TITLE:
Analyzing of the ENSO Index Using Extreme Value Theory
AUTHORS:
Fumio Maruyama
KEYWORDS:
Extreme Value Theory, GP, ENSO, Niño3.4, SOI
JOURNAL NAME:
Journal of Geoscience and Environment Protection,
Vol.11 No.6,
June
28,
2023
ABSTRACT: We predicted the extreme values of the ENSO index,
the Niño3.4 index, and the Southern Oscillation Index (SOI) using extreme value theory. Various diagnostic plots for assessing the accuracy of the Generalized Pareto (GP) model fitted to the Niño3.4 index and SOI are shown, and all four
diagnostic plots support the fitted GP model. Because the shape parameter of
the Niño3.4 was negative, the Niño3.4 index had a finite upper limit. In
contrast, that of the SOI was zero, therefore the SOI did not have a finite
upper limit, and there is a possibility that a significant risk will occur. We
predicted the maximum return level for the return periods of 10, 20, 50, 100,
350, and 500 years and their respective 95% confidence intervals, CI. The
10-year, and 100-year return levels for Niño3.4 were estimated to be 2.41, and
2.62, with 95% CI [2.22, 2.59], and [2.58, 2.66], respectively. The Niño3.4
index was 2.65 in the 2015/16 super El Niño, which is a phenomenon that occurs
once every 500 years. The Niño3.4 index was 2.51 in the 1982/83, and 1997/98
super El Niño, which is a phenomenon that occurs once every 20 years. Recently,
a large super El Niño event with a small probability of occurrence has
occurred. In response to global warming, the super El Niño events are becoming
more likely to occur.