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Forecasting an index of the Madden‐oscillation
Author(s) -
Maharaj Elizabeth A.,
Wheeler Matthew C.
Publication year - 2005
Publication title -
international journal of climatology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.58
H-Index - 166
eISSN - 1097-0088
pISSN - 0899-8418
DOI - 10.1002/joc.1206
Subject(s) - madden–julian oscillation , climatology , autoregressive model , index (typography) , series (stratigraphy) , empirical orthogonal functions , time series , mathematics , baroclinity , meteorology , econometrics , statistics , computer science , geography , geology , paleontology , convection , world wide web
Prediction of a daily bi‐variate index of the Madden–Julian oscillation (MJO) is explored using traditional methods of time series analysis. The index is the pair of empirical, orthogonal function (EOF) time series of Wheeler and Hendon, describing the state of the convectively coupled, baroclinic structure of the MJO along the equator. Seasonally varying vector autoregressive (VAR) models of varying order are fitted to the time series and their first differences. The first‐order VAR model on the original (nondifferenced) time series was found to be the most satisfactory for forecasting the index beyond a few days. Although this model shows no strong skill advantage over a lagged regression technique, it has the convenience of employing only a single set of equations to make predictions for multiple forecast horizons. Copyright © 2005 Royal Meteorological Society.