Is the North Atlantic Oscillation just a pink noise?
In this paper the authors address the problem of predictability for the NAO index series. The spectral analysis, completed with a bootstrap procedure, shows a rather featureless structure of the index. In other words, the actual time series could be a realisation of many different stochastic process...
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ftrepec:oai:RePEc:eee:phsmap:v:323:y:2003:i:c:p:705-714 2024-04-14T08:15:40+00:00 Is the North Atlantic Oscillation just a pink noise? Fernández, Isabel Hernández, Carmen N. Pacheco, José M. http://www.sciencedirect.com/science/article/pii/S0378437103000566 unknown http://www.sciencedirect.com/science/article/pii/S0378437103000566 article ftrepec 2024-03-19T10:32:18Z In this paper the authors address the problem of predictability for the NAO index series. The spectral analysis, completed with a bootstrap procedure, shows a rather featureless structure of the index. In other words, the actual time series could be a realisation of many different stochastic processes. An analysis of the Hurst exponent does suggest a slightly red noise as a model for the index, which is interpreted as the NAO being driven by meteorological noise. A nonlinear study of the series (embedding dimension, fractal correlation dimension and leading Lyapunov exponent) shows little predictive performance as well. NAO; Predictability; Power spectrum; Bootstrap; Hurst exponent; Meteorological noise; Article in Journal/Newspaper North Atlantic North Atlantic oscillation RePEc (Research Papers in Economics) |
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Open Polar |
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RePEc (Research Papers in Economics) |
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description |
In this paper the authors address the problem of predictability for the NAO index series. The spectral analysis, completed with a bootstrap procedure, shows a rather featureless structure of the index. In other words, the actual time series could be a realisation of many different stochastic processes. An analysis of the Hurst exponent does suggest a slightly red noise as a model for the index, which is interpreted as the NAO being driven by meteorological noise. A nonlinear study of the series (embedding dimension, fractal correlation dimension and leading Lyapunov exponent) shows little predictive performance as well. NAO; Predictability; Power spectrum; Bootstrap; Hurst exponent; Meteorological noise; |
format |
Article in Journal/Newspaper |
author |
Fernández, Isabel Hernández, Carmen N. Pacheco, José M. |
spellingShingle |
Fernández, Isabel Hernández, Carmen N. Pacheco, José M. Is the North Atlantic Oscillation just a pink noise? |
author_facet |
Fernández, Isabel Hernández, Carmen N. Pacheco, José M. |
author_sort |
Fernández, Isabel |
title |
Is the North Atlantic Oscillation just a pink noise? |
title_short |
Is the North Atlantic Oscillation just a pink noise? |
title_full |
Is the North Atlantic Oscillation just a pink noise? |
title_fullStr |
Is the North Atlantic Oscillation just a pink noise? |
title_full_unstemmed |
Is the North Atlantic Oscillation just a pink noise? |
title_sort |
is the north atlantic oscillation just a pink noise? |
url |
http://www.sciencedirect.com/science/article/pii/S0378437103000566 |
genre |
North Atlantic North Atlantic oscillation |
genre_facet |
North Atlantic North Atlantic oscillation |
op_relation |
http://www.sciencedirect.com/science/article/pii/S0378437103000566 |
_version_ |
1796314082064728064 |