Stochastic modeling of stratospheric temperature
Mari Dahl Eggen, Kristina Rognlien Dahl, Sven Peter N\"asholm and, Steffen M{\ae}land

TL;DR
This paper develops a stochastic model for daily stratospheric temperature, combining deterministic seasonality with a Lévy-driven Ornstein-Uhlenbeck process, to better understand and predict large-scale atmospheric events.
Contribution
It introduces a novel stochastic model for stratospheric temperature incorporating a Lévy-driven process and seasonal variability, extending previous surface temperature models.
Findings
Residuals follow a normal inverse Gaussian distribution.
Monthly variability in mean reversion speed is observed.
Model improves understanding of stratospheric dynamics.
Abstract
This study suggests a stochastic model for time series of daily-zonal (circumpolar) mean stratospheric temperature at a given pressure level. It can be seen as an extension of previous studies which have developed stochastic models for surface temperatures. The proposed model is a sum of a deterministic seasonality function and a L\'evy-driven multidimensional Ornstein-Uhlenbeck process, which is a mean-reverting stochastic process. More specifically, the deseasonalized temperature model is an order 4 continuous time autoregressive model, meaning that the stratospheric temperature is modeled to be directly dependent on the temperature over four preceding days, while the model's longer-range memory stems from its recursive nature. This study is based on temperature data from the European Centre for Medium-Range Weather Forecasts ERA-Interim reanalysis model product. The residuals of the…
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