Bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO

Non-Gaussianity and nonlinearity have been shown to be ubiquitous characteristics of El Niño Southern Oscillation (ENSO) with implication on predictability, modelling, and assessment of extremes. These topics are investigated through the analysis of third-order statistics of El Niño 3.4 index in the...

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Autores principales: Carlos A. L. Pires, Abdel Hannachi
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Lenguaje:EN
Publicado: Taylor & Francis Group 2021
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Acceso en línea:https://doaj.org/article/79aa80fd004a40f99ca779e601c66983
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spelling oai:doaj.org-article:79aa80fd004a40f99ca779e601c669832021-12-01T14:40:58ZBispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO1600-087010.1080/16000870.2020.1866393https://doaj.org/article/79aa80fd004a40f99ca779e601c669832021-01-01T00:00:00Zhttp://dx.doi.org/10.1080/16000870.2020.1866393https://doaj.org/toc/1600-0870Non-Gaussianity and nonlinearity have been shown to be ubiquitous characteristics of El Niño Southern Oscillation (ENSO) with implication on predictability, modelling, and assessment of extremes. These topics are investigated through the analysis of third-order statistics of El Niño 3.4 index in the period 1870–2018, namely bicovariance and bispectrum. Likewise, the spectral decomposition of variance, the bispectrum provides a spectral decomposition of skewness. Positive and negative bispectral contributions identify modes contributing respectively to La Niñas and El Niños, mostly in the period range 2–6 years. The ENSO bispectrum also shows statistically significant features associated with nonlinearity. The analysis of bicovariance reveals a nonlinear correlation between the Boreal Spring and following Winter, coming from an asymmetry of the persistence of El Niño, contributing hence to a reduction of Spring Predictability Barrier. The positive skewness and main features of the ENSO bicovariance and bispectrum are shown to be well reproduced by fitting a bilinear stochastic model. This model shows improved forecasts, with respect to benchmark linear models, especially of the amplitude of extreme El Niños. This study is relevant, particularly in a changing climate, to better characterize and predict ENSO extremes coming from non-Gaussianity and nonlinearity.Carlos A. L. PiresAbdel HannachiTaylor & Francis Grouparticleenso spring predictability barrierbispectrumel niño skewnessnonlinear predictabilitybilinear modelsOceanographyGC1-1581Meteorology. ClimatologyQC851-999ENTellus: Series A, Dynamic Meteorology and Oceanography, Vol 73, Iss 1, Pp 1-30 (2021)
institution DOAJ
collection DOAJ
language EN
topic enso spring predictability barrier
bispectrum
el niño skewness
nonlinear predictability
bilinear models
Oceanography
GC1-1581
Meteorology. Climatology
QC851-999
spellingShingle enso spring predictability barrier
bispectrum
el niño skewness
nonlinear predictability
bilinear models
Oceanography
GC1-1581
Meteorology. Climatology
QC851-999
Carlos A. L. Pires
Abdel Hannachi
Bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO
description Non-Gaussianity and nonlinearity have been shown to be ubiquitous characteristics of El Niño Southern Oscillation (ENSO) with implication on predictability, modelling, and assessment of extremes. These topics are investigated through the analysis of third-order statistics of El Niño 3.4 index in the period 1870–2018, namely bicovariance and bispectrum. Likewise, the spectral decomposition of variance, the bispectrum provides a spectral decomposition of skewness. Positive and negative bispectral contributions identify modes contributing respectively to La Niñas and El Niños, mostly in the period range 2–6 years. The ENSO bispectrum also shows statistically significant features associated with nonlinearity. The analysis of bicovariance reveals a nonlinear correlation between the Boreal Spring and following Winter, coming from an asymmetry of the persistence of El Niño, contributing hence to a reduction of Spring Predictability Barrier. The positive skewness and main features of the ENSO bicovariance and bispectrum are shown to be well reproduced by fitting a bilinear stochastic model. This model shows improved forecasts, with respect to benchmark linear models, especially of the amplitude of extreme El Niños. This study is relevant, particularly in a changing climate, to better characterize and predict ENSO extremes coming from non-Gaussianity and nonlinearity.
format article
author Carlos A. L. Pires
Abdel Hannachi
author_facet Carlos A. L. Pires
Abdel Hannachi
author_sort Carlos A. L. Pires
title Bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO
title_short Bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO
title_full Bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO
title_fullStr Bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO
title_full_unstemmed Bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO
title_sort bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to enso
publisher Taylor & Francis Group
publishDate 2021
url https://doaj.org/article/79aa80fd004a40f99ca779e601c66983
work_keys_str_mv AT carlosalpires bispectralanalysisofnonlinearinteractionpredictabilityandstochasticmodellingwithapplicationtoenso
AT abdelhannachi bispectralanalysisofnonlinearinteractionpredictabilityandstochasticmodellingwithapplicationtoenso
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