Parametric Estimation of the Stochastic Dynamics of Sea Surface Winds
Date
2014
Authors
Thompson, William F.
Monahan, Adam
Crommelin, Daan
Journal Title
Journal ISSN
Volume Title
Publisher
Journal of the Atmospheric Sciences
Abstract
In this study, the parameters of a stochastic–dynamical model of sea surface winds are estimated from
long time series of sea surface wind observational data. The model was introduced by A. H. Monahan, who
developed an idealized model from a highly simplified representation of the momentum budget of a surface
atmospheric layer of fixed depth. Such estimation of model parameters is challenging, in particular for
a multivariate model with nonlinear terms as is considered here. The authors use a method developed recently
by Crommelin and Vanden-Eijnden, which approaches the estimation problem variationally, finding
the spectrally ‘‘best fit’’ stochastic differential equation to a time series of observations.
While the estimation procedure assumes forcing that is white in time, observed time series are generally
better approximated as forced by red noise. Using a red-noise-forced linear system, the authors first show
that the estimation procedure can still be used to estimate model parameters. Because the assumption of
white noise is violated, these estimates lead to model autocorrelation functions that differ from the observed
time series. Application of the estimation procedure to the wind data is further complicated by the fact that
the boundary layer model is inconsistent with certain observed features of the wind. When these mismatches
between the model and observations are accounted for, the estimation procedure generally results in parameter
estimates consistent with the climatological features of the associated meteorological fields. Important exceptions
to this result are the layer thickness and layer-top eddy diffusivity, which are poorly estimated where
the vector winds are close to Gaussian.
Description
Keywords
Statistical techniques, Time series, Data assimilation, Parameterization, Stochastic models
Citation
Thompson, W. F., Monahan, A., & Crommelin, D. (2014). Parametric Estimation of the Stochastic Dynamics of Sea Surface Winds. Journal of the Atmospheric Sciences, 71(9), 3465-3483. https://doi.org/10.1175/JAS-D-13-0260.1.