Search results for "PREDICTABILITY"
showing 10 items of 103 documents
Diagnosis and predictability of intraseasonal characteristics of wet and dry spells over equatorial east Africa
2010
Most of Eastern Africa has arid and semi-arid climate with high space-time variability in rainfall. The droughts are very common in this region, and often persist for several years, preceded or followed by extreme floods. Most of the livelihoods and socio-economic activities however remain rain-dependent leading to severe negative impacts during the periods of occurrence of climate extremes. It has been noted that one extreme event was capable of reversing national economic growth made over a period of several years. Thus no sustainable development can be attained in eastern Africa without effective mainstreaming of climate information in the development policies, plans and programmes. Many…
A method for the time-varying nonlinear prediction of complex nonstationary biomedical signals
2009
A method to perform time-varying (TV) nonlinear prediction of biomedical signals in the presence of nonstationarity is presented in this paper. The method is based on identification of TV autoregressive models through expansion of the TV coefficients onto a set of basis functions and on k -nearest neighbor local linear approximation to perform nonlinear prediction. The approach provides reasonable nonlinear prediction even for TV deterministic chaotic signals, which has been a daunting task to date. Moreover, the method is used in conjunction with a TV surrogate method to provide statistical validation that the presence of nonlinearity is not due to nonstationarity itself. The approach is t…
Definition and predictability of an OLR based West African monsoon onset
2008
The monsoon onset is documented in terms of latitudinal shift of deep convection areas within the ITCZ using an interpolated version of the National Oceanic and Atmospheric Administration (NOAA) Outgoing Longwave Radiation (OLR) at a 5-day time-step over West Africa for the period 1979–2004. Signals in moist convection derived from OLR values lower than 180 W/m2 allow better determination of onset dates (ODs) than the use of other thresholds or of the raw values of OLR. Such ODs are defined without any time filtering or spatial averaging along the meridional plane. They are also significantly correlated with ODs based on other datasets such as the CMAP and Global Precipitation Climatology P…
Extracting subseasonal scenarios: an alternative method to analyze seasonal predictability of regional-scale tropical rainfall.
2013
Abstract Current seasonal prediction of rainfall typically focuses on 3-month rainfall totals at regional scale. This temporal summation reduces the noise related to smaller-scale weather variability but also implicitly emphasizes the peak of the climatological seasonal cycle of rainfall. This approach may hide potentially predictable signals when rainfall is lower: for example, near the onset or cessation of the rainy season. The authors illustrate such a case for the East African long rains (March–May) on a network of 36 stations in Kenya and north Tanzania from 1961 to 2001. Spatial coherence and potential predictability of seasonal rainfall anomalies associated with tropical sea surface…
Spatial coherence of monsoon onset over Western and Central Sahel (1950-2000)
2009
Abstract The spatial coherence of boreal monsoon onset over the western and central Sahel (Senegal, Mali, Burkina Faso) is studied through the analysis of daily rainfall data for 103 stations from 1950 to 2000. Onset date is defined using a local agronomic definition, that is, the first wet day (>1 mm) of 1 or 2 consecutive days receiving at least 20 mm without a 7-day dry spell receiving less than 5 mm in the following 20 days. Changing either the length or the amplitude of the initial wet spell, or both, or the length of the following dry spell modifies the long-term mean of local-scale onset date but has only a weak impact either on its interannual variability or its spatial coher…
The East African March–May Rainy Season: Associated Atmospheric Dynamics and Predictability over the 1968–97 Period
2002
Abstract This paper focuses on the East African March–May “long rains.” Particularly, it investigates the atmospheric patterns associated to the March–May rainfall anomalies, then proposes a seasonal prediction model. In a preliminary step, in order to define a regional rainfall index, a new form of extended principal component analysis is performed, aimed at capturing both the spatial and intraseasonal rainfall coherence. What emerges is that although the long rains exhibit a low temporal coherence, calling for a separation between the months of March–April and May in teleconnection studies, they show a relatively strong spatial consistency over the Kenya–Uganda inland region. From composi…
Seasonal reproducibility and predictability of the West African Monsoon in coupled GCMs
2009
In the framework of the ENSEMBLES FP6 project, an ensemble prediction system based on five different state-of-the-art European coupled models has been developed. This study evaluates the performance of these models for forecasting the West African monsoon (WAM) at the monthly time scale. From simulations started the 1 May of each year and covering the period 1991–2001, the reproducibility and potential predictability (PP) of key parameters of the WAM—rainfall, zonal and meridional wind at four levels from the surface to 200 hPa, and specific humidity, from July to September—are assessed. The Sahelian rainfall mode of variability is not accurately reproduced contrary to the Guinean rainfall …
Multi-scale study of the rainy season onset over the Sudano-Sahelian belt: Spatial coherence and potential predictability
2011
The spatial coherence of boreal monsoon onset (July-September) over the western and central Sahel is studied through the analysis of daily rainfall records for 136 rain-gauges from 1950-2000. Onset of the rainy season has been defined using 3 definitions which rely on 3 overlapped spatial scales: (i) the regional scale, i.e. the northward ITCZ jump from Guinean to Soudano-Sahelian latitudes, (ii) the meso-scale related with the first occurrence of the main rainfall-generating phenomenon, that is squall line and (iii) the local-scale of the first rainfall recorded at the rain-gauge. Local and meso-scale onsets show a weak degree of instantaneous and inter-annual spatial coherence, meaning th…
Reduction in site fidelity with smaller spatial scale may suggest scale-dependent information use
2014
Animals change the strategy that they use to select breeding sites at the spatial scales of habitat, patch, and microhabitat. In this regard, breeding site fidelity is expected to vary according to environmental predictability, which, in turn, is expected to differ between each spatial scale. However, whether or not animals change their degree of site fidelity at different spatial scales remains unclear. We captured and released males of the terrestrial frog Pseudophryne bibronii into alternative patches within a breeding habitat and determined the extent to which site fidelity influenced individual nest-site choice. We found that males tended to return to their original patch rather than r…
The term structure of volatility predictability
2020
Volatility forecasting is crucial for portfolio management, risk management, and pricing of derivative securities. Still, little is known about the accuracy of volatility forecasts and the horizon of volatility predictability. This paper aims to fill these gaps in the literature. We begin this paper by introducing the notions of the spot and forward predicted volatilities and propose to describe the term structure of volatility predictability by the spot and forward forecast accuracy curves. Then we perform a comprehensive study on the term structure of volatility predictability in the stock and foreign exchange markets. Our results quantify the volatility forecast accuracy across horizons …