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NONLINEAR MODELING OF EL NINO/SOUTHERN OSCILLATION INDEX

AHN J. H. / KIM H. S. - ARTICLE DE PERIODIQUE - 2005
The southern oscillation index (SOI) series that is associated with El Nino was modelled as a linear stochastic model in the previous study. The authors also assume that it has a linear characteristic and is fitted to an autoregressive/moving average (ARMA) type model. The fitted non-linear stochastic model is appropriate for the modelling of the SOI series and we may conclude that the non-linear stochastic model is more valid for the SOI time series analysis and modelling than linear stochastic analogue.

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