### Cyclic Markov Chains with an Application to an Intermediate Enso M...

##### By: A. Timmermann; R. A. Pasmanter

Description: KNMI, Postbus 201, 3730 AE De Bilt, the Netherlands. We develop the theory of cyclic Markov chains and apply it to the El Niño-Southern Oscillation (ENSO) predictability problem. At the core of Markov chain modelling is a partition of the state space such that the transition rates between different state space cells can be computed and used most efficiently. We apply a partition technique, which divides the state space into multidimen...