Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theory
The predictability of the monthly North Atlantic Oscillation, NAO, index is analysed from the point of view of different fractal concepts and dynamic system theory such as lacunarity, rescaled analysis (Hurst exponent) and reconstruction theorem (embedding and correlation dimensions, Kolmogorov entr...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2010-03-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/17/93/2010/npg-17-93-2010.pdf |
| _version_ | 1819029414387646464 |
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| author | M. D. Martínez X. Lana A. Burgueño C. Serra |
| author_facet | M. D. Martínez X. Lana A. Burgueño C. Serra |
| author_sort | M. D. Martínez |
| collection | DOAJ |
| description | The predictability of the monthly North Atlantic Oscillation, NAO, index is analysed from the point of view of different fractal concepts and dynamic system theory such as lacunarity, rescaled analysis (Hurst exponent) and reconstruction theorem (embedding and correlation dimensions, Kolmogorov entropy and Lyapunov exponents). The main results point out evident signs of randomness and the necessity of stochastic models to represent time evolution of the NAO index. The results also show that the monthly NAO index behaves as a white-noise Gaussian process. The high minimum number of nonlinear equations needed to describe the physical process governing the NAO index fluctuations is evidence of its complexity. A notable predictive instability is indicated by the positive Lyapunov exponents. Besides corroborating the complex time behaviour of the NAO index, present results suggest that random Cantor sets would be an interesting tool to model lacunarity and time evolution of the NAO index. |
| first_indexed | 2024-12-21T06:13:53Z |
| format | Article |
| id | doaj.art-543b15dc429e4b38a5653ce145bfe26c |
| institution | Directory Open Access Journal |
| issn | 1023-5809 1607-7946 |
| language | English |
| last_indexed | 2024-12-21T06:13:53Z |
| publishDate | 2010-03-01 |
| publisher | Copernicus Publications |
| record_format | Article |
| series | Nonlinear Processes in Geophysics |
| spelling | doaj.art-543b15dc429e4b38a5653ce145bfe26c2022-12-21T19:13:28ZengCopernicus PublicationsNonlinear Processes in Geophysics1023-58091607-79462010-03-011729310110.5194/npg-17-93-2010Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theoryM. D. MartínezX. LanaA. BurgueñoC. SerraThe predictability of the monthly North Atlantic Oscillation, NAO, index is analysed from the point of view of different fractal concepts and dynamic system theory such as lacunarity, rescaled analysis (Hurst exponent) and reconstruction theorem (embedding and correlation dimensions, Kolmogorov entropy and Lyapunov exponents). The main results point out evident signs of randomness and the necessity of stochastic models to represent time evolution of the NAO index. The results also show that the monthly NAO index behaves as a white-noise Gaussian process. The high minimum number of nonlinear equations needed to describe the physical process governing the NAO index fluctuations is evidence of its complexity. A notable predictive instability is indicated by the positive Lyapunov exponents. Besides corroborating the complex time behaviour of the NAO index, present results suggest that random Cantor sets would be an interesting tool to model lacunarity and time evolution of the NAO index.http://www.nonlin-processes-geophys.net/17/93/2010/npg-17-93-2010.pdf |
| spellingShingle | M. D. Martínez X. Lana A. Burgueño C. Serra Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theory Nonlinear Processes in Geophysics |
| title | Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theory |
| title_full | Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theory |
| title_fullStr | Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theory |
| title_full_unstemmed | Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theory |
| title_short | Predictability of the monthly North Atlantic Oscillation index based on fractal analyses and dynamic system theory |
| title_sort | predictability of the monthly north atlantic oscillation index based on fractal analyses and dynamic system theory |
| url | http://www.nonlin-processes-geophys.net/17/93/2010/npg-17-93-2010.pdf |
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