CHAOTIC CHARACTERISTICS OF THE SOUTHERN OSCILLATION INDEX TIME-SERIES

The monthly time series of the Southern Oscillation Index (SOI) is ana lysed to examine its chaotic characteristics. Three schemes, moving av erage, low-pass filter and nonlinear smoothing, were used to reduce no ise and entrance chaotic properties. Autocorrelation and spectral char acteristics, as well as three chaos-oriented properties - phase space trajectory, the largest Lyapunov exponent and correlation dimension - were then examined. No significant signs of chaotic behaviour were fou nd for either the noise-reduced SOI time series or the raw one. Althou gh it contains long-term periodicity, the SOI time series is considere d to be stochastic rather than chaotic from the viewpoint of dynamical systems theory. (C) 1998 Elsevier Science B.V.