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

作者：Cardenas Gallo Ivan; Akhavan Tabatabaei Raha^*; Sanchez Silva Mauricio; Bastidas Arteaga Emilio

来源：Natural Hazards, 2016, 81(2): 829-843.

DOI：10.1007/s11069-015-2106-y

• ENSO
• Markov-switching
• Autoregressive processes
• Forecasting
• Regimes

The El Nio 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, 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.

• 出版日期2016-3