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JOURNAL OF GEOPHYSICAL RESEARCH,
VOL. 109,
C08002,
doi:10.1029/2003JC002148,
2004
Estimating the predictability of an oceanic time series using linear and nonlinear methods
G.-C. Yuan
Division of Applied Mathematics, Brown University, Providence, Rhode Island, USA Physical Oceanography Department, Woods Hole Oceanographic Institution, Woods Hole, Massachusetts, USA Division of Earth and Ocean Sciences, Duke University, Durham, North Carolina, USA
M. S. Lozier
Division of Earth and Ocean Sciences, Duke University, Durham, North Carolina, USA
L. J. Pratt
Physical Oceanography Department, Woods Hole Oceanographic Institution, Woods Hole, Massachusetts, USA
C. K. R. T. Jones
Division of Applied Mathematics, Brown University, Providence, Rhode Island, USA
K. R. Helfrich
Physical Oceanography Department, Woods Hole Oceanographic Institution, Woods Hole, Massachusetts, USA
Abstract
This study establishes a series of tests to
examine the relative utility of nonlinear time series analysis for
oceanic data.
The performance of linear autoregressive models and
nonlinear delay coordinate embedding methods are compared for three
numerical
and two observational data sets. The two observational
data sets are (1) an hourly near-bottom pressure time series from the
South Atlantic Bight and (2) an hourly current-meter time
series from the Middle Atlantic Bight (MAB). The nonlinear methods
give significantly better predictions than the linear
methods when the underlying dynamics have low dimensionality. When the
dimensionality is high, the utility of nonlinear methods
is limited by the length and quality of the time series. On the
application
side we mainly focus on the MAB data set. We find that
the slope velocities are much less predictable than shelf velocities.
Predictability on the slope after several hours is no
better than the statistical mean. On the other hand, significant
predictability
of shelf velocities can be obtained for up to at least 12
hours.
Received 29
September
2003;
accepted 5
May
2004;
published 3
August
2004.
Keywords: predictability;
delay coordinate embedding;
shelf break.
Index Terms: 3220
Mathematical Geophysics: Nonlinear dynamics; 4528 Oceanography:
Physical: Fronts and jets; 9325 Information Related to Geographic
Region: Atlantic Ocean.
Full Article ; Print Version (Nonsubscribers may purchase for $9.00) (463997 bytes)
Citation: Yuan, G.-C., M. S. Lozier, L. J. Pratt, C. K. R. T. Jones, and K. R. Helfrich
(2004),
Estimating the predictability of an oceanic time series using linear and nonlinear methods,
J. Geophys. Res.,
109,
C08002,
doi:10.1029/2003JC002148.
Copyright 2004 by the American Geophysical Union.
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