site (R=0.65). Only these first two observables are used to 40 41 constrain H0 (Eqn. 1). The third observable, used to constrain growth under H1 (Eqn. 2), is the 42 43 44 variance across standardized series, calculated separately for each year and then averaged across 45 46 years and normalized by the interannual variance of the mean chronology (0.56). The second and 47 48 49 third observables together constrain P2 and P3, which together control how frequently an LGF 50 51 versus a CGF is expressed. 52 53 54 55 Optimization in a least-squares sense gives model parameters of P1=0.6 and P2=1.4 underH0, 56 57 58 59 60 Accepted M nuscript AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 8 of 28 1 2 3 4 and P1=0.7, P2=1 and P3=0.3 under H1. These parameters are well-constrained for our purposes 5 6 (see Supplementary Data), and we adopt them for all sites in the following analyses, although we 7 8 9 discuss sensitivity to variations further below. 10 11 12 13 Distinguishing between models 14 15 16 17 Under H0, the optimal approach for estimating temperature is to form a chronology as the simple 18 19 20 average of all standardized tree-ring records. We are unaware of a proof for optimally inferring 21 22 the CGF under H1, but a number of studies have found that quantile methods are appropriate 23 24 25 when analyzing observations controlled by a Law of the Minimum (Schröder, et al. 2005, Austin 26 27 2007, Huston 2002, Cade, et al. 1999). Conceptually, it is preferable to exclude contributions from 28 29 30 records that are undergoing relatively low growth, as they are more likely to be responding to an 31 32 LGF than the CGF, suggesting a preference for higher percentiles when attempting to reconstruct 33 34 the CGF. 35 36 37 38 Percentile chronologies are formed by taking a percentile of the collection of growth indica- 39 40 41 tors across each given year. For each site we begin with raw density measurement series for each 42 43 individual core (Schweingruber & Briffa 1996). By convention, density is taken as the maximum 44 45 46 density measured in each ring, though results are essentially identical if the mean latewood den- 47 48 sity is instead used. After detrending each series, we truncate the tree-ring measurements to the 49 50 51 longest period of overlap with local gridded instrumental temperature (Rohde et al. 2013), which 52 53 averages 99 years. Each individual core series is normalized to unit variance. Normalization en- 54 55 56 57 58 59 60 Acc pted Manuscript Page 9 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 sures that all trees, in expectation, are equally represented in the percentile series, and prevents 5 6 trees with a higher average density from dominating the result. The Nth percentile series is then 7 8 9 calculated from these normalized records by choosing the Nth percentile value from amongst all 10 11 measurements in the given year. 12 13 14 15 As an illustrative example, we consider 21 cores from the Franchise Wood site in Great 16 17 Britain (figure 1). In the case of 21 cores, the 11th, 19th and 21st largest value in each year (marked 18 19 20 with colored dots, figure 1(a)) correspond with the 50th, 90th and 100th percentile values. (Here we 21 22 have adopted the convention of calling the maximum value the 100th percentile.) The percentile 23 24 25 timeseries are then formed from these individual values (figure 1(b)). The correspondence of 26 27 percentiles with individual series is useful for illustrative purposes, but not necessary. In most 28 29 30 cases, percentiles will not correspond exactly to values from an individual core, but are instead 31 32 interpolated between two cores. 33 34 35 36 H0 and H1 make different predictions as to the signal ratio of percentile series. The signal 37 38 39 ratio (figure 2) for each percentile is calculated as the ratio of the squared pearson’s correlation 40 41 (R2) between local temperature and the percentile time series relative to the R2 between local tem- 42 43 44 perature and the mean chronology. It thus represents the ratio of the temperature signal explained 45 46 by the percentile method relative to the usual averaging method. The signal ratio is used because 47 48 49 correlations between tree-ring growth and temperature vary widely (see figure S1). Such variabil- 50 51 ity between stands can be understood in the context of H1 as a consequence of variations in the 52 53 54 relative importance of CGF and LGF expression for controlling growth as well as how dominant 55 56 57 58 59 60 Accepted Manuscript AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 10 of 28 1 2 3 4 temperature is in the CGF, as opposed to other macro-scale factors such as moisture availability 5 6 (Salzer et al. 2014, Bunn, et al. 2005, Vaganov et al. 2006). Synthetic records are generated in 7 8 9 order to assess signal ratio as a function of percentile under each model. The number of years and 10 11 trees simulated are specified in accordance with the data, and all values missing from the data are 12 13 masked from the synthetic records. For statistical stability, we simulate each site 100 times and 14 15 16 report the average results. 17 18 19 20 Under H0, the best-performing percentile is the 50 th percentile because it most nearly ap- 21 22 proximates the optimal method of computing the mean (figure 2(a)). In this scenario the expected 23 24 25 signal ratio is always less than one and symmetrically tapers toward lower values away from the 26 27 50th percentile. Under H1, in contrast, the signal ratio systematically increases toward higher per-28 29 30 centiles on account of better isolating variations caused by the CGF (figure 2(b)). This pattern of 31 32 monotonic increases in reconstruction skill with increasing percentile holds forH1 for any set of pa- 33 34 35 rameters for which both the CGF and LGFs are expressed. For our selected parameters, percentiles 36 37 outperform the mean at the 60th percentile and above, with the highest percentiles capturing 15% 38 39 40 more temperature variance than the mean (figure 2(b)). 41 42 43 44 To test whether the data better accords with H0 or H1, we next assess signal ratios as a 45 46 function of percentiles in tree-ring density data. Signal ratios decisively correspond with H1 by 47 48 49 systematically increasing toward higher percentiles and outperforming the average chronology at 50 51 upper percentiles (figure 2(c)). The upper quartile of percentiles has a higher signal ratio than the 52 53 54 lower quartile in 96% of the 207 stands that we examine, and half of the stands have a peak signal 55 56 57 58 59 60 Accep ed Manuscript Page 11 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 ratio above the 87 th percentile (figure 3). Chronologies computed using the 91st percentile capture, 5 6 on average, 20% more temperature variance than the average chronology (figure 2(c)). We thus 7 8 9 conclude that unobserved stresses, expressed intermittently as modulated through Liebig’s law of 10 11 the minimum, exert a first-order control on tree-ring density variations between individual trees 12 13 within a site. Results are essentially identical if the average chronology is instead computed using 14 15 16 the bi-weighted mean or if autoregressive standardization (Cook 1985) is applied before analysis, 17 18 regardless of whether the ARSTAN series or the residual series are used. Results for each of the 19 20 21 207 sites are separately presented in the Supplementary Data. 22 23 24 25 A pure application of the law of the minimum predicts that skill will improve monotonically 26 27 up to the highest percentiles (figure 2(b)), but our empirical analysis indicates that the signal ratio 28 29 30 falls off sharply above the 91 st percentile (figure 2(c)). This drop off can be understood as resulting 31 32 from outliers. Outliers introduce a tradeoff whereby higher percentiles better exclude LGFs but 33 34 35 make chronologies more susceptible to positive outliers. 36 37 38 39 We append a stochastic noise term to Eq. 2 to give an extended version of our model, referred 40 41 to as Houtlier, that reproduces the drop off in signal ratio (figure 2(b)). Specifically, outliers are 42 1 43 44 simulated under H outlier 1 by adding an additional noise process noutlier that operates after the min 45 46 function. The parameters for H outlier1 are otherwise identical to H1. Any reasonable method of 47 48 49 specifying outliers produces a roll-off in the signal ratio at the highest percentiles (figure 2(b), blue 50 51 line), although simply adding gaussian noise after the min function produces a roll-off in skill at 52 53 54 high percentiles that is more gradual than what is observed. Here we choose noutlier to have a value 55 56 57 58 59 60 Accepted Manuscr pt AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 12 of 28 1 2 3 4 of zero in 99.7% of draws, and to be drawn from a log-normal distribution with µ = 0 and σ = 1 in 5 6 the other 0.3% of cases. 7 8 9 10 Other sources of noise are almost certainly also present—due, for example, to measurement 11 12 13 error or radial variability within individual rings—but our simulations indicate that a small number 14 15 of positive outliers well explain the sharp roll-off in skill at the highest percentiles. Potential 16 17 sources of positive outliers include compression wood, incomplete resin extraction, or moisture 18 19 20 influencing density. 21 22 23 24 There are 16 stands out of 207 where our percentile approach qualitatively does not accord 25 26 with H1 (figure 3). These instances comprise 2 stands where the mean chronology outperforms27 28 29 any percentile and another 14 where percentiles below the 50th outperform higher percentiles. 30 31 These anomalies may represent random chance. However, Houtlier predicts such anomalous rela- 32 1 33 34 tions should only occur at 4% of sites. Furthermore, when we run Houtlier in a mode where the1 35 36 LGF distribution has a higher mean (changing P3 from 0.3 to 0.65), decreasing the frequency with 37 38 39 which the LGF determines tree growth, the frequency with which the mean or lower-percentile 40 41 outperform upper percentiles increases to 8%. Two lines of evidence support this revised pa- 42 43 44 rameterization for these 16 outlier sites. First, these stands coincide with locations estimated to 45 46 have a temperature limitation (Nemani, et al. 2003) that is stronger than the rest of the population 47 48 49 (p<0.05, 2-sample t-test). Second, these 16 stands have an average interseries correlation that is 50 51 significantly greater than that found for the overall population (R̄ = 0.48, p<0.01, 2-sample t-test). 52 53 54 The interseries correlation is the average correlation between each pair of standardized tree-ring 55 56 57 58 59 60 Ac ep ed Manuscript Page 13 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 series contributing to the record and, in the context of H1, a higher value indicates more frequent 5 6 expression of the CGF and thus less influence of unobserved LGFs. 7 8 9 10 A percentile-based approach also permits recovery of climate signal at sites for which the 11 12 13 mean chronology contained no significant climate signal. In the initial analysis, 35 of the sites in 14 15 the network were excluded solely because no significant correlation was found between the mean 16 17 chronology and local temperature at the P<0.05 threshold. If instead of the mean chronology, the 18 19 20 91st percentile chronology is taken as a proxy for the large-scale signal at these sites, the correlation 21 22 with local temperature increases at 29 of the 35 sites and corresponds to an average increase of 23 24 25 0.09. 11 of these sites become significantly correlated with local temperature (P<0.05). 26 27 28 29 Climate influence on reconstruction 30 31 32 33 34 Local operation of the law of the minimum implies that optimal reconstruction of climate can 35 36 depend on the climate state itself. The importance of LGFs will vary according to the time-variable 37 38 values of the CGF. In the case of temperature limitation, warmer temperatures will decrease the 39 40 41 expected fraction of trees that express the CGF. Simulations using H1 indicate that, on average, 42 43 16% of density values represent samples of LGFs, while 84% represent samples of the CGF, but 44 45 46 this latter value varies from 91% for years with temperatures in the lower quartile, to 61% for 47 48 years with temperatures in the upper quartile. It is not possible to distinguish whether an individual 49 50 51 density measurement samples LGFs or the CGF, but in aggregate we expect larger variance across 52 53 records during warm years, when LGFs are preferentially sampled. Conversely, in cool years the 54 55 56 57 58 59 60 Acc pted Manuscript AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 14 of 28 1 2 3 4 CGF is more likely to be sampled. 5 6 7 8 Fritts (1976) noted that chronology standard errors were directly proportional to index values 9 10 at some sites, noting that this was undoubtedly a consequence of the law of limiting factors. Such a 11 12 13 warming-induced shift toward LGFs presents a physiological explanation for the apparent increase 14 15 in spatial variability during the Medieval Warm Period relative to the Little Ice Age found across 16 17 tree ring temperature reconstructions (Tingley & Huybers 2015). Under H1, reconstructions incur18 19 20 greater noise during warm intervals through increased contributions from LGFs, where this greater 21 22 noise variance is expected to translate into greater variability across reconstructions. 23 24 25 26 Examination of the coherence between chronologies and local temperature permits identi- 27 28 29 fying the frequencies at which skill most improves (figure 4). Coherence is calculated using the 30 31 multitaper method (Thomson 1982) with 8 windows. Simulations using H0 predict that percentile32 33 34 chronologies will have lower coherence with instrumental temperatures relative to that calculated 35 36 using the mean chronology for all frequencies and for all percentiles (figure 4(a)). In contrast, 37 38 39 simulations using H1 predict a decrease in coherence at all frequencies for low percentiles, and an 40 41 increase in coherence at all frequencies for high percentiles (figure 4(b)). The observations indi- 42 43 44 cate a frequency dependent pattern similar to that predicted by H1 and unlike that predicated by 45 46 H0. Chronologies derived using between the 65 th and 86th percentiles show improved coherence 47 48 49 across all frequencies relative to an average chronology (figure 4(c)), with a decrease for some 50 51 frequencies at the highest percentiles, likely associated with the effects of outliers. 52 53 54 55 The greatest improvement in coherence occurs at the lowest frequencies when using the 56 57 58 59 60 Accep ed Manuscript Page 15 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 highest percentiles. H1 reproduces this pattern, albeit more weakly, when instrumental temperature 5 6 observations are prescribed as the CGF (figure 4(b)). More generally, the greatest improvement 7 8 9 occurs at those frequencies at which the CGF is most energetic (figure S2) because large-amplitude 10 11 forcing tends to be susceptible to intermittent loss of signal. Temperature estimates are biased low 12 13 during warmer intervals on account of increased sampling of the LGFs depressing the overall 14 15 16 estimate, but this bias is reduced when using high-percentile chronologies relative to an average 17 18 chronology. 19 20 21 22 23 Further discussion and conclusions 24 25 26 27 The operation of the law of the minimum is well-established and comes as no particular surprise 28 29 30 from an ecological perspective. Indeed, models of tree-ring growth that explicitly parametrize bio- 31 32 logical laws invoke the law of the minimum to select between multiple explicitly resolved processes 33 34 controlling growth (Fritts et al. 1991, Shashkin & Vaganov 1993, Vaganov et al. 2006, Vaganov 35 36 37 et al. 2011, Evans, et al. 2006, Anchukaitis, et al. 2006, Tolwinski-Ward et al. 2011). Forest dy- 38 39 namics models (Botkin 1993), plankton ecology models (De Baar 1994, Legović & Cruzado 1997) 40 41 42 and carbon cycle models (Farquhar, et al. 1980, Collatz, et al. 1991) invoke a similar formulation to 43 44 select between multiple explicitly-resolved environmental limitations on growth. However, stan- 45 46 47 dard formulations of tree-ring growth models assume that the factor that is limiting at a given time 48 49 is common across all trees in a site. Our results establish that the Law of the Minimum operates 50 51 52 differentially across trees within a given stand, and that accounting for these differential growth 53 54 controls allows for more accurate reconstruction of past CGFs. Rather than a noise-plus-signal 55 56 57 58 59 60 Accepted Manuscri t AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 16 of 28 1 2 3 4 model, our results favor a model wherein the CGF is only intermittently present in a given tree. In 5 6 this case, the CGF is better reconstructed through selecting high percentiles of growth across all 7 8 9 trees in a stand. 10 11 12 13 Most dedroclimatological studies rely on measurements of tree ring width, rather than den- 14 15 sity, because the width measurement is more widely available than are measurements of density. 16 17 Tree ring width is, however, a noisier climate proxy. For example, in the dataset considered here, 18 19 20 the average squared correlation between the mean chronology and local JJA temperature is >4 21 22 times larger for density (R2 = 0.28) than for width (R2 = 0.06). Generally, the addition of any 23 24 25 kind of noise after the law of the minimum operator tends to draw down the expected correlation 26 27 between high percentiles and the CGF, drawing the observed signal ratio behavior towards the 28 29 30 prediction under H0 (as in Figure 2b, blue line) and making detection of any law-of-the-minimum 31 32 behavior more difficult. In addition, because Schweingruber was explicitly focussed on density, 33 34 35 the site selection method used in the present dataset differs from the typical site selection method 36 37 for dendroclimatological studies using tree ring width, making this a poor dataset for testing hy- 38 39 40 potheses about controls on width-based climate reconstructions. A proper test for the implications 41 42 of law of the minimum variability for climate reconstructions based on tree-ring width will require 43 44 45 further consideration of additional datasets. 46 47 48 49 Although an optimal formulation for purposes of reconstructing climate variability is beyond 50 51 the scope of this paper, some features important for accurate reconstruction can be highlighted. If 52 53 54 we repeat our analysis with a fixed network of sites while varying the number of cores included 55 56 57 58 59 60 Accepte Manuscript Page 17 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 in the analysis from 1 to 20, we find a monotonic increase in the reconstruction skill with the 5 6 number of cores at all percentile for any reasonable reconstruction method. The trend in correlation 7 8 9 between the 91st percentile-based reconstruction and regional temperature variations (0.008 per 10 11 number of cores included) is somewhat stronger than the analogous trend for the averaging-based 12 13 reconstruction (0.006 per number of cores included). The different trends arrise because more 14 15 16 reconstruction skill is available with the 91st percentile than with the mean chronology whenever 17 18 more than about 10 cores are available, but the skill of this 91st percentile method drops to be 19 20 21 essentially identical to that of the mean chronology once the number of cores drops below 10. This 22 23 indicates that the number of records available is an even more important determinant of skill when 24 25 26 attempting to leverage the additional reconstruction skill available by accounting for action of the 27 28 law of the minimum. Analysis of the smaller number of sites with more than 20 cores shows that 29 30 31 the trend towards increased signal recovery with increase sample depth continues past 30 cores, 32 33 albeit with smaller marginal gains per core. 34 35 36 37 It is expected on the basis of order statistics that the maximum value of a random variable 38 39 40 will increase with the number of samples. This will be an important consideration for attempts 41 42 to reconstruct climate further back in time due to the diminishing number of records in earlier 43 44 45 periods. Once the number of samples is sufficiently small such that the high percentiles becomes 46 47 indistinguishable from the maximum value, loss of records will lead to systematic suppression of 48 49 50 the expected value. Furthermore, simulations done by varying the number of cores included in the 51 52 analysis indicate a depression in the percentile most strongly correlated with temperature at sample 53 54 55 depths below 10 cores. Thus there will be a need to re-estimate the optimal percentile as well as 56 57 58 59 60 Accepted Manus ript AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 18 of 28 1 2 3 4 the mean and uncertainty associated with the reconstruction as a function of the available records 5 6 if reconstruction is to be extended into periods with very low sample depth. 7 8 9 10 Despite the complexity implied by local operation of the law of the minimum and utilization 11 12 13 of a percentile-based approach to reconstruction, there are grounds to expect systematic improve- 14 15 ment in skill based on the higher correlations and coherence. The indication that high-percentiles 16 17 better reconstruct low-frequency temperature variability is particularly promising. Difficulty in re- 18 19 20 constructing low-frequency temperature variations from tree-ring records is most often ascribed to 21 22 the need to remove growth trends (Cook, et al. 1995, Briffa, et al. 1996), but these results suggest 23 24 25 that the greater variability in temperature at low-frequencies also contributes to greater noise and 26 27 biases at these frequencies, and that reconstruction using high percentiles will improve reconstruc- 28 29 30 tion of low-frequency changes in temperature. In future work it will be important to more fully 31 32 characterize the properties of the unobserved stresses that operate through the Law of the Minimum 33 34 35 across different regions, species, and time-intervals. Further developing such ecologically-based 36 37 models of local tree growth should prove useful for better reconstructing past climates. 38 39 40 41 42 Supplementary Data accompanies this manuscript. 43 44 45 46 Acknowledgements ARSwas supported by NFS Award AGS-1405053. PH was supported by NSF Award 47 48 AGS-1304309. We thank Fritz Schweingruber for making his density network data available. 49 50 51 52 Author Contributions ARS and PH contributed equally to formulating the project and communicating 53 54 its results. ARS performed the calculations. 55 56 57 58 59 60 Accept d Manuscript Page 19 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 5 6 7 Competing Interests The authors declare that they have no competing financial interests. 8 9 10 11 Correspondence Correspondence and requests for materials should be addressed to 12 13 ARS (email: stine@sfsu.edu). 14 15 16 17 18 K. Anchukaitis, et al. (2006). ‘Forward modeling of regional scale tree-ring patterns in the south- 19 20 21 eastern United States and the recent influence of summer drought’. Geophys. Res. Lett 33. 22 23 24 M. Austin (2007). ‘Species distribution models and ecological theory: a critical assessment and 25 26 27 some possible new approaches’. 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The botanical review 44 45 46 45(3):229–299. 47 48 49 50 51 52 53 54 55 56 57 58 59 60 Accepted Ma uscript Page 25 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 5 6 (a) 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 1900 1920 1940 1960 28 (b) year 29 30 31 32 1900 1920 1940 1960 33 year 34 (c) 35 36 37 38 1900 1920 1940 1960 1980 39 year 40 Figure 1 Illustration of method for calculating percentile series: Demonstration of how 41 42 43 percentile series are formed at one of the 207 sites used in this study. (a) Individual density series 44 45 from21 cores from Franchise Wood, Great Britain. Magenta, blue and green dots respectively 46 47 48 indicate the core that represents the 50 th, 90th and 100th percentiles for each year. (b) Percentile 49 50 series formed from the individual core series shown in (a). Magenta, blue and green lines re- 51 52 53 spectively represent the 50 th, 90th, and 100th percentile series. (c) Mean chronology for the site, 54 55 formed by taking the average of all density series for each year. 56 57 58 59 60 Acce t mean chronology percentile series normalized single-core density seriesd Manuscript AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 26 of 28 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 Accepted Manuscript Page 27 of 28 AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 1 2 3 4 5 180° E 100 6 ° W 157 0 0 ° 15 E 8 90 ° 9 60 N 10 11 80 12 13 14 75° N 70 15 16 60 17 18 19 90° N 50 20 21 22 40 23 24 25 30 26 27 20 28 29 30 10 31 30 ° ° E 32 W 3 0 33 0 0° 34 35 36 37 38 39 40 Figure 3 Percentile with strongest temperature signal. Circles give locations of tree-ring 41 42 43 sites used in this study. Color indicates the percentile chronology having the highest correlation 44 45 with local temperature for the 207 sites where the highest percentile correlation with tempera- 46 47 48 ture exceeds the correlation between temperature and the mean chronology. Black X’s located 49 50 in central Russia indicate the 2 sites for which the mean chronology has a higher correlation with 51 52 53 temperature than any percentile. The close proximity of the two sites make the two X’s indistin- 54 55 guishable. 56 57 58 59 60 Accep 120 ° Wted Manus 60 ° E c 90° E ri maximum correlation percentile pt ° 0 E 12 ° W 60 90° W AUTHOR SUBMITTED MANUSCRIPT - ERL-104091.R1 Page 28 of 28 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 Accepted Manuscript