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The best ENSO index

I ran across another ENSO index, called BEST for Bivariate EnSo Timeseries

This is a good one for doing machine learning on because it is relatively free from noise and shows little by way of a trend. It is all oscillations.

best1

best2

The machine learning finds the usual QBO forcing period of around 28 months, and a Mathieu-like modulation of 9 to 12 year periods. It also finds a characteristic period of a little over 4 years, spanning an interval running back to 1880.

The top chart has double the complexity fit as the second chart. Both correlation coefficients are above 0.85.

Comments

  • 1.

    Hello Paul

    But how do they post-process these, if they apply any filters the forecast algorithms' accuracies wildly vary!

    If you filter the noise, and work with trend, you could get awesome forecasts, for almost any time-series

    Comment Source:Hello Paul But how do they post-process these, if they apply any filters the forecast algorithms' accuracies wildly vary! If you filter the noise, and work with trend, you could get awesome forecasts, for almost any time-series
  • 2.

    No trend in this.

    best_fit

    Comment Source:No trend in this. ![best_fit](http://imageshack.com/a/img903/3773/5YZFMR.gif)
  • 3.

    And the machine learning model can detect the deviations from the intrinsic ENSO, which not surprisingly are the result of transient cooling shortly after the three massive volcanic eruptions of the latter part of the 20th century -- Agung, El Chichon, and the pair of Pinatubo and Cerro Hudson in 1991.

    volcanos

    Is it a forecast?

    Is it a model?

    Is it overly filtered?

    Does it help us understand and reveal the true nature of ENSO?

    Yes to the last one.

    Comment Source:And the machine learning model can detect the deviations from the intrinsic ENSO, which not surprisingly are the result of transient cooling shortly after the three massive volcanic eruptions of the latter part of the 20th century -- Agung, El Chichon, and the pair of Pinatubo and Cerro Hudson in 1991. ![volcanos](http://imageshack.com/a/img538/2687/0yKCsR.gif) Is it a forecast? Is it a model? Is it overly filtered? Does it help us understand and reveal the true nature of ENSO? Yes to the last one.
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