Nonlinear time series models for the North Atlantic Oscillation

The North Atlantic Oscillation (NAO) is the dominant mode of climate variability over the North Atlantic basin and has a significant impact on seasonal climate and surface weather conditions. This is the result of complex and nonlinear interactions between many spatio-temporal scales. Here, the auth...

Full description

Bibliographic Details
Published in:Advances in Statistical Climatology, Meteorology and Oceanography
Main Authors: T. Önskog, C. L. E. Franzke, A. Hannachi
Format: Article in Journal/Newspaper
Language:English
Published: Copernicus Publications 2020
Subjects:
Online Access:https://doi.org/10.5194/ascmo-6-141-2020
https://doaj.org/article/639fae3ebef24bad80995c81f64bb682
Description
Summary:The North Atlantic Oscillation (NAO) is the dominant mode of climate variability over the North Atlantic basin and has a significant impact on seasonal climate and surface weather conditions. This is the result of complex and nonlinear interactions between many spatio-temporal scales. Here, the authors study a number of linear and nonlinear models for a station-based time series of the daily winter NAO index. It is found that nonlinear autoregressive models, including both short and long lags, perform excellently in reproducing the characteristic statistical properties of the NAO, such as skewness and fat tails of the distribution, and the different timescales of the two phases. As a spin-off of the modelling procedure, we can deduce that the interannual dependence of the NAO mostly affects the positive phase, and that timescales of 1 to 3 weeks are more dominant for the negative phase. Furthermore, the statistical properties of the model make it useful for the generation of realistic climate noise.