Complexity and predictability of the monthly Western Mediterranean Oscillation index
ABSTRACT The complexity, predictability and predictive instability of the Western Mediterranean Oscillation index ( WeMOi ) at monthly scale, years 1856–2000, are analysed from the viewpoint of monofractal and multifractal theories. The complex physical mechanism is quantified by: (1) the Hurst expo...
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crwiley:10.1002/joc.4503 2024-06-23T07:55:08+00:00 Complexity and predictability of the monthly Western Mediterranean Oscillation index Lana, X. Burgueño, A. Martínez, M. D. Serra, C. 2015 http://dx.doi.org/10.1002/joc.4503 https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1002%2Fjoc.4503 https://rmets.onlinelibrary.wiley.com/doi/pdf/10.1002/joc.4503 en eng Wiley http://onlinelibrary.wiley.com/termsAndConditions#vor International Journal of Climatology volume 36, issue 6, page 2435-2450 ISSN 0899-8418 1097-0088 journal-article 2015 crwiley https://doi.org/10.1002/joc.4503 2024-06-11T04:38:49Z ABSTRACT The complexity, predictability and predictive instability of the Western Mediterranean Oscillation index ( WeMOi ) at monthly scale, years 1856–2000, are analysed from the viewpoint of monofractal and multifractal theories. The complex physical mechanism is quantified by: (1) the Hurst exponent, H , of the rescaled range analysis; (2) correlation and embedding dimensions, μ * and d E , together with Kolmogorov entropy, κ , derived from the reconstruction theorem; and (3) the critical Hölder exponent, α o , the spectral width, W , and the asymmetry of the multifractal spectrum, f ( α ). The predictive instability is described by the Lyapunov exponents, λ , and the Kaplan–Yorke dimension, D KY , while the self‐affine character is characterized by the Hausdorff exponent, H a . Relationships between the exponent β , which describes the dependence of the power spectrum S ( f ) on frequency f , and the Hurst and Hausdorff exponents suggest fractional Gaussian noise ( fGn ) as a right simulation of empiric WeMOi . Comparisons are made with monthly North‐Atlantic Oscillation and Atlantic Multidecadal Oscillation indices. The analysis is complemented with an ARIMA (p,1,0) autoregressive process, which yields a more accurate prediction of WeMOi than that derived from fGn simulations. Article in Journal/Newspaper North Atlantic North Atlantic oscillation Wiley Online Library International Journal of Climatology 36 6 2435 2450 |
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Wiley Online Library |
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English |
description |
ABSTRACT The complexity, predictability and predictive instability of the Western Mediterranean Oscillation index ( WeMOi ) at monthly scale, years 1856–2000, are analysed from the viewpoint of monofractal and multifractal theories. The complex physical mechanism is quantified by: (1) the Hurst exponent, H , of the rescaled range analysis; (2) correlation and embedding dimensions, μ * and d E , together with Kolmogorov entropy, κ , derived from the reconstruction theorem; and (3) the critical Hölder exponent, α o , the spectral width, W , and the asymmetry of the multifractal spectrum, f ( α ). The predictive instability is described by the Lyapunov exponents, λ , and the Kaplan–Yorke dimension, D KY , while the self‐affine character is characterized by the Hausdorff exponent, H a . Relationships between the exponent β , which describes the dependence of the power spectrum S ( f ) on frequency f , and the Hurst and Hausdorff exponents suggest fractional Gaussian noise ( fGn ) as a right simulation of empiric WeMOi . Comparisons are made with monthly North‐Atlantic Oscillation and Atlantic Multidecadal Oscillation indices. The analysis is complemented with an ARIMA (p,1,0) autoregressive process, which yields a more accurate prediction of WeMOi than that derived from fGn simulations. |
format |
Article in Journal/Newspaper |
author |
Lana, X. Burgueño, A. Martínez, M. D. Serra, C. |
spellingShingle |
Lana, X. Burgueño, A. Martínez, M. D. Serra, C. Complexity and predictability of the monthly Western Mediterranean Oscillation index |
author_facet |
Lana, X. Burgueño, A. Martínez, M. D. Serra, C. |
author_sort |
Lana, X. |
title |
Complexity and predictability of the monthly Western Mediterranean Oscillation index |
title_short |
Complexity and predictability of the monthly Western Mediterranean Oscillation index |
title_full |
Complexity and predictability of the monthly Western Mediterranean Oscillation index |
title_fullStr |
Complexity and predictability of the monthly Western Mediterranean Oscillation index |
title_full_unstemmed |
Complexity and predictability of the monthly Western Mediterranean Oscillation index |
title_sort |
complexity and predictability of the monthly western mediterranean oscillation index |
publisher |
Wiley |
publishDate |
2015 |
url |
http://dx.doi.org/10.1002/joc.4503 https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1002%2Fjoc.4503 https://rmets.onlinelibrary.wiley.com/doi/pdf/10.1002/joc.4503 |
genre |
North Atlantic North Atlantic oscillation |
genre_facet |
North Atlantic North Atlantic oscillation |
op_source |
International Journal of Climatology volume 36, issue 6, page 2435-2450 ISSN 0899-8418 1097-0088 |
op_rights |
http://onlinelibrary.wiley.com/termsAndConditions#vor |
op_doi |
https://doi.org/10.1002/joc.4503 |
container_title |
International Journal of Climatology |
container_volume |
36 |
container_issue |
6 |
container_start_page |
2435 |
op_container_end_page |
2450 |
_version_ |
1802647591696990208 |