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Is the North Atlantic Oscillation just a pink noise?

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  • Fernández, Isabel
  • Hernández, Carmen N.
  • Pacheco, José M.

Abstract

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 different 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.

Suggested Citation

  • Fernández, Isabel & Hernández, Carmen N. & Pacheco, José M., 2003. "Is the North Atlantic Oscillation just a pink noise?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 705-714.
    • Handle: RePEc:eee:phsmap:v:323:y:2003:i:c:p:705-714
    DOI: 10.1016/S0378-4371(03)00056-6
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    References listed on IDEAS

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    5. Ohira, Toru & Sazuka, Naoya & Marumo, Kouhei & Shimizu, Tokiko & Takayasu, Misako & Takayasu, Hideki, 2002. "Predictability of currency market exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 308(1), pages 368-374.
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    Cited by:

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    2. Golinski, M.R., 2006. "Spectral analysis of a two-species competition model: Determining the effects of extreme conditions on the color of noise generated from simulated time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 276-282.
    3. Fu, Zuntao & Shi, Liu & Xie, Fenghua & Piao, Lin, 2016. "Nonlinear features of Northern Annular Mode variability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 390-394.
    4. Mante, Claude, 2007. "Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4308-4323, May.

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