Long-range Forecasting as a Past Value Problem: Using Scaling to
Untangle Correlations and Causality
Abstract
Conventional long-range weather prediction is an initial value problem
that uses the current state of the atmosphere to produce ensemble
forecasts. Purely stochastic predictions for long-memory processes are
“past value” problems that use historical data to provide conditional
forecasts. Teleconnection patterns, defined from cross-correlations, are
important for identifying possible dynamical interactions, but they do
not necessarily imply causation. Using the precise notion of Granger
causality, we show that for long-range stochastic temperature forecasts,
the cross-correlations are only relevant at the level of the innovations
- not temperatures. This justifies the Stochastic Seasonal to
Interannual Prediction System (StocSIPS) that is based on a (long
memory) fractional Gaussian noise model. Extended here to the
multivariate case, (m-StocSIPS) produces realistic space-time
temperature simulations. Although it has no Granger causality, emergent
properties include realistic teleconnection networks and El Niño events
and indices.