Online correction: The supplemental file for this article was inadvertently left out. This online supplementary material is included by clicking on the following link: http://dx.doi.org/10.1175/2008JCLI2328.s1. A corrigendum will be published in a forthcoming issue.
1. Introduction
It is probably unquestionable that given the complexity of the climate system no single analysis tool can, alone, reveal all hidden structures embedded in it, and several methods are needed to serve that purpose. For example, stationary and propagating Rossby waves (Hoskins and Karoly 1981) and other propagating disturbances, for example, the Madden–Julian oscillation (Madden and Julian 1971, 1972, 1994), have different spatial and temporal characteristics and require therefore different identification tools. The empirical orthogonal functions (EOFs) method is one of the earliest tools used to analyze weather and climate (Obukhov 1947, 1960; Lorenz 1956) and is, undoubtedly, one of the most widely used methods in atmospheric science to identify and analyze the modes of variability and to reduce the system dimension for postprocessing, for example, for prediction purposes (see, e.g., von Storch and Zwiers 1999; Jolliffe 2002).
Because of variance maximization the desirable properties of EOFs and associated principal components (PCs), for example, space and time orthogonality, lead to some difficulties, such as physical interpretability (Jolliffe et al. 2003; Dommenget and Latif 2002; Hannachi et al. 2007; Dommenget 2007). For example, EOFs tend in general not to capture trends (e.g., Hannachi 2007). This has led weather–climate researchers to borrow tools developed in the social sciences, namely rotated EOFs (REOFs), to ease the interpretation of EOFs difficulties (Horel 1981; Richman 1981, 1986). Rotation of EOFs aims, in general, at achieving simplicity; see Hannachi et al. (2006) for an alternative to rotation. The atmosphere contains also other features such as propagating structures. EOFs form a complete basis and explain all the variance in the data. So in theory they can deal with all features including propagating ones. For example, a traveling feature in EOFs is associated with a pair of (nearly) equal but not degenerate eigenvalues. In practice, however, we do not know where, in the spectrum, this pair is, given that it is in general very difficult to distinguish between (nearly) equal and degenerate eigenvalues for high-ranked EOFs. Extended EOF (EEOF; Weare and Nasstrom 1982) and complex Hilbert EOF (HEOF; Rasmusson et al. 1981; Barnett 1983; Horel 1984) methods make it easier to extract such features in an automated and unambiguous manner. For more details on EOFs and related methods in atmospheric sciences see the recent review by Hannachi et al. (2007).
All the mentioned methods are examples of time domain approaches to analyze atmospheric fields. In the time domain it is in general difficult to control the pattern spectrum, see, for example, Dommenget (2007) for some examples, such as the leading pattern of variability of tropical sea level pressure (SLP), which is different from the low-frequency El Niño–Southern Oscillation pattern. Consider, for instance, the EOF method. It is known that the leading modes of variability have the largest variance, and many authors identify those with low-frequency modes. In reality, however, this need not be the case because variance is simply an integral or sum of the whole power spectrum. In fact, one can have different spectrum shapes with the same integral or total power. Another example was also given by Percival et al. (2001) regarding the variability of the North Pacific SLP. Percival et al. (2001) show that the winter-averaged SLP variability for the Aleutian low can be equally modeled as a red noise (short memory) and also as a fractionally differenced (long memory) model. The short-memory process is characterized by rapidly decaying autocovariance, that is, less power at low frequency, whereas the long-memory process has a slowly decaying autocovariance, that is, with more power at low frequency.
A natural and desirable alternative is then to use the spectral domain as, for example, Jenkins and Watts (1968), Koopmans (1974), and Parzen (1959, 1961). Now, to the best of my knowledge, there exist only very few spectral domain–based methods developed in the atmospheric science literature to analyze gridded weather–climate fields. One of these is the frequency domain EOFs (FDEOFs) method, which finds EOFs based on the cross-spectrum matrix averaged over a specific small frequency band (Wallace and Dickinson 1972; Wallace 1972; Brillinger 1981; Johnson and McPhaden 1993). I note here that FDEOFs generalize ordinary EOFs in the sense that the covariance matrix is only related to the real part of the cross-spectrum matrix and hence does not use the whole information from the cross-spectrum matrix. As pointed out by Horel (1984), however, FDEOFs may be cumbersome in practice. This is particularly the case if the power spectrum of an EOF is spread, for example, over a wide frequency band, requiring an averaging of the cross spectrum over this wide frequency range, where the theory behind FDEOFs is no longer applicable (Wallace and Dickinson 1972). This difficulty has resulted in the method being abandoned in climate research.
The other spectral method, not very well known in climate research, is predictive oscillation patterns (PrOPs) method (Kooperberg and O’Sullivan 1996). PrOPs are patterns based on minimizing the one-step-ahead prediction error using the famous Kolmogorov formula (Kolmogorov 1939; 1941) and are considered the most predictable patterns. Kooperberg and O’Sullivan (1996) have introduced PrOPs as an alternative to principal oscillation patterns (POPs; Hasselmann 1988; von Storch et al. 1988; von Storch and Zwiers 1999), which incorporate the first-order Markov model assumption to isolate patterns with strong temporal dependence. PrOPs are then regarded as being less reliant on this Markov assumption.
I note here that Horel (1984) regards HEOFs as frequency domain EOFs averaged over all frequency bands. Preisendorfer and Mobley (1988) also provide an account on computing EOFs of Fourier-transformed data. Outside the circle of atmospheric science literature the number of published works on spectral PC analysis is also very limited. The main reference to the subject is that of Brillinger (1981). Jolliffe (2002, section 12.4) provides a description of the approach along with few other related references. The point is that all these methods do not provide, in general, a systematic frequency ranking of the obtained patterns.
In this manuscript I present a new spectral method to identify orthogonal patterns from gridded weather–climate data that could benefit the climate researcher, and which I label optimally interpolated patterns (OIPs) or, similarly, interpolated EOFs (IEOFs). As the name indicates, OIPs are based on interpolation—unlike PrOPs, which are based on prediction—which is a form of extrapolation. The manuscript is organized as follows. Section 2 presents a brief background on spectral techniques applied in atmospheric science. The methodology to derive OIPs is then presented in section 3. Section 4 presents the estimation procedure. Application to a stochastic low-dimension toy model is presented in section 5 and to reanalyses data in section 6. A summary and conclusion are given in the last section.
2. Background on spectral analyses of stationary time series
3. Optimally interpolated patterns
a. Patterns derivation
b. A simple illustration
Now by comparing the interpolation error covariance matrix Σ with the data covariance matrix 𝗖 = ∫π−π𝗙(ω) dω, one can see that
If u is an eigenvector of Σε, then the EOFs and OIPs are identical. This is easy to check since the remaining eigenvectors of Σε are orthogonal to u.
If, however, u is not an eigenvector of Σε, then the EOFs and OIPs are different.
4. Numerical aspects

5. Illustration with a simple low-dimension stochastic model
Because the results presented above stem from one single realization, a significance test, using Monte Carlo approach, is performed next to check that these results are not due to sampling. A set of 100 realizations is first computed using (28), then, for each one, PCs and OIPs are computed. Finally, the correlation coefficients between the obtained PCs and the linear trend, and similarly for the OIP time series, are calculated. Figure 3 shows the histograms of the absolute value of the obtained correlation coefficients using the PCs (Figs. 3a–c) and OIPs (Figs. 3d–f). Figure 3 shows evidence that the long-term trend, that is, the lowest frequency in the model, is identified by all PCs (Figs. 3a–c), but it is consistently captured solely by the leading OIP time series (Figs. 3d–f).
A similar comparison between OIPs and correlation-based EOFs has also been conducted using a slightly different example (not shown). The conclusion is similar to that of the above example where, again, the trend was found in all PCs, and was correctly captured by the leading OIP time series.
6. Application to reanalyses
a. Data description
Two datasets are used in this investigation; the monthly SLP and monthly sea surface temperature (SST). The SLP data come from the National Centers for Environmental Prediction–National Center for Atmospheric Research (NCEP–NCAR) reanalyses (Kalnay et al. 1996; Kistler et al. 2001). They are available on a 2.5° × 2.5° regular grid, and span the period January 1948 to December 2006. The second dataset consists of SSTs derived from Reynolds and Smith (1994). The data are available on a 2° × 2° regular grid and span the period January 1945 to December 2004. For both datasets, the mean annual cycle is first calculated by averaging the monthly data over the years then subtracted from the data to yield SLP and SST anomalies.
For SLP the method is applied to two distinct regions. In the first analysis, the focus is on analyzing the winter season defined by December–February (DJF) over the Northern Hemisphere (NH). The data are therefore obtained by concatenating the winter monthly means for all years, that is, December 1948 to February 2006, north of 20°N. In the second analysis, the focus is on the Southern Oscillation (SO) region. The monthly SLP data over the tropics, for the region 15°S–15°N around the globe, are considered. For SST the focus is on the Indian Ocean where SST anomalies over the region 24°N–30°S and 30°–20°E are considered.
b. Northern Hemisphere winter SLP
The computation of the spectral density matrix (27) and its inverse at all frequencies [see Eq. (25)] is prohibitively expensive when the whole physical space is used. To reduce the space dimension an EOF analysis is first applied then the leading m EOFs/PCs retained. The EOFs and PCs of the detrended SLP data have also been computed, but they are found to be virtually identical to those obtained using the nondetrended anomalies (see, e.g., Hannachi 2007 for a discussion on EOFs and trends). Sensitivity to changes in m has also been performed. The number of EOFs used is varied from m = 5, explaining around 60% of the total winter variance, to m = 20, accounting for about 93%. Various spectral windows have been used to compute
Figure 4a shows an example of the leading OIP obtained using m = 5 EOFs. The corresponding error variance in percentage of total error variance is around 95%, with only 2% for the next one (Fig. 4b). OIP1 (Fig. 4a) shows unambiguously the familiar North Atlantic Oscillation (NAO), whereas OIP2 (Fig. 4b) shows the Pacific pattern. The third OIP (not shown) represents the Scandinavian pattern with error variance around 1%. For comparison, the leading two EOFs of the same SLP data are also shown (Figs. 4c,d). For example, the leading EOF (Fig. 4c) shows the Arctic Oscillation (Thompson and Wallace 1998; Wallace and Thompson 2002.) The correlation coefficient between OIP 1 time series and two NAO indices are also computed. The first NAO index comes from the Climate and Global Dynamic Division of NCAR (additional information is available online at http://www.cgd.ucar.edu/cas/jhurrell/indices.html) and is a monthly station-based index obtained from the difference of normalized SLP between Ponta Delgata, Azores, and Stykkisholmur/Reykjavik, Iceland. The obtained correlation is about 0.72. The second NAO index is obtained via Varimax EOF rotation (Hannachi et al. 2007) of the SLP EOFs, and the correlation is found to be 0.93. The correlation between OIP 2 time series and the Pacific pattern time series, obtained also via EOF rotation, is also computed and is about 0.95.
From the spectrum of the error covariance matrix, it seems that the first OIP, and perhaps the second one also, have the lowest frequency and are expected to be robust. In fact, when m increases it is found that the spectrum of Σ̂ starts to isolate the leading two patterns as the ones most associated with the lowest frequencies. Figure 5 shows the spectrum of Σ̂ for m = 20, where the error bars are based on the rule of thumb of North et al. (1982). So the leading two OIPs come out as the main low-frequency modes. The leading two OIP patterns and associated interpolation principal components (IPCs) are quite robust to changes in the number of EOFs used to compute the interpolation error covariance matrix. Figure 6 shows the correlations between OIP1 and associated IPC1 time series, obtained with m = 5 (Fig. 4a) and the same OIP, and associated IPC, but for different values of m = 6, 7, . . . , 20. The same correlations are also shown for the next two OIPs and associated IPCs. The spatial cross correlations between the different OIP1 patterns (and associated IPC1), obtained using different values of m = 5, 10, . . . , 30, are shown in Table 1. The same correlations obtained with OIP2 (and associated IPC2) are shown in Table 2. Figure 7 shows the power spectra of IPCs 1–5, scaled to unit variance, using two estimation methods: the Welch (Fig. 7a) and a smoother one, the Burg method, based on autoregressive modeling (Fig. 7b). One can see the high power, at low frequency, decreasing as one goes from IPC1 to IPC5. A similar picture was also obtained for all other values of m considered here (not shown).
The NAO is known to have power at all frequencies, with a particularly high power at low frequency. For example, decadal trends are apparent in the historical records of NAO (Deser and Blackmon 1993; Kushnir 1994.) Stephenson et al. (2000) suggest that NAO exhibits long-range dependence, which provides a better fit than red noise or random walk. On the Pacific side, Percival et al. (2001) show that the Aleutian low variability can be equally modeled as a short-memory (red noise) and a long-memory (or fractionally differenced) process. As pointed out by Percival et al. (2001), a long-memory paradigm for the North Pacific can be used as a characterization of regime-like behavior (Haines and Hannachi 1995). Although OIP method identifies these patterns with the lowest frequency in the data, the method is not suitable to distinguish between short- and long-memory processes. It is known that very low-frequency signals can arise from (a sum of) short-memory processes (Maraun et al. 2004).
c. Tropical SLP
SLP dynamics in the tropics differ from that in the midlatitudes because of the strong air–sea interaction, which leads to El Niño–Southern Oscillation (ENSO) mode, which is the mode with the lowest frequency in the tropics. Although ENSO is well captured by the leading tropical sea surface temperature (SST) EOF, the atmospheric part, that is, the SO, is not. In fact, the leading EOF of the tropical SLP (not shown) has one sign over the whole tropical region (see e.g., Dommenget 2007).
In a similar way to the previous section, OIPs are computed here using NCEP–NCAR tropical monthly SLP but restricted to the tropical channel 15°S–15°N. The tropical SLP pressure field has been detrended prior to computing EOFs, given the significant trend in tropical SLP. But the results are found to be similar to those obtained from the nondetrended SLP anomalies. Unlike the NH SLP, the leading OIP of the tropical SLP is well above the rest of the error covariance spectrum, for all values of m = 5, 10, . . . , 30, considered here. Figure 8 shows an example of the error covariance matrix spectrum (m = 20), in percentage of total error variance, where the leading eigenvalue is around 75% of the total error variance. The next one, around 12%, is also separated from the remaining eigenvalues, but is much smaller than the leading eigenvalue. Figure 9a shows an example of the leading SLP IOP pattern, obtained with m = 20. The figure shows the SO mode with a seesaw between east Pacific and west Pacific/Africa–North Atlantic reflecting the Walker circulation. This pattern is similar to the leading mode of SLP EOF rotation toward the largest difference relative to a fitted isotropic diffusion process reported in Dommenget (2007). For comparison, the second OIP is also shown (Fig. 9b), which does not look much like a Walker-type oscillation. Note, for example, that OIP2 does not have a seesaw feature, given the same sign of the pattern in west Pacific and Indian Ocean, with an opposite sign in tropical Atlantic and Indonesia. The leading two EOFs of the tropical SLP are also shown (Figs. 9c,d) for comparison. The leading EOF (Fig. 9c), for example, shows a monopole structure.
The leading OIP pattern is also quite robust to changes in the number m of EOFs used. Table 3, like Table 1, shows pairwise spatial (and also temporal) correlations between OIP1 patterns (and associated IPCs) for different values of m. So clearly, OIP1 represents the major low-frequency mode in tropical SLP, which represents the SO. In fact, Fig. 10 shows a plot of Niño-3 SST anomaly index (available online at http://www.cpc.ncep.noaa.gov/data/indices/) from 1950 to 2004 and the leading IPC time series. Table 4 shows the correlation coefficients of Niño-3 index with IPC1 and IPC2 for different values of m. Note that the index is more correlated with PC2 (0.55) than with PC1 (barely 0.5). Correlations using the SO index, instead, are also calculated, but the results are very similar to those shown in Table 4, and therefore are not reported. Figure 11 shows the power spectrum of IPC1 and IPC2, with focus on periods greater than 10 months. It can be seen that IPC1 has higher power than IPC2, particularly for periods greater than about 2 yr.
d. The Indian Ocean SST
Climate variability in the Indian Ocean is the subject of many discussions regarding its dynamics and external effects, such as ENSO (Webster et al. 1999; Saji et al. 1999; Baquero et al. 2002; Behera et al. 2003; Dommenget and Latif 2003). Although most of these discussions concentrate on interannual variability, here the intraseasonal variability is also included by looking at monthly SST anomalies over the Indian basin for the period 1945–2004. SST variability over the Indian Ocean is dominated by a basinwide warming, as shown by the leading EOF (Fig. 12a) and associated PC (Fig. 12b) of the SST anomalies, which tends to hinder any attempt to detect a possible internal mode of variability or teleconnection. The data are detrended, by removing a linear trend, and OIP patterns are computed. Note that EOF1 (Fig. 12a) remains the dominant mode of variability even after the data have been detrended. When the number m of retained EOFs is small (m ≤ 5) the leading OIP is still dominated by EOF1 structure, which explains a substantial amount of variance. When m increases the leading eigenvalue of the interpolation error covariance matrix becomes separated from the rest of the spectrum and the associated OIP starts to show a robust large-scale structure. Figure 13 shows an example of the error covariance matrix spectrum for m = 70. The leading eigenvalue is around 87% of the total error variance, and the next one is only about 6%. The associated OIP (Fig. 14a) shows a kind of tripole with the same sign on the eastern, south- and northwestern sides of the basin, and a boomerang-shaped opposite sign in the middle. This pattern has correlation coefficients of 0.29 and 0.35 with EOF2 and EOF4, respectively. Figure 14b shows the associated time series (continuous) along with the Niño-3 index (dotted). There is a clear coherency between IPC1 and the Niño-3 index, particularly around the warm phase of ENSO. The IPC1 time series lags Niño-3 index, and the maximum lagged correlation, 0.42, is obtained for a lag τ = 6 months. The second IPC is correlated with Niño-3 index at zero lag, with correlation coefficient 0.47, and the associated pattern is more like a north–south dipole (not shown). When the effect of ENSO was removed by regression the leading OIP remained unchanged, because of the lagged relationship with ENSO, but the second OIP disappeared. A similar analysis was also performed with the tropical Pacific SST anomalies, where El Niño pattern shows up as the leading OIP pattern (not shown).
7. Summary and conclusions
Spectral analysis of gridded weather–climate data constitutes a natural surrogate to the widespread time domain approaches. Very few spectral domain approaches have been developed and applied to gridded atmospheric data. This manuscript presents a new methodology to obtain orthogonal patterns from gridded climate data using a spectral-based approach. The method is based on interpolation rather than extrapolation or prediction. The method finds orthogonal patterns that optimize the interpolation error variance, and are hence labeled optimally interpolated patterns and associated interpolation principal components. The patterns are given by the eigenvectors of the interpolation error covariance matrix, which is obtained from an integration, over the spectral domain, of the inverse of the cross-spectrum matrix. The patterns are ranked according to the error variance obtained when a given pattern is used to estimate, by interpolation, the data at a single time step. The procedure effectively ranks the patterns in terms of long-term variability, since such patterns will be less useful in time domain interpolation, and so produce large interpolation error variance. So, the spectral-based OIP patterns, associated with the largest error interpolation variance, correspond to modes of lowest frequencies.
The method has been applied first to a stochastic low-dimension toy model. The model is a three-variable time series containing a linear trend plus an autocorrelated noise. With the EOF method the trend is found in all PCs, showing that the method failed to capture this low-frequency mode. The OIP method, however, successfully identified the trend mode as its leading pattern. The approach has been applied next to various reanalyses datasets. Two datasets are considered here: the NCEP–NCAR sea level pressure and the Reynolds sea surface temperature. Monthly SLP and SST anomalies, with respect to the respective mean annual cycles, are computed. Two main regions; the Northern Hemisphere, north of 20°N, and the tropical channel, 15S°–15°N are focused on using SLP. For SST the focus is on the Indian Ocean (30°S–24°N and 30E°–120°E).
The application to NH SLP shows two leading OIP patterns, well separated from the remaining OIPs. The first OIP shows the familiar NAO pattern, and the second one comes out as the North Pacific pattern, or the Aleutian mode. Both patterns have power at low frequency, with more power for NAO. These findings are in good agreement with previous investigations where, for example, the NAO was found to be well approximated by a long-memory process (Wunch 1999; Stephenson et al. 2000), and the Pacific pattern can be modeled equally as a short- and long-memory, and also as a regime-like process (Percival et al. 2001).
The application to the tropical SLP yields one robust leading pattern. The leading OIP shows the Southern Oscillation pattern. The associated leading OIP time series is highly correlated with the Niño-3 index. The leading OIP pattern is also similar to the leading SLP rotated pattern maximally departing from an isotropic diffusion process (Dommenget 2007).
The method is finally applied to the Indian Ocean SST anomalies. The data have been detrended to remove the effect of the basinwide warming. For a small number of retained EOFs the leading OIP is still dominated by the EOF1 structure. As the number of retained EOFs increases the leading OIP pattern starts to show a robust large-scale feature. The leading and well separated OIP has one sign in the eastern and south- and northwestern sides, and a boomerang-shaped opposite sign in the remaining part of the basin. The leading OIP has a 6-month lag with ENSO. The simultaneous effect of ENSO is absorbed more by the second OIP, which has a more north–south dipolar structure.
Because the OIP method ranks the patterns in terms of long-term variability, it could provide a better alternative to other standard methods. For instance, if the aim is to emphasize the more slowly varying patterns of climate variation, the OIP method offers itself naturally. One could, of course, apply standards methods, for example, EOFs, to a low-pass filtered data. Such approaches, however, require arbitrary choices about the filter to be applied hence the more organic approach of OIPs.
Acknowledgments
Some of this work was performed while the author was visiting the Walker Institute in the Department of Meteorology, Reading University. The author would like to thank two anonymous reviewers for their constructive comments.
REFERENCES
Baquero, A., M. Latif, and S. Legutke, 2002: On dipolelike variability of sea surface temperature in the tropical Indian Ocean. J. Climate, 15 , 1358–1368.
Barnett, T. P., 1983: Interaction of the monsoon and Pacific trade wind system at interannual time scales. Part I: The equatorial case. Mon. Wea. Rev., 111 , 756–773.
Behera, S. K., S. A. Rao, H. N. Saji, and T. Yamagata, 2003: Comments on “A cautionary note on the interpretation of EOFs.”. J. Climate, 16 , 1087–1093.
Bjerknes, J., 1964: Atlantic air-sea interaction. Adv. Geophys., 10 , 1–82.
Bonnet, G., 1965: Theorie de l’information–sur l’interpolation optimale d’une fonction aléatoire èchantillonnée. C. R. Acad. Sci. Paris, 260 , 297–343.
Brillinger, D. R., 1981: Time Series: Data Analysis and Theory. Holden-Day, 540 pp.
Chatfield, C., 1996: The Analysis of Time Series: An Introduction. 5th ed. Chapman and Hall, 333 pp.
Deser, C., and M. L. Blackmon, 1993: Surface climate variations over the North Atlantic Ocean during winter: 1900–1989. J. Climate, 6 , 1743–1753.
Dommenget, D., 2007: Evaluating EOF modes against a stochastic null hypothesis. Climate Dyn., 28 , 517–531.
Dommenget, D., and M. Latif, 2002: A cautionary note on the interpretation of EOFs. J. Climate, 15 , 216–225.
Dommenget, D., and M. Latif, 2003: Reply. J. Climate, 16 , 1094–1097.
Granger, C. W. J., and R. Joyeux, 1980: An introduction to long-memory time series models and fractional differencing. J. Time Ser. Anal., 1 , 15–30.
Grenander, U., and M. Rosenblatt, 1957: Statistical Analysis of Stationary Time Series. Wiley, 300 pp.
Haines, K., and A. Hannachi, 1995: Weather regimes in the Pacific from a GCM. J. Atmos. Sci., 52 , 2444–2462.
Hannachi, A., 2007: Pattern hunting in climate: A new method for finding trends in gridded climate data. Int. J. Climatol., 27 , 1–15.
Hannachi, A., I. T. Jolliffe, D. B. Stephenson, and N. Trendafilov, 2006: In search of simple structures in climate: Simplifying EOFs. Int. J. Climatol., 26 , 7–28.
Hannachi, A., I. T. Jolliffe, and D. B. Stephenson, 2007: Empirical orthogonal functions and related techniques in atmospheric science: A review. Int. J. Climatol., 27 , 1119–1152.
Hannan, E. J., 1970: Multiple Time Series. John Wiley, 536 pp.
Hasselmann, K., 1988: PIPs and POPs—A general formalism for the reduction of dynamical systems in terms of principal interaction patterns and principal oscillation patterns. J. Geophys. Res., 93 , 11015–11020.
Horel, J. D., 1981: A rotated principal component analysis of the interannual variability of the Northern Hemisphere 500 mb height field. Mon. Wea. Rev., 109 , 2080–2092.
Horel, J. D., 1984: Complex principal component analysis: Theory and examples. J. Climate Appl. Meteor., 23 , 1660–1673.
Hosking, J. R. M., 1981: Fractional differencing. Biometrika, 68 , 165–176.
Hoskins, B. J., and D. J. Karoly, 1981: The steady linear response of a spherical atmosphere to thermal and orographic forcing. J. Atmos. Sci., 38 , 1179–1196.
Jenkins, J. M., and D. G. Watts, 1968: Spectral Analysis and its Applications. Holden-Day, 525 pp.
Johnson, E. S., and M. J. McPhaden, 1993: Structure of intraseasonal Kelvin waves in the equatorial Pacific Ocean. J. Phys. Oceanogr., 23 , 608–625.
Jolliffe, I. T., 2002: Principal Component Analysis. 2nd ed. Springer, 487 pp.
Jolliffe, I. T., N. T. Trendafilov, and M. Uddin, 2003: A modified principal component technique based on the LASSO. J. Comput. Graph. Stat., 12 , 531–547.
Kalnay, E., and Coauthors, 1996: The NCEP/NCAR 40-Year Reanalysis Project. Bull. Amer. Meteor. Soc., 77 , 437–471.
Kistler, R., and Coauthors, 2001: The NCEP–NCAR 50-Year Reanalysis: Monthly means CD-ROM and documentation. Bull. Amer. Meteor. Soc., 82 , 247–267.
Kolmogorov, A. N., 1939: Sur l’interpolation et l’extrapolation des suites stationaires. C. R. Acad. Sci. Paris, 208 , 2043–2045.
Kolmogorov, A. N., 1941: Stationary sequences in Hilbert space. Bull. Math. Univ. Moscow, 2 , 1–40.
Kooperberg, C., and F. O’Sullivan, 1996: Prediction oscillation patterns: A synthesis of methods for spatial-temporal decomposition of random fields. J. Amer. Stat. Assoc., 91 , 1485–1496.
Koopmans, L. H., 1974: The Spectral Analysis of Time Series. Academic Press, 366 pp.
Kushnir, Y., 1994: Interdecadal variations in North Atlantic sea surface temperature and associated atmospheric conditions. J. Climate, 7 , 142–157.
Lorenz, E. N., 1956: Empirical orthogonal functions and statistical weather prediction. Technical Rep., Statistical Forecast Project Rep. 1, Department of Meteorology, MIT, 49 pp.
Madden, R. A., and P. R. Julian, 1971: Detection of a 40–50 day oscillation in the zonal wind in the tropical Pacific. J. Atmos. Sci., 28 , 702–708.
Madden, R. A., and P. R. Julian, 1972: Description of global-scale circulation cells in the tropics with a 40–50 day period. J. Atmos. Sci., 29 , 1109–1123.
Madden, R. A., and P. R. Julian, 1994: Observations of the 40–50-day tropical oscillation—A review. Mon. Wea. Rev., 122 , 814–837.
Maraun, D., H. W. Rust, and J. Timmer, 2004: Tempting long-memory—On the interpretation of DFA results. Nonlinear Processes Geophys., 11 , 495–503.
North, G. R., T. L. Bell, R. F. Cahalan, and F. J. Moeng, 1982: Sampling errors in the estimation of empirical orthogonal functions. Mon. Wea. Rev., 110 , 699–706.
Obukhov, A. M., 1947: Statistically homogeneous fields on a sphere. Usp. Mat. Nauk., 2 , 196–198.
Obukhov, A. M., 1960: The statistically orthogonal expansion of empirical functions. Bull. Acad. Sci. (English translation). U.S.S.R., Geophys. Ser., 3 , 288–291.
Parzen, E., 1959: Statistical inference on time series by Hilbert space methods, I. Tech. Rep. 23, Department of Statistics, Stanford University, Time Series Analysis Papers, 565 pp.
Parzen, E., 1961: An approach to time series. Ann. Math. Stat., 32 , 951–989.
Percival, D. B., J. E. Overland, and H. O. Mofjeld, 2001: Interpretation of North Pacific variability as short- and long-memory process. J. Climate, 14 , 4545–4559.
Preisendorfer, R. W., and C. D. Mobley, 1988: Principal Component Analysis in Meteorology and Oceanography. Elsevier, 425 pp.
Priestly, M. B., 1981: Spectral Analysis and Time Series. Academic Press, 890 pp.
Rasmusson, E. M., P. A. Arkin, W-Y. Chen, and J. B. Jalickee, 1981: Biennial variations in surface temperature over the United States as revealed by singular decomposition. Mon. Wea. Rev., 109 , 587–598.
Reynolds, R. W., and T. M. Smith, 1994: Improved global sea surface temperature analysis. J. Climate, 7 , 929–948.
Richman, M. B., 1981: Obliquely rotated principal components: An improved meteorological map typing technique. J. Appl. Meteor., 20 , 1145–1159.
Richman, M. B., 1986: Rotation of principal components. J. Climatol., 6 , 293–335.
Saji, N. H., B. N. Goswami, P. N. Vinayachandran, and T. Yamagata, 1999: A dipole mode in the tropical Indian Ocean. Nature, 401 , 360–363.
Stephenson, D. B., V. Pavan, and R. Bojariu, 2000: Is the North Atlantic oscillation a random walk? Int. J. Climatol., 20 , 1–18.
Thompson, D. W. J., and J. M. Wallace, 1998: The Arctic oscillation signature in wintertime geopotential height and temperature fields. Geophys. Res. Lett., 25 , 1297–1300.
Von Storch, H., and F. W. Zwiers, 1999: Statistical Analysis in Climate Research. Cambridge University Press, 484 pp.
Von Storch, H., T. Bruns, I. Fisher-Bruns, and K. F. Hasselmann, 1988: Principal oscillation pattern analysis of the 30- to 60-day oscillation in a general circulation model equatorial troposphere. J. Geophys. Res., 93 , 11022–11036.
Wallace, J. M., 1972: Empirical orthogonal representation of time series in the frequency domain. Part II: Application to the study of tropical wave disturbances. J. Appl. Meteor., 11 , 893–900.
Wallace, J. M., and R. E. Dickinson, 1972: Empirical orthogonal representation of time series in the frequency domain. Part I: Theoretical consideration. J. Appl. Meteor., 11 , 887–892.
Wallace, J. M., and D. W. J. Thompson, 2002: The Pacific center of action of the Northern Hemisphere annular mode: Real or artifact? J. Climate, 15 , 1987–1991.
Weare, B. C., and J. S. Nasstrom, 1982: Examples of extended empirical orthogonal function analysis. Mon. Wea. Rev., 110 , 481–485.
Webster, P. J., A. M. Moore, J. P. Loschnigg, and R. R. Leben, 1999: Coupled ocean-atmosphere dynamics in the Indian Ocean during 1997–98. Nature, 401 , 356–360.
Wunch, C., 1999: The interpretation of short climate records, with comments on the North Atlantic and Southern Oscillations. Bull. Amer. Meteor. Soc., 80 , 245–255.
APPENDIX
The Optimal Interpolation Error Covariance Matrix
The term β/(1 − βuTΣε−1u), Eqs. (20) and (22), vs uTΣε−1u for two types of power spectra: a short-memory red noise process (dotted–dashed), and a long-memory or fractionally differenced process (continuous). For the red noise, the values of ϕ [Eq. (23)] are from 0 to 0.9 with an increment of 0.15, and for the long memory δ = 0, 0.1, . . . , 0.5.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
A sample of time series of (a) xt, (b) yt, and (c) zt generated using (28), (d)–(f) the PCs of these data, and (g)–(i) the OIP time series of the same data.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
Histograms of the (absolute value of the) correlation coefficients (a)–(c) between the linear trend [see Eq. (28)] and the PCs and (d)–(f) between the same linear trend and the OIP time series of 100 realizations of model (28).
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
The leading two OIPs obtained using (a), (b) the leading m = 5 PCs and (c), (d) the leading two EOFs of NH winter SLP.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
The spectrum of the interpolation error covariance matrix, shown in percentage of the total interpolation error variance, when the leading m = 20 NH winter SLP EOFs are used.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
Correlation of the leading three OIPs spatial patterns (thin) and associated IPCs time series (bold) obtained using m = 5 EOFs with the same OIP patterns and associated IPCs for m = 5, 6, . . . , 25 EOFs.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
Power spectra of the leading five IPCs, obtained with m = 5 NH winter SLP EOFs, using the (a) Welch method and (b) Burg method.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
As in Fig. 5, but using the tropical sea level pressure data.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
As in Fig. 4, but for tropical seal level pressure data.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
Niño-3 SST anomaly index (1950–2004) and the tropical sea level pressure IPC1, obtained with m = 20. Both time series are scaled.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
Power spectra (2 month−1), using Welch estimates, of tropical SLP IPC1 and IPC2 for m = 20. Only periods greater than 10 months are shown.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
(a) The leading EOF and (b) associated PC of the Indian Ocean SST anomalies.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
As in Fig. 8, but for the detrended Indian Ocean SST anomalies with m = 70. Only the first 40 eigenvalues are shown.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
(a) The leading OIP of the detrended Indian Ocean SST anomalies and (b) the associated IPC time series (continuous) along with the Niño-3 index (dotted) for the same period.
Citation: Journal of Climate 21, 24; 10.1175/2008JCLI2328.1
Cross correlations between the leading spatial OIP1 patterns for m = 5, 10, . . . , 30 (below the diagonal) and the associated leading IPC (above the diagonal) of Northern Hemispheric winter sea level pressure.
Correlation coefficients of Niño-3 SST index (1950–2004) with the leading two tropical SLP IPCs for various values of the number m of EOFs used. The correlation of the index with SLP PC1 is 0.5 and it is 0.55 with PC2.