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...
Published in: | Physica A: Statistical Mechanics and its Applications |
---|---|
Main Authors: | , , |
Other Authors: | , , , , , , , , |
Format: | Article in Journal/Newspaper |
Language: | English |
Published: |
2003
|
Subjects: | |
Online Access: | http://hdl.handle.net/10553/43909 https://doi.org/10.1016/S0378-4371(03)00056-6 |
Summary: | 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. 714 705 |
---|