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Analyzing of the ENSO Index Using Extreme Value Theory

Analyzing of the ENSO Index Using Extreme Value Theory
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摘要 We predicted the extreme values of the ENSO index, the Niño3.4 index, and the Southern Oscillation Index (SOI) using extreme value theory. Various diagnostic plots for assessing the accuracy of the Generalized Pareto (GP) model fitted to the Niño3.4 index and SOI are shown, and all four diagnostic plots support the fitted GP model. Because the shape parameter of the Niño3.4 was negative, the Niño3.4 index had a finite upper limit. In contrast, that of the SOI was zero, therefore the SOI did not have a finite upper limit, and there is a possibility that a significant risk will occur. We predicted the maximum return level for the return periods of 10, 20, 50, 100, 350, and 500 years and their respective 95% confidence intervals, CI. The 10-year, and 100-year return levels for Niño3.4 were estimated to be 2.41, and 2.62, with 95% CI [2.22, 2.59], and [2.58, 2.66], respectively. The Niño3.4 index was 2.65 in the 2015/16 super El Niño, which is a phenomenon that occurs once every 500 years. The Niño3.4 index was 2.51 in the 1982/83, and 1997/98 super El Niño, which is a phenomenon that occurs once every 20 years. Recently, a large super El Niño event with a small probability of occurrence has occurred. In response to global warming, the super El Niño events are becoming more likely to occur. We predicted the extreme values of the ENSO index, the Niño3.4 index, and the Southern Oscillation Index (SOI) using extreme value theory. Various diagnostic plots for assessing the accuracy of the Generalized Pareto (GP) model fitted to the Niño3.4 index and SOI are shown, and all four diagnostic plots support the fitted GP model. Because the shape parameter of the Niño3.4 was negative, the Niño3.4 index had a finite upper limit. In contrast, that of the SOI was zero, therefore the SOI did not have a finite upper limit, and there is a possibility that a significant risk will occur. We predicted the maximum return level for the return periods of 10, 20, 50, 100, 350, and 500 years and their respective 95% confidence intervals, CI. The 10-year, and 100-year return levels for Niño3.4 were estimated to be 2.41, and 2.62, with 95% CI [2.22, 2.59], and [2.58, 2.66], respectively. The Niño3.4 index was 2.65 in the 2015/16 super El Niño, which is a phenomenon that occurs once every 500 years. The Niño3.4 index was 2.51 in the 1982/83, and 1997/98 super El Niño, which is a phenomenon that occurs once every 20 years. Recently, a large super El Niño event with a small probability of occurrence has occurred. In response to global warming, the super El Niño events are becoming more likely to occur.
作者 Fumio Maruyama Fumio Maruyama(Department of Sports and Health Science, Matsumoto University, Matsumoto, Japan)
出处 《Journal of Geoscience and Environment Protection》 2023年第6期96-105,共10页 地球科学和环境保护期刊(英文)
关键词 Extreme Value Theory GP ENSO Niño3.4 SOI Extreme Value Theory GP ENSO Niño3.4 SOI
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