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Quasi‐periodic meteorological series and second‐order autoregressive processes
Author(s) -
Jolliffe Ian T.
Publication year - 1983
Publication title -
journal of climatology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.58
H-Index - 166
eISSN - 1097-0088
pISSN - 0196-1748
DOI - 10.1002/joc.3370030409
Subject(s) - series (stratigraphy) , autoregressive model , phenomenon , order (exchange) , sunspot , statistical physics , climatology , mechanism (biology) , quasi periodic , meteorology , mathematics , econometrics , physics , geology , economics , astrophysics , paleontology , finance , quantum mechanics , magnetic field
Quasi‐periodic behaviour in meteorological or climatological series is a widespread phenomenon; various attempts have been made to explain such behaviour in physical terms, often invoking external influences in the explanations. While it is not disputed that external influences or feedback mechanisms may have a part to play, it is argued in the present note that a substantial part of quasi‐cyclic behaviour can often be explained by a simpler mechanism, namely second‐order dependence of a series on its own past. The plausibility of second‐order dependence is discussed, and the way in which such dependence leads to quasi‐periodic behaviour is described. Data on sunspots. Baltic ice area and a zonal circulation index are used to illustrate these ideas.