Forecasts of Nino-3 SST Anomalies and SOI Based on Singular Spectrum Analysis Combined with the Maximum Entropy Method
contributed by Dmitri Kondrashov, Michael Ghil and J. David Neelin
Department of Atmospheric and Oceanic
Singular spectrum analysis (SSA: Vautard and Ghil 1989) and the maximum entropy method (MEM: Penland et al.1991) are combined to produce long-lead forecasts of sea-surface temperature (SST) anomalies averaged over the Nino-3 area and of the Southern Oscillation Index (SOI). The forecast is for up to one year ahead based on data from January 1950 through November 2006.
This forecast follows up on earlier forecasts using combined SSA-MEM methodology for the SOI index by C. Keppenne and M. Ghil, starting in the March 1992 issue of this Bulletin, on those of N. Jiang, M. Ghil and J. D. Neelin for Nino-3 SST anomalies, starting from March 1995, and on those of A. Saunders, M. Ghil and J. D. Neelin from September 1997. Detailed information on the forecast method can be found in Keppenne and Ghil (1992) and in the March 1995 issue of this Bulletin (also Jiang et al. 1995). Briefly, the time series is filtered by SSA so that only the statistically significant low-frequency components are retained. Next, MEM is applied to advance these components in time. The extended components are then used in the SSA reconstruction to produce the forecast values.
Figure 1 shows the method's Nino-3 SSTA forecasts for lead time of 6 months, from 1990 to the present. The forecast for each point utilizes only the appropriate part of the record that precedes the initial forecast time.
The current SSA-MEM forecast for Nino-3 SSTA (Fig. 2) is for a weak El Nino in winter 2006/2007. The forecast SOI index (Fig. 3) is for a weak negative phase, and it is generally consistent with the SSTA forecast.
Ghil, M., and N. Jiang, 1998: Recent forecast skill for the El Nino/Southern Oscillation. Geophys. Res. Lett.,25, 171-174.
Ghil, M., M. R. Allen, M. D. Dettinger, K. Ide, D. Kondrashov, M. E. Mann, A. W. Robertson, A. Saunders, Y. Tian, F. Varadi, and P. Yiou, 2002: Advanced spectral methods for climatic time series, Rev. Geophys., 40(1), pp. 3.1-3.41, 10.1029/2000RG000092.
Jiang, N., D. Neelin and M. Ghil, 1995: Quasi-quadrennial and quasi-biennial variability in the equatorial Pacific. Clim. Dyn., 12, 101-112.
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Vautard, R., and M. Ghil, 1989: Singular spectrum analysis in nonlinear dynamics with applications to paleoclimatic time series. Physica D, 35, 395-424.