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Time series analysis of the Antarctic Circumpolar Wave via symbolic transfer entropy

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  • Oh, Mingi
  • Kim, Sehyun
  • Lim, Kyuseong
  • Kim, Soo Yong

Abstract

An attempt to interpret a large-scale climate phenomenon in the Southern Ocean (SO), the Antarctic Circumpolar Wave (ACW), has been made using an information entropy method, symbolic transfer entropy (STE). Over the areas of 50–60∘S latitude belt, information flow for four climate variables, sea surface temperature (SST), sea–ice edge (SIE), sea level pressure (SLP) and meridional wind speed (MWS) is examined. We found a tendency that eastward flow of information is preferred only for oceanic variables, which is a main characteristic of the ACW, an eastward wave making a circuit around the Antarctica. Since the ACW is the coherent pattern in both ocean and atmosphere it is reasonable to infer that the tendency reflects the Antarctic Circumpolar Current (ACC) encircling the Antarctica, rather than an evidence of the ACW. We observed one common feature for all four variables, a strong information flow over the area of the eastern Pacific Ocean, which suggest a signature of El Nino Southern Oscillation (ENSO).

Suggested Citation

  • Oh, Mingi & Kim, Sehyun & Lim, Kyuseong & Kim, Soo Yong, 2018. "Time series analysis of the Antarctic Circumpolar Wave via symbolic transfer entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 233-240.
    • Handle: RePEc:eee:phsmap:v:499:y:2018:i:c:p:233-240
    DOI: 10.1016/j.physa.2017.12.019
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    References listed on IDEAS

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    1. Kantelhardt, Jan W. & Zschiegner, Stephan A. & Koscielny-Bunde, Eva & Havlin, Shlomo & Bunde, Armin & Stanley, H.Eugene, 2002. "Multifractal detrended fluctuation analysis of nonstationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 316(1), pages 87-114.
    2. Kwon, Okyu & Yang, Jae-Suk, 2008. "Information flow between composite stock index and individual stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2851-2856.
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    Cited by:

    1. Dimpfl, Thomas & Peter, Franziska J., 2019. "Group transfer entropy with an application to cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 543-551.

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