Forecasting an Index of the Madden-Oscillation
(Note: The ommission of Julian from the title was a typographical error that occured during type-setting by the journal.)
Elizabeth A. Maharaj and Matthew C. Wheeler
2005: International Journal of Climatology, Volume 25, Issue 12, Pages 1611-1618.
Abstract
Prediction of a daily bi-variate index of the Madden-Julian oscillation (MJO) is explored using traditional methods of time series analysis. The index is the pair of empirical orthogonal function (EOF) time series of Wheeler and Hendon, describing the state of the convectively-coupled, baroclinic, structure of the MJO along the equator. Seasonally-varying vector autoregressive (VAR) models of varying order are fitted to the time series and their first differences. The first-order VAR model on the original (non-differenced) time series was found to be the most satisfactory for forecasting the index beyond a few days. Although this model shows no strong skill advantage over a lagged regression technique, it has the convenience of employing only a single set of equations to make predictions for multiple forecast horizons.