State-space modeling of intra-seasonal persistence in daily climate indices: a data-driven approach for seasonal forecasting

Philip G. Sansom; David B. Stephenson; Daniel B. Williamson

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arXiv · 1807.02671

State-space modeling of intra-seasonal persistence in daily climate indices: a data-driven approach for seasonal forecasting

Philip G. Sansom·David B. Stephenson·Daniel B. Williamson

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Abstract

Existing methods for diagnosing predictability in climate indices often make a number of unjustified assumptions about the climate system that can lead to misleading conclusions. We present a flexible family of state-space models capable of separating the effects of external forcing on inter-annual time scales, from long-term trends and decadal variability, short term weather noise, observational errors and changes in autocorrelation. Standard potential predictability models only estimate the fraction of the total variance in the index attributable to external forcing. In addition, our methodology allows us to partition individual seasonal means into forced, slow, fast and error components. Changes in the predictable signal within the season can also be estimated. The model can also be used in forecast mode to assess both intra- and inter-seasonal predictability. We apply the proposed methodology to a North Atlantic Oscillation index for the years 1948-2017. Around 60% of the inter-annual variance in the December-January-February mean North Atlantic Oscillation is attributable to external forcing, and 8% to trends on longer time-scales. In some years, the external forcing remains relatively constant throughout the winter season, in others it changes during the season. Skillful statistical forecasts of the December-January-February mean North Atlantic Oscillation are possible from the end of November onward and predictability extends into March. Statistical forecasts of the December-January-February mean achieve a correlation with the observations of 0.48.

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Philip G. Sansom, David B. Stephenson, Daniel B. Williamson. 2018-07-07. State-space modeling of intra-seasonal persistence in daily climate indices: a data-driven approach for seasonal forecasting. https://arxiv.org/abs/1807.02671

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