Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation

Belinda A. Chiera; Jerzy A. Filar; Daniel S. Zachary; Adrian H. Gordon

doi:10.1007/978-1-4419-1129-2_9

Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation

Belinda A. Chiera, Jerzy A. Filar, Daniel S. Zachary, Adrian H. Gordon

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

3 Citations (Scopus)

Abstract

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.

Original language	English
Title of host publication	Uncertainty and environmental decision making
Subtitle of host publication	A handbook of research and best practice
Editors	Jerzy A. Filar, Alain Haurie
Publisher	Springer New York LLC
Pages	255-273
Number of pages	19
ISBN (Electronic)	9781441911292
ISBN (Print)	9781441911285
DOIs	https://doi.org/10.1007/978-1-4419-1129-2_9
Publication status	Published - 2010
Externally published	Yes

Publication series

Name	International Series in Operations Research and Management Science
Volume	138
ISSN (Print)	0884-8289

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Chiera, B. A., Filar, J. A., Zachary, D. S., & Gordon, A. H. (2010). Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation. In J. A. Filar, & A. Haurie (Eds.), Uncertainty and environmental decision making: A handbook of research and best practice (pp. 255-273). (International Series in Operations Research and Management Science; Vol. 138). Springer New York LLC. https://doi.org/10.1007/978-1-4419-1129-2_9

Chiera, Belinda A. ; Filar, Jerzy A. ; Zachary, Daniel S. et al. / Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation. Uncertainty and environmental decision making: A handbook of research and best practice. editor / Jerzy A. Filar ; Alain Haurie. Springer New York LLC, 2010. pp. 255-273 (International Series in Operations Research and Management Science).

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abstract = "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.",

author = "Chiera, {Belinda A.} and Filar, {Jerzy A.} and Zachary, {Daniel S.} and Gordon, {Adrian H.}",

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Chiera, BA, Filar, JA, Zachary, DS & Gordon, AH 2010, Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation. in JA Filar & A Haurie (eds), Uncertainty and environmental decision making: A handbook of research and best practice. International Series in Operations Research and Management Science, vol. 138, Springer New York LLC, pp. 255-273. https://doi.org/10.1007/978-1-4419-1129-2_9

Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation. / Chiera, Belinda A.; Filar, Jerzy A.; Zachary, Daniel S. et al.
Uncertainty and environmental decision making: A handbook of research and best practice. ed. / Jerzy A. Filar; Alain Haurie. Springer New York LLC, 2010. p. 255-273 (International Series in Operations Research and Management Science; Vol. 138).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

T1 - Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation

AU - Chiera, Belinda A.

AU - Filar, Jerzy A.

AU - Zachary, Daniel S.

AU - Gordon, Adrian H.

PY - 2010

Y1 - 2010

N2 - 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.

AB - 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.

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DO - 10.1007/978-1-4419-1129-2_9

M3 - Chapter

AN - SCOPUS:84955137181

SN - 9781441911285

T3 - International Series in Operations Research and Management Science

SP - 255

EP - 273

BT - Uncertainty and environmental decision making

A2 - Filar, Jerzy A.

A2 - Haurie, Alain

PB - Springer New York LLC

ER -

Chiera BA, Filar JA, Zachary DS, Gordon AH. Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation. In Filar JA, Haurie A, editors, Uncertainty and environmental decision making: A handbook of research and best practice. Springer New York LLC. 2010. p. 255-273. (International Series in Operations Research and Management Science). doi: 10.1007/978-1-4419-1129-2_9

Comparative forecasting and a test for persistence in the EL Niño Southern Oscillation

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