North Atlantic Oscillation index stochastic modeling
The North Atlantic Oscillation (NAO) index plays a crucial role in the climatic evolution of the Northern Hemisphere. Predicting NAO evolution is very challenging due to the large number of physical processes that influence it. Quantitative surveys have tried to detect possible long-term trends or p...
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Online Access: | http://hdl.handle.net/11584/110682 https://doi.org/10.1002/joc.4236 |
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ftunicagliariris:oai:iris.unica.it:11584/110682 2024-02-11T10:06:11+01:00 North Atlantic Oscillation index stochastic modeling MASALA, GIOVANNI BATISTA Masala, GIOVANNI BATISTA 2015 http://hdl.handle.net/11584/110682 https://doi.org/10.1002/joc.4236 eng eng info:eu-repo/semantics/altIdentifier/wos/WOS:000362731000016 volume:35 issue:12 firstpage:3624 lastpage:3632 numberofpages:9 journal:INTERNATIONAL JOURNAL OF CLIMATOLOGY http://hdl.handle.net/11584/110682 doi:10.1002/joc.4236 info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84943451160 info:eu-repo/semantics/closedAccess info:eu-repo/semantics/article 2015 ftunicagliariris https://doi.org/10.1002/joc.4236 2024-01-24T17:47:06Z The North Atlantic Oscillation (NAO) index plays a crucial role in the climatic evolution of the Northern Hemisphere. Predicting NAO evolution is very challenging due to the large number of physical processes that influence it. Quantitative surveys have tried to detect possible long-term trends or periodic features in the NAO evolution. In this study, we implement a stochastic model that is able to replicate the statistical characteristics of the NAO index, based on a non-homogeneous semi-Markov Model. For this purpose, we set up two states of the process, namely positive and negative NAO values. We also analyse positive and negative sequences of NAO values. The model characteristics are estimated using daily real values during the period 1950-2013 and we lastly implement a Monte Carlo procedure in order to simulate daily NAO values covering a 1-year time horizon. Next, this model is compared with a typical ARMA-GARCH model used in time series analysis, which appears to be underperforming, in contrast with the semi-Markov one. Article in Journal/Newspaper North Atlantic North Atlantic oscillation Università degli Studi di Cagliari: UNICA IRIS International Journal of Climatology 35 12 3624 3632 |
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Università degli Studi di Cagliari: UNICA IRIS |
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English |
description |
The North Atlantic Oscillation (NAO) index plays a crucial role in the climatic evolution of the Northern Hemisphere. Predicting NAO evolution is very challenging due to the large number of physical processes that influence it. Quantitative surveys have tried to detect possible long-term trends or periodic features in the NAO evolution. In this study, we implement a stochastic model that is able to replicate the statistical characteristics of the NAO index, based on a non-homogeneous semi-Markov Model. For this purpose, we set up two states of the process, namely positive and negative NAO values. We also analyse positive and negative sequences of NAO values. The model characteristics are estimated using daily real values during the period 1950-2013 and we lastly implement a Monte Carlo procedure in order to simulate daily NAO values covering a 1-year time horizon. Next, this model is compared with a typical ARMA-GARCH model used in time series analysis, which appears to be underperforming, in contrast with the semi-Markov one. |
author2 |
Masala, GIOVANNI BATISTA |
format |
Article in Journal/Newspaper |
author |
MASALA, GIOVANNI BATISTA |
spellingShingle |
MASALA, GIOVANNI BATISTA North Atlantic Oscillation index stochastic modeling |
author_facet |
MASALA, GIOVANNI BATISTA |
author_sort |
MASALA, GIOVANNI BATISTA |
title |
North Atlantic Oscillation index stochastic modeling |
title_short |
North Atlantic Oscillation index stochastic modeling |
title_full |
North Atlantic Oscillation index stochastic modeling |
title_fullStr |
North Atlantic Oscillation index stochastic modeling |
title_full_unstemmed |
North Atlantic Oscillation index stochastic modeling |
title_sort |
north atlantic oscillation index stochastic modeling |
publishDate |
2015 |
url |
http://hdl.handle.net/11584/110682 https://doi.org/10.1002/joc.4236 |
genre |
North Atlantic North Atlantic oscillation |
genre_facet |
North Atlantic North Atlantic oscillation |
op_relation |
info:eu-repo/semantics/altIdentifier/wos/WOS:000362731000016 volume:35 issue:12 firstpage:3624 lastpage:3632 numberofpages:9 journal:INTERNATIONAL JOURNAL OF CLIMATOLOGY http://hdl.handle.net/11584/110682 doi:10.1002/joc.4236 info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84943451160 |
op_rights |
info:eu-repo/semantics/closedAccess |
op_doi |
https://doi.org/10.1002/joc.4236 |
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International Journal of Climatology |
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35 |
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12 |
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3624 |
op_container_end_page |
3632 |
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1790603741628465152 |