ADAPTIVE FILTERING AND PREDICTION OF THE SOUTHERN OSCILLATION INDEX

Singular spectrum analysis (SSA), a variant of principal component analysis, is applied to a time series of the Southern Oscillation index (SOI). The analysis filters out variability unrelated to the Southern Oscillation and separates the high-frequency, 2- to 3-year variability, including the quasi-biennial oscillation, from the lower-frequency 4- to 6-year El Nino cycle. The maximum entropy method (MEM) is applied to forecasting the prefiltered SOI. Prediction based on MEM-associated autoregressive models has useful skill for 30-36 months. A 1993-1994 La Nina event is predicted based on data through February 1992.