Lag Cross-correlation Research Articles

On the Evolution of the Southern Oscillation

Abstract The evolution of the Southern Oscillation (SO) is examined in the time domain by computing lagged cross correlations between sea level pressures at Darwin and sea level or surface pressures at selected stations. Also, in the Northern Hemisphere, the historical and U.S. Navy sea level pressure analyses are used. All monthly time series are low-pass filtered to retain periodicities greater than 20 months in order to highlight the interannual fluctuations which are primarily associated with the SO. A detailed analysis of the post-1941 period results in plotted maps of the phase (lead or lag) and magnitude of the maximum cross correlations with Darwin, in a manner analogous to a broadband coherence and phase spectrum. The relationships within the SO are further examined, where possible, back to 1882 using time series of running decadal cross covariances. The dominant pattern reveals the two poles of the traditional standing oscillation or seesaw of the SO, with centers of opposite sign over Indonesia...

The Structure, Energetics and Evolution of the Dominant Frequency-Dependent Three-Dimensional Atmospheric Modes

The three-dimensional structure of the dominant modes of wintertime variability are examined, and the mode structures are determined by an EOF analysis of the coupled vertical mean and shear streamfunction fields for a wide range of time-scale classes. The time mean energy conversions are determined from a two-layer quasigeostrophic model. Lag-cross correlations between the dominant low-frequency modes tend to be small and/or symmetric about zero, the high frequency modes are found to show highly asymmetric sinusoidal cross correlation functions similar to traveling waves, and some intermediate and short-time scale modes exhibit correlations indicating an association with the decaying phases of blocking in the Pacific. It is suggested that the mean flow barotropic (baroclinic) instabilities are an important source of variance for some of the lowest (highest) fluctuations considered.

A TIME‐SERIES APPROACH FOR CONSTRUCTING EXPECTATIONS MODELS*

ABSTRACTThis article presents an efficient way of dealing with adaptive expectations models—a way that makes use of all the information available in the data. The procedure is based on multiple‐input transfer functions (MITFs): by calculating lead and lag cross correlations between innovations associated with the variables in the model, it is possible to determine which periods have the greatest effects on the dependent variable. If information about k periods ahead is required, fitted values for the expectation variables are used to generate k‐period‐ahead forecasts. These in turn can be used in the estimation of the transfer function equation, which not only contains the usual lagged variables but also allows for incorporation of lead‐fitted values for the expectation variables. The MITF identification and estimation procedures used are based on the corner method. The method is contrasted with the Almon distributed‐lag approach using a model relating stock market prices to interest rates and expected corporate profits.

Short-Term Climate Variability and Atmospheric Teleconnections from Satellite-Observed Outgoing Longwave Radiation. Part II: Lagged Correlations

As a sequel to Part I of this study, lagged relationships in atmospheric teleconnections associated with outgoing longwave radiation (OLR) are investigated using Lagged Cross Correlations (LCC). The feasibility of extratropical seasonal-to-interannual predictions using satellite-derived observation is also quantitatively assessed. It is found that the global influence of teleconnectivity of the atmosphere is strongest for diabatic forcing located near the equatorial central Pacific, but much reduced for forcings over the maritime continent and to the east of the dateline. The LCC patterns show that at zero-lag, the OLR fluctuation over the equatorial central Pacific is associated with simultaneous excitation of quasi-stationary waves in the tropics. These tropics–tropics teleconnections eventually (in about 5 months) transform into tropics–midlatitude and midlatitude–midlatitude teleconnections associated with possible excitation of extratropical quasi-stationary waves in both hemispheres. Analysis of the LCC pattern with the Southern Oscillation (SO) signal removed shows that during 1974–81, both the SO signal and the variability in the 2–3 month time scale contribute substantially to the observed LCC patterns. The presence of a convective heat source in the equatorial central Pacific is found to be important in forcing the tropics–midlatitude and the midlatitude–midlatitude teleconnections, which appear also to be phase-locked with the normal seasonal cycle. A mechanism is proposed to explain the observed lagged relationships. This mechanism is consistent with both internal atmospheric dynamics related to the seasonal cycle and with external influences such as sea surface temperature anomalies associated with the El Niño/Southern Oscillation. Initial assessment of the predictability of regional climate using satellite-derived atmospheric teleconnection shows that about 30–40% of the wintertime OLR variance over the southeastern United States is accounted for by a 5-month antecedent OLR variation over the equatorial central Pacific. Because of the close relation between OLR variation and synoptic disturbances, the satellite-derived teleconnections described in Part I and Part II of this study can be used to identified regions with potentially higher seasonal-to-interannual predictability.

A Study of the Possible Statistical Relationship between the Tropical Pacific Sea Surface Temperature and Atmospheric Circulation

Atmospheric wind data obtained from the Geophysical Fluid Dynamics Laboratory and from the National Meteorological Center together with sea surface temperature (SST) data at Puerto Chicama (7°42′S, 79°27′W) and Koko Head (21°18′N, 157°52′W) for the period May 1958 to September 1973 were used to test Bjerknes' hypothesis that, through the mechanism of momentum transport, fluctuations of SST in the equatorial eastern Pacific influence the subtropical and middle-latitude atmospheric circulations. Lag cross-correlation coefficients were calculated from the data and their statistical significance tested. The results, confirming earlier work, support the portion of his hypothesis regarding the influence of the equatorial eastern Pacific in the higher latitude atmospheric circulation, but do not support the portion of it suggesting that momentum transport is the agent transmitting the influence.

Velocity Spectral Evidence of Upper Mantle Discontinuities

Summary A form of velocity spectral analysis which employs the coherency of the signal (Covespa) has been applied to the P codas of a number of shallow teleseismic events and has revealed systematic patterns which may be attributable to reflections of the P wave off discontinuities in the upper mantle in the depth range of 130-170 km, and at 650km. In addition these patterns seem to contain information concerning the source of the earthquakes. The Covespa algorithm is a generalization of a zero lag cross-correlation technique as originally formulated by the geophysical exploration industry and scans seismic array data not only in slowness and time, but also in azimuth thus producing a ‘three dimensional’ Covespagram.