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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Main Authors: Fernández, Isabel, Hernández, Carmen N., Pacheco, José M.
Format: Article in Journal/Newspaper
Language:unknown
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S0378437103000566
id ftrepec:oai:RePEc:eee:phsmap:v:323:y:2003:i:c:p:705-714
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spelling 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)
institution Open Polar
collection RePEc (Research Papers in Economics)
op_collection_id ftrepec
language unknown
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
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