Comparative forecasting and a test for persistence in the EI Ni˜no Southern Ascillation
| Autor: | Daniel S. Zachary, Adrian H. Gordon, Jerzy A. Filar, Belinda A. Chiera |
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| Přispěvatelé: | Chiera, Belinda Ann, Filar, Jerzy Andrzej, Zachary, Daniel S, Gordon, Adrian H |
| Jazyk: | angličtina |
| Rok vydání: | 2010 |
| Předmět: |
Persistence (psychology)
Oscillation Bayesian probability data fitting forecasting social sciences Bayesian Forecast Term (time) Geography El Niño Southern Oscillation Environmental risk Indian summer monsoon EI Nino effect Climatology Econometrics health care economics and organizations Physics::Atmospheric and Oceanic Physics |
| Zdroj: | International Series in Operations Research & Management Science ISBN: 9781441911285 |
| Popis: | We present an analysis of two separate single-indicator forecasting methods for the El Nino Southern Oscillation based on oscillation persistence. We use the Southern Oscillation Index (SOI) to produce short term 5 month forecasts and a Bayesian approach to explore SOI persistence, with results compared to a benchmarking Taylor Series expansion.We find signal persistence is important when forecasting more than a few months and the models presented may provide a relatively simple approach to environmental risk forecasting in situations where the underlying phenomenon exhibits substantial persistence. |
| Databáze: | OpenAIRE |
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