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Cyclic Markov Chains with an Application to an Intermediate Enso Model : Volume 10, Issue 3 (30/11/-0001)

By Pasmanter, R. A.

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Book Id: WPLBN0004019534
Format Type: PDF Article :
File Size: Pages 14
Reproduction Date: 2015

Title: Cyclic Markov Chains with an Application to an Intermediate Enso Model : Volume 10, Issue 3 (30/11/-0001)  
Author: Pasmanter, R. A.
Volume: Vol. 10, Issue 3
Language: English
Subject: Science, Nonlinear, Processes
Collections: Periodicals: Journal and Magazine Collection, Copernicus GmbH
Publication Date:
Publisher: Copernicus Gmbh, Göttingen, Germany
Member Page: Copernicus Publications


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Timmermann, A., & Pasmanter, R. A. (-0001). Cyclic Markov Chains with an Application to an Intermediate Enso Model : Volume 10, Issue 3 (30/11/-0001). Retrieved from

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 multidimensional cells containing an equal number of data points. This partition leads to mathematical properties of the transition matrices which can be exploited further such as to establish connections with the dynamical theory of unstable periodic orbits. We introduce the concept of most and least predictable states. The data basis of our analysis consists of a multicentury-long data set obtained from an intermediate coupled atmosphere-ocean model of the tropical Pacific. This cyclostationary Markov chain approach captures the spring barrier in ENSO predictability and gives insight also into the dependence of ENSO predictability on the climatic state.

Cyclic Markov chains with an application to an intermediate ENSO model


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