Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations

• Main Authors: Lind, Pedro Gonçalves, Mora, Alejandro, Gallas, Jason Alfredo Carlson, Haase, Maria
• Format: Article in Journal/Newspaper
• Language: English
• Published: 2005
• Subjects: Climatologia; Processos de Markov; Processos estocásticos; Séries temporais; North Atlantic; North Atlantic oscillation
• Online Access: http://hdl.handle.net/10183/101619

We present a critical investigation of the functional relationship between the two pressure time series routinely used to define the index characterizing the North Atlantic Oscillation NAO , well known to regulate global climate variability and change. First, by a standard Markov analysis we show that the standard NAO index based on the pressure difference is not optimal in the sense of producing sufficiently reliable forecasts because it contains a dominating stochastic term in the corresponding Langevin equation. Then, we introduce a variationally optimized Markov analysis involving two coupled Langevin equations tailored to produce a NAO quasi-index having the desired minimum possible stochasticity. The variationally optimized Markov analysis is very general and can be applied in other physical situations involving two or more time series.