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Comparative Forecasting and a Test for Persistence in the El Niño Southern Oscillation

  • Belinda A. Chiera
  • Jerzy A. Filar
  • Daniel S. Zachary
  • Adrian H. Gordon
Chapter
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 138)

Abstract

We present an analysis of two separate single-indicator forecasting methods for the El Nino Southern Oscillation based on oscillation persistence. We use the Southern Oscillation Index (SOI) to produce short term 5 month forecasts and a Bayesian approach to explore SOI persistence, with results compared to a benchmarking Taylor Series expansion.We find signal persistence is important when forecasting more than a few months and the models presented may provide a relatively simple approach to environmental risk forecasting in situations where the underlying phenomenon exhibits substantial persistence.

Keywords

Indian Summer Monsoon Southern Oscillation Index Indian Summer Monsoon Rainfall Probabilistic Forecast Bayesian Forecast 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  • Belinda A. Chiera
    • 1
  • Jerzy A. Filar
    • 1
  • Daniel S. Zachary
    • 2
  • Adrian H. Gordon
  1. 1.University of South AustraliaAdelaideAustralia
  2. 2.Centre de Ressources des Technologies pour l’Environnement (CRTE)LuxembourgNetherlands

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