Using modern time series analysis techniques to predict ENSO events from the SOI time series

• Main Authors: J. I. Salisbury, M. Wimbush
• Format: Article
• Language: English
• Published: Copernicus Publications 2002-01-01
• Series: Nonlinear Processes in Geophysics
• Online Access: http://www.nonlin-processes-geophys.net/9/341/2002/npg-9-341-2002.pdf

We analyze the monthly 1866-2000 Southern Oscillation Index (SOI) data to determine: <br><br>1) whether the SOI data are sufficiently noise-free that useful predictions can be made from them, and <br><br>2) in particular, whether future ENSO events can be predicted from the SOI data.&nbsp; <br><br>The &quot;Hilbert-EMD&quot; technique is used to aid the analysis. This new frequency-time algorithm, based on the Hilbert transform, may be applied to time series for which the conventional assumptions of linearity and stationarity may not apply.<br><br>With the aid of the EMD procedure, a cleaner representation of ENSO dynamics is obtained from the SOI data. A polynomial function is then used to predict SOI values. Using only the data from January 1866 through December 1996, this prediction correctly indicated a warm event in 1997-1998 and a cold event in 1999. Using all the data (through December 2000), this prediction shows no strong ENSO events (positive or negative) during the time period January 2001 through December 2004.