Multivariate Stochastic Simulation of Climate Indices with EMD and NSOR

• 영문명: Multivariate Stochastic Simulation of Climate Indices with EMD and NSOR
• 발행기관: 한국방재학회
• 저자명: Lee, Taesam Ouarda, Taha B.M.J.
• 간행물 정보: 『3. 한국방재학회 학술대회논문집』2014년, 381~381쪽, 전체 1쪽
• 주제분류: 공학 > 기타공학
• 파일형태: PDF
• 발행일자: 2014.02.19

영문 초록

Climate indices generally contain nonstationary oscillations (NSO). Not much study has been done in the literature to reproduce the NSO processes through a stochastic time series model. Therefore, we proposed a model that reproduces the NSO of climate indices employing EMD- NSO resampling (NSOR) technique. The proposed simulation model was tested with three climate indices (i.e. AO, ENSO, and PDO) for the annual and winter (January, February, and March - JFM) datasets. The results of the proposed model are compared with the ones of the Contemporaneous Shifting Mean and Contemporaneous Autoregressive Moving Average (CSM-CARMA) model. One set of the 5000 year records is simulated from each model. The results (ex. Figure 1) indicated that the proposed model is superior to the CSM-CARMA model for reproducing the NSO process while the other basic statistics are comparatively well preserved in both models.

키워드

empirical Mode Decomposition multivariate climate Indices NSOR Stochastic Simulation