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Is the North Atlantic Oscillation just a pink noise?

✍ Scribed by Isabel Fernández; Carmen N. Hernández; José M. Pacheco

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
204 KB
Volume
323
Category
Article
ISSN
0378-4371

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✦ Synopsis

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 di erent 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.

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