Adaptive filtering and prediction of the Southern Oscillation index

Singular spectrum analysis (SSA), a variant of principal component analysis, is applied to a time series of the Southern Oscillation index (SOI). The analysis filters out variability unrelated to the Southern Oscillation and separates the high-frequency, 2- to 3-year variability, including the quasi-biennial oscillation, from the lower-frequency 4- to 6-year El Nino cycle. The maximum entropy method (MEM) is applied to forecasting the prefiltered SOI. Prediction based on MEM-associated autoregressive models has useful skill for 30-36 months. A 1993-1994 La Nina event is predicted based on data through February 1992. 52 refs., 4 figs.

[1]  Gilbert T. Walker,et al.  On Periodicity in Series of Related Terms , 1931 .

[2]  E. Sarachik.  Predictability of ENSO , 1990 .

[3]  R. Preisendorfer,et al.  Principal Component Analysis in Meteorology and Oceanography , 1988 .

[4]  Kevin E. Trenberth,et al.  On the evolution of the southern oscillation , 1987 .

[5]  J. Bjerknes.  ATMOSPHERIC TELECONNECTIONS FROM THE EQUATORIAL PACIFIC1 , 1969 .

[6]  F. Takens.  Detecting strange attractors in turbulence , 1981 .

[7]  Klaus Fraedrich,et al.  Estimating the Dimensions of Weather and Climate Attractors , 1986 .

[8]  Itamar Procaccia,et al.  Complex or just complicated? , 1988, Nature.

[9]  K. Mo,et al.  A GCM Study of the 1988 United States Drought , 1991 .

[10]  E. Rasmusson,et al.  The biennial component of ENSO variability , 1990 .

[11]  R. Mañé,et al.  On the dimension of the compact invariant sets of certain non-linear maps , 1981 .

[12]  B. Weare,et al.  Examples of Extended Empirical Orthogonal Function Analyses , 1982 .

[13]  Richard W. Katz,et al.  Modeling and Forecasting the Southern Oscillation: A Time-Domain Approach , 1985 .

[14]  Klaus Fraedrich,et al.  El Niño/Southern Oscillation Predictability , 1988 .

[15]  G. Yule.  On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers , 1927 .

[16]  Joel Michaelsen,et al.  An investigation of the El Niño‐Southern Oscillation cycle With statistical models: 1. Predictor field characteristics , 1987 .

[17]  Michael Ghil,et al.  Intraseasonal oscillations in the global atmosphere. I - Northern Hemisphere and tropics , 1991 .

[18]  Y. Wong,et al.  Differentiable Manifolds , 2009 .

[19]  M. Ghil,et al.  Interdecadal oscillations and the warming trend in global temperature time series , 1991, Nature.

[20]  K. Lau,et al.  Aspects of the 40 50 Day Oscillation during the Northern Summer as Inferred from Outgoing Longwave Radiation , 1985 .

[21]  Michael Ghil,et al.  Adaptive filtering and maximum entropy spectra with application to changes in atmospheric angular momentum , 1991 .

[22]  G. Meehl,et al.  Tropical air-sea interaction in general circulation models , 1992 .

[23]  Michael Ghil,et al.  Extreme weather events , 1992, Nature.

[24]  T. P. Barnett,et al.  Multifield Analog Prediction of Short-Term Climate Fluctuations Using a Climate State vector , 1978 .

[25]  E. Rasmusson,et al.  Variations in Tropical Sea Surface Temperature and Surface Wind Fields Associated with the Southern Oscillation/El Niño , 1982 .

[26]  John M. Wallace,et al.  El Niño events and their relation to the Southern Oscillation: 1925–1986 , 1987 .

[27]  Kevin E. Trenberth,et al.  Origins of the 1988 North American Drought , 1988, Science.

[28]  T. Barnett,et al.  On the Prediction of the El Ni�o of 1986-1987 , 1988, Science.

[29]  R. Hide,et al.  Global propagation of interannual fluctuations in atmospheric angular momentum , 1992, Nature.

[30]  P. Grassberger.  Do climatic attractors exist? , 1986, Nature.

[31]  Michael Ghil,et al.  Nonlinear Dynamics and Predictability in the Atmospheric Sciences , 1991 .

[32]  R. Vautard,et al.  Singular-spectrum analysis: a toolkit for short, noisy chaotic signals , 1992 .

[33]  D. Ruelle,et al.  The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction , 1990, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.

[34]  J. P. Burg,et al.  Maximum entropy spectral analysis. , 1967 .

[35]  R. Vautard,et al.  Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series , 1989 .

[36]  Mark A. Cane,et al.  Experimental forecasts of El Niño , 1986, Nature.

[37]  G. P. King,et al.  Extracting qualitative dynamics from experimental data , 1986 .

[38]  H. Akaike.  A new look at the statistical model identification , 1974 .

[39]  Michael Ghil,et al.  Intraseasonal Oscillations in the Global Atmosphere. Part II: Southern Hemisphere. , 1991 .

[40]  T. Barnett,et al.  An investigation of the El Niño‐Southern Oscillation cycle With statistical models: 2. Model results , 1987 .

[41]  Jm Colebrook,et al.  Continuous plankton records - zooplankton and environment, northeast atlantic and north-sea, 1948-1975 , 1978 .

[42]  Mario Bertero,et al.  Generalised information theory for inverse problems in signal processing , 1984 .