Global S&T Development Trend Analysis Platform of Resources and Environment
DOI | 10.1002/joc.4850 |
Alternative modelling approaches for the ENSO time series: persistence and seasonality | |
Gil-Alana, Luis A.1,2 | |
2017-04-01 | |
发表期刊 | INTERNATIONAL JOURNAL OF CLIMATOLOGY |
ISSN | 0899-8418 |
EISSN | 1097-0088 |
出版年 | 2017 |
卷号 | 37期号:5 |
文章类型 | Article |
语种 | 英语 |
国家 | Spain |
英文摘要 | In this article, we presented a variety of modelling approaches for the El Nino Southern Oscillation (ENSO) time series data trying to capture two features that are present in the data, in particular the persistence and the seasonal structure. For this purpose, we use long memory models based on fractional integration. The results indicate that the four ENSO series examined (El Nino 1-2; El Nino 3, El Nino 4 and El Nino 3.4) can be described in terms of a seasonal I(d) model with an order of integration higher than 0 and smaller than 1 in all four cases. The lowest degree of persistence is found in the series corresponding to El Nino 1.2, with an order of seasonal integration of 0.39. This seasonal fractional differencing parameter, however, is found to be higher than 0.5 (and thus non-stationary) for the remaining three series. |
英文关键词 | ENSO time series modelling persistence seasonality |
领域 | 气候变化 |
收录类别 | SCI-E ; SSCI |
WOS记录号 | WOS:000398859700013 |
WOS关键词 | LOCAL WHITTLE ESTIMATION ; EL-NINO EVOLUTION ; LONG MEMORY ; FRACTIONAL-INTEGRATION ; SOUTHERN-OSCILLATION ; BUSINESS-CYCLE ; AGGREGATION ; EVENTS ; NONSTATIONARY ; RANGE |
WOS类目 | Meteorology & Atmospheric Sciences |
WOS研究方向 | Meteorology & Atmospheric Sciences |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://119.78.100.173/C666/handle/2XK7JSWQ/37532 |
专题 | 气候变化 |
作者单位 | 1.Univ Navarra, Fac Econ, E-31080 Pamplona, Spain; 2.Univ Navarra, Navarra Ctr Int Dev NCID ICS, Pamplona, Spain |
推荐引用方式 GB/T 7714 | Gil-Alana, Luis A.. Alternative modelling approaches for the ENSO time series: persistence and seasonality[J]. INTERNATIONAL JOURNAL OF CLIMATOLOGY,2017,37(5). |
APA | Gil-Alana, Luis A..(2017).Alternative modelling approaches for the ENSO time series: persistence and seasonality.INTERNATIONAL JOURNAL OF CLIMATOLOGY,37(5). |
MLA | Gil-Alana, Luis A.."Alternative modelling approaches for the ENSO time series: persistence and seasonality".INTERNATIONAL JOURNAL OF CLIMATOLOGY 37.5(2017). |
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