Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations

Detalhes bibliográficos
Autor(a) principal: Lind, Pedro Gonçalves
Data de Publicação: 2005
Outros Autores: Mora, Alejandro, Gallas, Jason Alfredo Carlson, Haase, Maria
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFRGS
Texto Completo: http://hdl.handle.net/10183/101619
Resumo: We present a critical investigation of the functional relationship between the two pressure time series routinely used to define the index characterizing the North Atlantic Oscillation NAO , well known to regulate global climate variability and change. First, by a standard Markov analysis we show that the standard NAO index based on the pressure difference is not optimal in the sense of producing sufficiently reliable forecasts because it contains a dominating stochastic term in the corresponding Langevin equation. Then, we introduce a variationally optimized Markov analysis involving two coupled Langevin equations tailored to produce a NAO quasi-index having the desired minimum possible stochasticity. The variationally optimized Markov analysis is very general and can be applied in other physical situations involving two or more time series.
id UFRGS-2_84e6728457f1d3199bd20ae1ea3a5dc3
oai_identifier_str oai:www.lume.ufrgs.br:10183/101619
network_acronym_str UFRGS-2
network_name_str Repositório Institucional da UFRGS
repository_id_str
spelling Lind, Pedro GonçalvesMora, AlejandroGallas, Jason Alfredo CarlsonHaase, Maria2014-08-22T02:11:08Z20051539-3755http://hdl.handle.net/10183/101619000538440We present a critical investigation of the functional relationship between the two pressure time series routinely used to define the index characterizing the North Atlantic Oscillation NAO , well known to regulate global climate variability and change. First, by a standard Markov analysis we show that the standard NAO index based on the pressure difference is not optimal in the sense of producing sufficiently reliable forecasts because it contains a dominating stochastic term in the corresponding Langevin equation. Then, we introduce a variationally optimized Markov analysis involving two coupled Langevin equations tailored to produce a NAO quasi-index having the desired minimum possible stochasticity. The variationally optimized Markov analysis is very general and can be applied in other physical situations involving two or more time series.application/pdfengPhysical review. E, Statistical, nonlinear, and soft matter physics. Vol. 72, no. 5 (Nov. 2005), 056706, 12 p.ClimatologiaProcessos de MarkovProcessos estocásticosSéries temporaisReducing stochasticity in the North Altantic Oscillation index with coupled Langevin equationsEstrangeiroinfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFRGSinstname:Universidade Federal do Rio Grande do Sul (UFRGS)instacron:UFRGSORIGINAL000538440.pdf000538440.pdfTexto completo (inglês)application/pdf1535730http://www.lume.ufrgs.br/bitstream/10183/101619/1/000538440.pdfe788034f406f7063f5071dc611b35533MD51TEXT000538440.pdf.txt000538440.pdf.txtExtracted Texttext/plain43077http://www.lume.ufrgs.br/bitstream/10183/101619/2/000538440.pdf.txtd57b745d2cc245d0a84c28861ac866e1MD52THUMBNAIL000538440.pdf.jpg000538440.pdf.jpgGenerated Thumbnailimage/jpeg2157http://www.lume.ufrgs.br/bitstream/10183/101619/3/000538440.pdf.jpga702150eb74755c9497eb4749f597055MD5310183/1016192024-03-28 06:24:28.959202oai:www.lume.ufrgs.br:10183/101619Repositório de PublicaçõesPUBhttps://lume.ufrgs.br/oai/requestopendoar:2024-03-28T09:24:28Repositório Institucional da UFRGS - Universidade Federal do Rio Grande do Sul (UFRGS)false
dc.title.pt_BR.fl_str_mv Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations
title Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations
spellingShingle Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations
Lind, Pedro Gonçalves
Climatologia
Processos de Markov
Processos estocásticos
Séries temporais
title_short Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations
title_full Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations
title_fullStr Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations
title_full_unstemmed Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations
title_sort Reducing stochasticity in the North Altantic Oscillation index with coupled Langevin equations
author Lind, Pedro Gonçalves
author_facet Lind, Pedro Gonçalves
Mora, Alejandro
Gallas, Jason Alfredo Carlson
Haase, Maria
author_role author
author2 Mora, Alejandro
Gallas, Jason Alfredo Carlson
Haase, Maria
author2_role author
author
author
dc.contributor.author.fl_str_mv Lind, Pedro Gonçalves
Mora, Alejandro
Gallas, Jason Alfredo Carlson
Haase, Maria
dc.subject.por.fl_str_mv Climatologia
Processos de Markov
Processos estocásticos
Séries temporais
topic Climatologia
Processos de Markov
Processos estocásticos
Séries temporais
description We present a critical investigation of the functional relationship between the two pressure time series routinely used to define the index characterizing the North Atlantic Oscillation NAO , well known to regulate global climate variability and change. First, by a standard Markov analysis we show that the standard NAO index based on the pressure difference is not optimal in the sense of producing sufficiently reliable forecasts because it contains a dominating stochastic term in the corresponding Langevin equation. Then, we introduce a variationally optimized Markov analysis involving two coupled Langevin equations tailored to produce a NAO quasi-index having the desired minimum possible stochasticity. The variationally optimized Markov analysis is very general and can be applied in other physical situations involving two or more time series.
publishDate 2005
dc.date.issued.fl_str_mv 2005
dc.date.accessioned.fl_str_mv 2014-08-22T02:11:08Z
dc.type.driver.fl_str_mv Estrangeiro
info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10183/101619
dc.identifier.issn.pt_BR.fl_str_mv 1539-3755
dc.identifier.nrb.pt_BR.fl_str_mv 000538440
identifier_str_mv 1539-3755
000538440
url http://hdl.handle.net/10183/101619
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartof.pt_BR.fl_str_mv Physical review. E, Statistical, nonlinear, and soft matter physics. Vol. 72, no. 5 (Nov. 2005), 056706, 12 p.
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFRGS
instname:Universidade Federal do Rio Grande do Sul (UFRGS)
instacron:UFRGS
instname_str Universidade Federal do Rio Grande do Sul (UFRGS)
instacron_str UFRGS
institution UFRGS
reponame_str Repositório Institucional da UFRGS
collection Repositório Institucional da UFRGS
bitstream.url.fl_str_mv http://www.lume.ufrgs.br/bitstream/10183/101619/1/000538440.pdf
http://www.lume.ufrgs.br/bitstream/10183/101619/2/000538440.pdf.txt
http://www.lume.ufrgs.br/bitstream/10183/101619/3/000538440.pdf.jpg
bitstream.checksum.fl_str_mv e788034f406f7063f5071dc611b35533
d57b745d2cc245d0a84c28861ac866e1
a702150eb74755c9497eb4749f597055
bitstream.checksumAlgorithm.fl_str_mv MD5
MD5
MD5
repository.name.fl_str_mv Repositório Institucional da UFRGS - Universidade Federal do Rio Grande do Sul (UFRGS)
repository.mail.fl_str_mv
_version_ 1801224846316666880