Forecasting an index of the Madden-oscillation

Prediction of a daily bi-variate index of the Madden–Julian oscillation (MJO) is explored using traditional methods of time series analysis. The index is the pair of empirical, orthogonal function (EOF) time series of Wheeler and Hendon, describing the state of the convectively coupled, baroclinic structure of the MJO along the equator. Seasonally varying vector autoregressive (VAR) models of varying order are fitted to the time series and their first differences. The first-order VAR model on the original (nondifferenced) time series was found to be the most satisfactory for forecasting the index beyond a few days. Although this model shows no strong skill advantage over a lagged regression technique, it has the convenience of employing only a single set of equations to make predictions for multiple forecast horizons.