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Foraging strategies are of great ecological interest, as they have a strong impact on the fitness of an individual and can affect its ability to cope with a changing environment. Recent studies on foraging strategies show a higher complexity than previously thought due to intraspecific variability. To reliably identify foraging strategies and describe the different foraging niches they allow individual animals to realize, high-resolution multivariate approaches which consider individual variation are required. Here we dive into the foraging strategies of Galápagos sea lions (Zalophus wollebaeki), a tropical predator confronted with substantial annual variation in sea surface temperature. This affects prey abundance, and El Niño events, expected to become more frequent and severe with climate change, are known to have dramatic effects on sea lions. This study used high-resolution measures of depth, GPS position and acceleration collected from 39 lactating sea lion females to analyze their foraging strategies at an unprecedented level of detail using a novel combination of automated broken stick algorithm, hierarchical cluster analysis and individually fitted multivariate hidden Markov models. We found three distinct foraging strategies (pelagic, benthic, and night divers), which differed in their horizontal, vertical and temporal distribution, most likely corresponding to different prey species, and allowed us to formulate hypotheses with regard to adaptive values under different environmental scenarios. We demonstrate the advantages of our multivariate approach and inclusion of individual variation to reliably gain a deeper understanding of the adaptive value and ecological relevance of foraging strategies of marine predators in dynamic environments.