Is the North Atlantic Oscillation just a pink noise?
Isabel Fernández,
Carmen N. Hernández and
José M. Pacheco
Physica A: Statistical Mechanics and its Applications, 2003, vol. 323, issue C, 705-714
Abstract:
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.
Keywords: NAO; Predictability; Power spectrum; Bootstrap; Hurst exponent; Meteorological noise (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (5)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:323:y:2003:i:c:p:705-714
DOI: 10.1016/S0378-4371(03)00056-6
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