Predicting stochastic systems by noise sampling, and application to the El Niño-Southern Oscillation

Proc Natl Acad Sci U S A. 2011 Jul 19;108(29):11766-71. doi: 10.1073/pnas.1015753108. Epub 2011 Jul 5.

Abstract

Interannual and interdecadal prediction are major challenges of climate dynamics. In this article we develop a prediction method for climate processes that exhibit low-frequency variability (LFV). The method constructs a nonlinear stochastic model from past observations and estimates a path of the "weather" noise that drives this model over previous finite-time windows. The method has two steps: (i) select noise samples--or "snippets"--from the past noise, which have forced the system during short-time intervals that resemble the LFV phase just preceding the currently observed state; and (ii) use these snippets to drive the system from the current state into the future. The method is placed in the framework of pathwise linear-response theory and is then applied to an El Niño-Southern Oscillation (ENSO) model derived by the empirical model reduction (EMR) methodology; this nonlinear model has 40 coupled, slow, and fast variables. The domain of validity of this forecasting procedure depends on the nature of the system's pathwise response; it is shown numerically that the ENSO model's response is linear on interannual time scales. As a result, the method's skill at a 6- to 16-month lead is highly competitive when compared with currently used dynamic and statistic prediction methods for the Niño-3 index and the global sea surface temperature field.

Publication types

  • Research Support, U.S. Gov't, Non-P.H.S.

MeSH terms

  • Computer Simulation
  • El Nino-Southern Oscillation*
  • Forecasting / methods*
  • Models, Theoretical*
  • Nonlinear Dynamics*
  • Stochastic Processes*