Autoregressive modelling of the tropical stratospheric quasi‐biennial oscillation
Authors:
Open Access
- 1 July 1984
- journal article
- research article
- Published by Wiley in Journal of Climatology
- Vol. 4 (4) , 347-363
Abstract
Autoregressive time series models are used to make forecasts of stratospheric zonal wind and temperature at Kwajalein Island near the equator in the northern Pacific Ocean. The tropical stratosphere is dominated by the quasi‐biennial oscillation (QBO). Because the QBO has a varying period, an autoregressive model is more appropriate than a mixture of sinusoids. The data for 11 levels are efficiently represented by principal components, and univariate and multivariate autoregression models are fitted to six of the principal components. The autoregressive models are used for estimation of variance density spectra and for forecasting. The multivariate model is found to perform better in both detecting and forecasting the quasi‐biennial oscillation than either univariate models of the principal components or autoregressive models of the data set itself.Keywords
This publication has 12 references indexed in Scilit:
- The vertical structure of the quasi?biennial oscillation: Observations and theoryAtmosphere-Ocean, 1981
- Period Modulation of the Stratospheric Quasi-biennial OscillationMonthly Weather Review, 1981
- The observed zonal wind cycle in the southern hemisphere stratosphereQuarterly Journal of the Royal Meteorological Society, 1979
- Maximum entropy spectral analysis and autoregressive decompositionReviews of Geophysics, 1975
- Identification and autoregressive spectrum estimationIEEE Transactions on Automatic Control, 1974
- On the calculation of filter coefficients for maximum entropy spectral analysisGeophysics, 1974
- An Investigation into the Results of Principal Component Analysis of Data Derived from Random NumbersJournal of the Royal Statistical Society: Series D (The Statistician), 1971
- Statistical predictor identificationAnnals of the Institute of Statistical Mathematics, 1970
- Prediction of Multivariate Time SeriesJournal of Applied Meteorology, 1964
- Spectral Analysis and Linear Prediction of Meteorological Time SeriesJournal of Applied Meteorology, 1964