Short-range Climate Prediction Experiment of the Southern Oscillation Index Based on the Singular Spectrum Analysis
The Southern Oscillation Index (SOI) time series is analyzed by means of the singular spectrum analysis (SSA) method with 60-month window length. Two major oscillatory pairs are found in the series whose periods are quasi-four and quasi-two years respectively.
The auto-regressive model, which is developed on the basis of the Maximum Entropy Spectrum Analysis, is fitted to each of the 9 leading components including the oscillatory pairs. The prediction of SOI with the 36-month lead is obtained from the reconstruction of these extrapolated series. Correlation coefficient between predicted series and 5 months running mean of observed series is up to 0.8. The model can successfully predict the peak and duration of the strong ENSO event from 1997 to 1998.
It’s also shown that the proper choice of reconstructed components is the key to improve the model prediction.
Key wordsSouthern Oscillation Index Singular Spectrum Analysis Principal component Reconstruction
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