|
Linear-Regression-Based Models of Nonlinear Processes
Sergey Kravtsov
University of Wisconsin
Abstract
Classical linear regression methods are applied to the analysis of
long multivariate climatic time series by constructing predictive
stochastic models of the observed variability. The data-based models
so obtained are linear in terms of their propagator's dependence on
the (empirically determined) regression parameters, but involve (pre-
specified) nonlinear dependence on the climate state vector itself.
This presentation will outline a strategy for practical combination of
linear regression approach with data compression techniques and
regularization methods, and introduce an efficient multi-level
algorithm for incorporating, into a regression model, most of the data
set's information content. The resulting empirical models produce
surrogate time series whose statistical properties mimic closely those
of the original data set; examples will include observed and
dynamical-model-generated series of mid-latitude geopotential-height
anomalies, as well as tropical sea-surface temperature variability
associated with ENSO. Analysis of the regression models provides
conceptual view for possible dynamical causes behind the observed
statistics.
Back to agenda
|