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Is the volatility and non-stationarity of the Atlantic Multidecadal Oscillation (AMO) changing?
Global and Planetary Change ( IF 3.9 ) Pub Date : 2020-06-01 , DOI: 10.1016/j.gloplacha.2020.103160
Omid Beyraghdar Kashkooli , Reza Modarres

Abstract Better understanding of the Atlantic Multidecadal Oscillation (AMO) temporal evolution and the precise and reliable predictability of its phase-switching behaviour are of utmost importance in characterizing future climate change as well as its consequences. For the first time, this study investigated internal dynamics of the AMO in different warm/cold phases to examine whether this phenomenon is governed by a non-linear process through time or not. Also, changes in heteroscedasticity of the AMO and its memory structure were explored using Generalized AutoRegressive Conditional Heteroscedasticity (GARCH) models. The developed GARCH models showed a high volatility or a rapid change of the heteroscedasticity of the AMO and its different phases while the memory in the variance regarding the conditional variance parameter was not significant except the first and last warm phases. Also, the volatility parameter showed very high increasing rate from 1875 to 2018. This implies that the fluctuation in the variance has been increasing and the memory in the AMO has been declining in recent decades. The test for stationarity revealed the tendency of increasing volatility in recent decades. The change in the conditional variance is exponentially increasing by the AMO values and the non-linearity has been clearly increasing in recent decades. This non-stationarity, volatility and nonlinearity surge may result in less predictability of the AMO behaviour/phase-switching pattern as well as less predictability of its consequences and effects on the global atmospheric and oceanic processes in future.

中文翻译:

大西洋年代际振荡 (AMO) 的波动性和非平稳性是否正在发生变化?

摘要 更好地了解大西洋多年代际振荡 (AMO) 时间演变及其相位切换行为的精确和可靠的可预测性对于描述未来气候变化及其后果至关重要。本研究首次调查了不同暖/冷相中 AMO 的内部动力学,以检验这种现象是否受时间的非线性过程支配。此外,还使用广义自回归条件异方差 (GARCH) 模型探索了 AMO 异方差及其记忆结构的变化。开发的 GARCH 模型显示 AMO 及其不同阶段的异方差性具有高波动性或快速变化,而除了第一个和最后一个暖阶段外,关于条件方差参数的方差的记忆并不显着。此外,波动率参数从 1875 年到 2018 年显示出非常高的增长率。这意味着方差的波动一直在增加,并且近几十年来 AMO 中的内存一直在下降。平稳性检验揭示了近几十年来波动性增加的趋势。条件方差的变化随着 AMO 值呈指数增长,并且近几十年来非线性明显增加。这种非平稳性,
更新日期:2020-06-01
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