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Complexity and predictability of the monthly Western Mediterranean oscillation index

Author
Lana, F.J.; Burgueño, A.; Martinez, M.D.; Serra, C.
Type of activity
Journal article
Journal
International journal of climatology
Date of publication
2016-05
Volume
36
Number
6
First page
2435
Last page
2450
DOI
https://doi.org/10.1002/joc.4503 Open in new window
Repository
http://hdl.handle.net/2117/105695 Open in new window
URL
http://onlinelibrary.wiley.com/doi/10.1002/joc.4503/abstract Open in new window
Abstract
The complexity, predictability and predictive instability of the Western Mediterranean Oscillation index (WeMOi) at monthly scale, years 1856-2000, are analysed from the viewpoint of monofractal and multifractal theories. The complex physical mechanism is quantified by: (1) the Hurst exponent, H, of the rescaled range analysis; (2) correlation and embedding dimensions, mu* and d(E), together with Kolmogorov entropy, kappa, derived from the reconstruction theorem; and (3) the critical Holder expo...
Citation
Lana, F.J., Burgueño, A., Martinez, M.D., Serra, C. Complexity and predictability of the monthly Western Mediterranean oscillation index. "International journal of climatology", Maig 2016, vol. 36, núm. 6, p. 2435-2450.
Keywords
Autoregressive process, Complexity and predictive instability, Fractional Gaussian noise simulation, Multifractal spectrum, Reconstruction theorem, Western Mediterranean Oscillation index
Group of research
GIES - Geophysics and Earthquake Engineering

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