Pinkness of the North Atlantic Oscillation signal revisited
Isabel Fernández,
José M. Pacheco and
María P. Quintana
Physica A: Statistical Mechanics and its Applications, 2010, vol. 389, issue 24, 5801-5807
Abstract:
The long episode of negative values in the North Atlantic Oscillation (NAO) index during the winter season 2009–2010 has attracted more attention to its predictability. Previous analyses (Fernández et al. (2003) [16] and Caldeira et al. (2007) [25]) by this same author group have established that the NAO signal behaves as a slightly red noise and therefore the prediction of the phenomenon must rely upon a deeper understanding of the underlying Physics. In this paper the authors address a predictability study of the NAO index by applying the “detrended fluctuation analysis” (DFA) to a composite series, completed with a bootstrap spectral analysis. The DFA provides a quantitative measure of predictability by computing several piecewise fits, either linear or higher degree polynomial ones, to a cumulative series of fluctuations associated to the original series. These newer measurements agree with the previous results.
Keywords: Bootstrap; Detrended fluctuation analysis; North Atlantic Oscillation; Power spectrum; Predictability; Resampling (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:389:y:2010:i:24:p:5801-5807
DOI: 10.1016/j.physa.2010.08.003
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