Complexity and predictability of the monthly Western Mediterranean oscillation index
The complexity, predictability and predictive instability of the Western Mediterranean Oscillation index (WeMOi) at monthly scale, years 1856-2000, are analysed from the viewpoint of monofractal and multifractal theories. The complex physical mechanism is quantified by: (1) the Hurst exponent, H, of...
Published in: | International Journal of Climatology |
---|---|
Main Authors: | , , , |
Other Authors: | , |
Format: | Article in Journal/Newspaper |
Language: | English |
Published: |
Wiley
2016
|
Subjects: | |
Online Access: | http://hdl.handle.net/2117/105695 https://doi.org/10.1002/joc.4503 |
id |
ftupcatalunya:oai:upcommons.upc.edu:2117/105695 |
---|---|
record_format |
openpolar |
spelling |
ftupcatalunya:oai:upcommons.upc.edu:2117/105695 2023-05-15T17:34:35+02:00 Complexity and predictability of the monthly Western Mediterranean oscillation index Lana Pons, Francisco Javier Burgueño Rivero, August Martínez Santafé, Maria Dolors Serra de Larrocha, Carina Universitat Politècnica de Catalunya. Departament de Física Universitat Politècnica de Catalunya. GIES - Geofísica i Enginyeria Sísmica 2016-05 16 p. http://hdl.handle.net/2117/105695 https://doi.org/10.1002/joc.4503 eng eng Wiley http://onlinelibrary.wiley.com/doi/10.1002/joc.4503/abstract Attribution-NonCommercial-NoDerivs 3.0 Spain http://creativecommons.org/licenses/by-nc-nd/3.0/es/ Open Access CC-BY-NC-ND Àrees temàtiques de la UPC::Física Àrees temàtiques de la UPC::Desenvolupament humà i sostenible::Enginyeria ambiental Fractals Spectrum analysis) Atmospheric pressure - Western Mediterranean Western Mediterranean Oscillation index Reconstruction theorem Complexity and predictive instability Multifractal spectrum Fractional Gaussian noise simulation Autoregressive process Anàlisi espectral Pressió atmosfèrica - Mediterrani occidental Article 2016 ftupcatalunya https://doi.org/10.1002/joc.4503 2019-09-29T09:17:25Z The complexity, predictability and predictive instability of the Western Mediterranean Oscillation index (WeMOi) at monthly scale, years 1856-2000, are analysed from the viewpoint of monofractal and multifractal theories. The complex physical mechanism is quantified by: (1) the Hurst exponent, H, of the rescaled range analysis; (2) correlation and embedding dimensions, mu* and d(E), together with Kolmogorov entropy, kappa, derived from the reconstruction theorem; and (3) the critical Holder exponent, alpha(o), the spectral width, W, and the asymmetry of the multifractal spectrum, f(alpha). The predictive instability is described by the Lyapunov exponents, lambda, and the Kaplan-Yorke dimension, D-KY, while the self-affine character is characterized by the Hausdorff exponent, H-a. Relationships between the exponent beta, which describes the dependence of the power spectrum S(f) on frequency f, and the Hurst and Hausdorff exponents suggest fractional Gaussian noise (fGn) as a right simulation of empiric WeMOi. Comparisons are made with monthly North-Atlantic Oscillation and Atlantic Multidecadal Oscillation indices. The analysis is complemented with an ARIMA(p,1,0) autoregressive process, which yields a more accurate prediction of WeMOi than that derived from fGn simulations. Postprint (author's final draft) Article in Journal/Newspaper North Atlantic North Atlantic oscillation Universitat Politècnica de Catalunya (UPC): Theses and Dissertations Online (TDX) Lambda ENVELOPE(-62.983,-62.983,-64.300,-64.300) International Journal of Climatology 36 6 2435 2450 |
institution |
Open Polar |
collection |
Universitat Politècnica de Catalunya (UPC): Theses and Dissertations Online (TDX) |
op_collection_id |
ftupcatalunya |
language |
English |
topic |
Àrees temàtiques de la UPC::Física Àrees temàtiques de la UPC::Desenvolupament humà i sostenible::Enginyeria ambiental Fractals Spectrum analysis) Atmospheric pressure - Western Mediterranean Western Mediterranean Oscillation index Reconstruction theorem Complexity and predictive instability Multifractal spectrum Fractional Gaussian noise simulation Autoregressive process Anàlisi espectral Pressió atmosfèrica - Mediterrani occidental |
spellingShingle |
Àrees temàtiques de la UPC::Física Àrees temàtiques de la UPC::Desenvolupament humà i sostenible::Enginyeria ambiental Fractals Spectrum analysis) Atmospheric pressure - Western Mediterranean Western Mediterranean Oscillation index Reconstruction theorem Complexity and predictive instability Multifractal spectrum Fractional Gaussian noise simulation Autoregressive process Anàlisi espectral Pressió atmosfèrica - Mediterrani occidental Lana Pons, Francisco Javier Burgueño Rivero, August Martínez Santafé, Maria Dolors Serra de Larrocha, Carina Complexity and predictability of the monthly Western Mediterranean oscillation index |
topic_facet |
Àrees temàtiques de la UPC::Física Àrees temàtiques de la UPC::Desenvolupament humà i sostenible::Enginyeria ambiental Fractals Spectrum analysis) Atmospheric pressure - Western Mediterranean Western Mediterranean Oscillation index Reconstruction theorem Complexity and predictive instability Multifractal spectrum Fractional Gaussian noise simulation Autoregressive process Anàlisi espectral Pressió atmosfèrica - Mediterrani occidental |
description |
The complexity, predictability and predictive instability of the Western Mediterranean Oscillation index (WeMOi) at monthly scale, years 1856-2000, are analysed from the viewpoint of monofractal and multifractal theories. The complex physical mechanism is quantified by: (1) the Hurst exponent, H, of the rescaled range analysis; (2) correlation and embedding dimensions, mu* and d(E), together with Kolmogorov entropy, kappa, derived from the reconstruction theorem; and (3) the critical Holder exponent, alpha(o), the spectral width, W, and the asymmetry of the multifractal spectrum, f(alpha). The predictive instability is described by the Lyapunov exponents, lambda, and the Kaplan-Yorke dimension, D-KY, while the self-affine character is characterized by the Hausdorff exponent, H-a. Relationships between the exponent beta, which describes the dependence of the power spectrum S(f) on frequency f, and the Hurst and Hausdorff exponents suggest fractional Gaussian noise (fGn) as a right simulation of empiric WeMOi. Comparisons are made with monthly North-Atlantic Oscillation and Atlantic Multidecadal Oscillation indices. The analysis is complemented with an ARIMA(p,1,0) autoregressive process, which yields a more accurate prediction of WeMOi than that derived from fGn simulations. Postprint (author's final draft) |
author2 |
Universitat Politècnica de Catalunya. Departament de Física Universitat Politècnica de Catalunya. GIES - Geofísica i Enginyeria Sísmica |
format |
Article in Journal/Newspaper |
author |
Lana Pons, Francisco Javier Burgueño Rivero, August Martínez Santafé, Maria Dolors Serra de Larrocha, Carina |
author_facet |
Lana Pons, Francisco Javier Burgueño Rivero, August Martínez Santafé, Maria Dolors Serra de Larrocha, Carina |
author_sort |
Lana Pons, Francisco Javier |
title |
Complexity and predictability of the monthly Western Mediterranean oscillation index |
title_short |
Complexity and predictability of the monthly Western Mediterranean oscillation index |
title_full |
Complexity and predictability of the monthly Western Mediterranean oscillation index |
title_fullStr |
Complexity and predictability of the monthly Western Mediterranean oscillation index |
title_full_unstemmed |
Complexity and predictability of the monthly Western Mediterranean oscillation index |
title_sort |
complexity and predictability of the monthly western mediterranean oscillation index |
publisher |
Wiley |
publishDate |
2016 |
url |
http://hdl.handle.net/2117/105695 https://doi.org/10.1002/joc.4503 |
long_lat |
ENVELOPE(-62.983,-62.983,-64.300,-64.300) |
geographic |
Lambda |
geographic_facet |
Lambda |
genre |
North Atlantic North Atlantic oscillation |
genre_facet |
North Atlantic North Atlantic oscillation |
op_relation |
http://onlinelibrary.wiley.com/doi/10.1002/joc.4503/abstract |
op_rights |
Attribution-NonCommercial-NoDerivs 3.0 Spain http://creativecommons.org/licenses/by-nc-nd/3.0/es/ Open Access |
op_rightsnorm |
CC-BY-NC-ND |
op_doi |
https://doi.org/10.1002/joc.4503 |
container_title |
International Journal of Climatology |
container_volume |
36 |
container_issue |
6 |
container_start_page |
2435 |
op_container_end_page |
2450 |
_version_ |
1766133460862238720 |