Figure for the paper "A wavelet-based model for forecasting non-stationary processes"

"A WAVELET-BASED MODEL FOR FORECASTING NON-STATIONARY PROCESSES"

This web page contains the figure for the paper A wavelet-based model for forecasting non-stationary processes by Sebastien Van Bellegem and Piotr Fryzlewicz.

The figure is a time series plot of the ENSO meridional wind anomaly index (in cm/s) for the region 12-2N, 160E-70W. There are 910 monthly observations, from March 1920 to December 1995. More information about the series can be found on http://tao.atmos.washington.edu/data_sets/eqpacmeridwindts/.

The above article is, more or less, a shortened version of the paper Forecasting non-stationary time series by wavelet process modelling by Piotr Fryzlewicz, Sebastien Van Bellegem and Rainer von Sachs. The latter paper is available as a pdf or a gzipped ps file.

The time series is plotted below: