Nonlinear Processes in Geophysics Using modern time series analysis techniques to predict ENSO events from the SOI time series

Abstract

We analyze the monthly 1866–2000 Southern Os- cillation Index (SOI) data to determine: 1) whether the SOI data are sufficiently noise-free that use- ful predictions can be made from them, and 2) in particular, whether future ENSO events can be pre- dicted from the SOI data. The “Hilbert-EMD” technique is used to aid the analy- sis. This new frequency-time algorithm, based on the Hilbert transform, may be applied to time series for which the con- ventional assumptions of linearity and stationarity may not apply. With the aid of the EMD procedure, a cleaner represen- tation of ENSO dynamics is obtained from the SOI data. A polynomial function is then used to predict SOI values. Using only the data from January 1866 through December 1996, this prediction correctly indicated a warm event in 1997–1998 and a cold event in 1999. Using all the data (through December 2000), this prediction shows no strong ENSO events (positive or negative) during the time period January 2001 through December 2004.