Average Predictability Time. Part II: Seamless Diagnoses of Predictability on Multiple Time Scales
Average Predictability Time. Part II: Seamless Diagnoses of Predictability on Multiple Time Scales
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DOI:
10.1175/2008jas2869.1
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发表时间:
2009-05
影响因子:
3.1
通讯作者:
T. DelSole;M. Tippett
中科院分区:
文献类型:
--
作者:
T. DelSole;M. Tippett
Abstract This paper proposes a new method for diagnosing predictability on multiple time scales without time averaging. The method finds components that maximize the average predictability time (APT) of a system, where APT is defined as the integral of the average predictability over all lead times. Basing the predictability measure on the Mahalanobis metric leads to a complete, uncorrelated set of components that can be ordered by their contribution to APT, analogous to the way principal components decompose variance. The components and associated APTs are invariant to nonsingular linear transformations, allowing variables with different units and natural variability to be considered in a single state vector without normalization. For prediction models derived from linear regression, maximizing APT is equivalent to maximizing the sum of squared multiple correlations between the component and the time-lagged state vector. The new method is used to diagnose predictability of 1000-hPa zonal velocity on time...