Real-time extraction of the Madden-Julian oscillation using empirical mode decomposition and statistical forecasting with a VARMA model

Love, Barnaby S., Matthews, Adrian J. ORCID: https://orcid.org/0000-0003-0492-1168 and Janacek, Gareth J. (2008) Real-time extraction of the Madden-Julian oscillation using empirical mode decomposition and statistical forecasting with a VARMA model. Journal of Climate, 21 (20). pp. 5318-5335. ISSN 1520-0442

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Abstract

A simple guide to the new technique of empirical mode decomposition (EMD) in a meteorological-climate forecasting context is presented. A single application of EMD to a time series essentially acts as a local high-pass filter. Hence, successive applications can be used to produce a bandpass filter that is highly efficient at extracting a broadband signal such as the Madden-Julian Oscillation (MJO). The basic EMD method is adapted to minimize end effects, such that it is suitable for use in real time. The EMD process is then used to efficiently extract the MJO signal from gridded time series of outgoing longwave radiation (OLR) data. A range of statistical models from the general class of vector autoregressive moving average (VARMA) models was then tested for their suitability in forecasting the MJO signal, as isolated by the EMD. A VARMA (5, 1) model was selected and its parameters determined by a maximum likelihood method using 17 yr of OLR data from 1980 to 1996. Forecasts were then made on the remaining independent data from 1998 to 2004. These were made in real time, as only data up to the date the forecast was made were used. The median skill of forecasts was accurate (defined as an anomaly correlation above 0.6) at lead times up to 25 days.

Item Type:	Article
Faculty \ School:	Faculty of Science > School of Environmental Sciences Faculty of Science > School of Computing Sciences University of East Anglia Research Groups/Centres > Theme - ClimateUEA
UEA Research Groups:	Faculty of Science > Research Groups > Volcanoes@UEA (former - to 2018) Faculty of Science > Research Groups > Marine and Atmospheric Sciences (former - to 2017) Faculty of Science > Research Groups > Meteorology, Oceanography and Climate Dynamics (former - to 2017) Faculty of Science > Research Groups > Climate, Ocean and Atmospheric Sciences (former - to 2017) Faculty of Science > Research Groups > Centre for Ocean and Atmospheric Sciences Faculty of Science > Research Groups > Fluids & Structures Faculty of Science > Research Groups > Numerical Simulation, Statistics & Data Science
Depositing User:	Rosie Cullington
Date Deposited:	25 Feb 2011 14:16
Last Modified:	07 Nov 2024 12:33
URI:	https://ueaeprints.uea.ac.uk/id/eprint/24718
DOI:	10.1175/2008JCLI1977.1

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