A Markov regime-switching framework to forecast El Niño Southern Oscillation patterns - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Natural Hazards Année : 2016

A Markov regime-switching framework to forecast El Niño Southern Oscillation patterns

Résumé

The El Niño-Southern Oscillation (ENSO) is an ocean-atmosphere phenomenon involving sustained sea surface temperature fluctuations in the Pacific Ocean, causing disruptions in the behavior of the ocean and atmosphere. We develop a Markov switching autoregressive model to describe the Southern Oscillation Index (SOI), a variable that explains ENSO, using two autoregressive processes to describe the time evolution of SOI, each of which associated with a specific phase of ENSO. The switching between these two models is governed by a discrete time Markov chain (DTMC), with time-varying transition probabilities. Then, we extend the model using sinusoidal functions to forecast future values of SOI. The results can be used as a decision-making tool in the process of risk mitigation against weather and climate related disasters.
Fichier principal
Vignette du fichier
Hal version.pdf (709.65 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01247882 , version 1 (22-12-2015)

Identifiants

Citer

Iván Cárdenas-Gallo, Raha Akhavan-Tabatabaei, Mauricio Sánchez-Silva, Emilio Bastidas-Arteaga. A Markov regime-switching framework to forecast El Niño Southern Oscillation patterns. Natural Hazards, 2016, In press, 81 (2), pp.829-843. ⟨10.1007/s11069-015-2106-y⟩. ⟨hal-01247882⟩
147 Consultations
395 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More