-
Eggen, Mari Dahl; Dahl, Kristina Rognlien; Näsholm, Sven Peter & Mæland, Steffen
(2022).
Stochastic Modeling of Stratospheric Temperature.
Show summary
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 combination of a deterministic seasonality function and a Lévy-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 autoregressive model are well represented by normal inverse Gaussian-distributed random variables scaled with a time-dependent volatility function. A monthly variability in speed of mean reversion of stratospheric temperature is found, hence suggesting a generalization of the fourth-order continuous-time autoregressive model. A stochastic stratospheric temperature model, as proposed in this paper, can be used in geophysical analyses to improve the understanding of stratospheric dynamics. In particular, such characterizations of stratospheric temperature may be a step towards greater insight in modeling and prediction of large-scale middle atmospheric events, such as sudden stratospheric warming. Through stratosphere–troposphere coupling, the stratosphere is hence a source of extended tropospheric predictability at weekly to monthly timescales, which is of great importance in several societal and industry sectors.
-
Eggen, Mari Dahl; Dahl, Kristina Rognlien; Näsholm, Sven Peter & Mæland, Steffen
(2021).
Stochastic modelling of stratospheric temperature.
-
Dahl, Kristina Rognlien & Eyolfsson, Heidar
(2021).
Self-exciting jump processes as deterioration models.
-
Dahl, Kristina Rognlien & Huseby, Arne
(2020).
Environmental contours and optimal design.
-
Dahl, Kristina Rognlien
(2020).
The SCROLLER project and a subproject: Optimal design.
-
Dahl, Kristina Rognlien
(2020).
The SCROLLER project A Stochastic ContROL approach to machine Learning with applications to Environmental Risk models.
-
Dahl, Kristina Rognlien
(2020).
FBSDE games with delay & noisy memory.
-
Dahl, Kristina Rognlien
(2019).
Robotene kommer! Kunstig intelligens. Maskinlæring. Big data.
-
Dahl, Kristina Rognlien
(2019).
Math vs The World: Mathematical models. Big data. Reality.
-
Dahl, Kristina Rognlien
(2019).
Mattementormotivasjon.
-
Dahl, Kristina Rognlien
(2019).
Å studere matematikk ved UiO.
-
Dahl, Kristina Rognlien
(2018).
Buffered environmental contours.
-
Dahl, Kristina Rognlien
(2018).
An introduction to binary system analysis.
-
Dahl, Kristina Rognlien
(2018).
My career advice (a.k.a. me giving advice about something I don't know).
-
Dahl, Kristina Rognlien
(2018).
Hva kan du bli etter MAEC og MAMI?
-
Dahl, Kristina Rognlien
(2018).
Godt og blandet: Matematikk, økonomi og stokastisk analyse.
-
Dahl, Kristina Rognlien
(2018).
Kvinner i matematikk: 16 matematikere, 16 portretter. Fotoutstilling med intervju ved Realfagsbiblioteket, UiO.
[Business/trade/industry journal].
Realfagsbiblioteket, UiO.
-
Dahl, Kristina Rognlien
(2018).
Buffered environmental contours.
-
Dahl, Kristina Rognlien
(2017).
Intervju med nrk.no i forbindelse med uvanlig lavt antall flyulykker i 2017.
[Internet].
nrk.no.
-
Dahl, Kristina Rognlien
(2017).
Management of a hydropower system via convex duality.
-
Dahl, Kristina Rognlien
(2017).
Reklamefilm for bachelorprogrammet i Matematikk og økonomi ved UiO.
-
Dahl, Kristina Rognlien & Haufmann, Torkel Andreas
(2017).
How to Ph.Be.
-
Dahl, Kristina Rognlien
(2017).
Matematikk og økonomi (MAEC).
-
Dahl, Kristina Rognlien
(2017).
Å studere matematikk ved UiO.
-
Dahl, Kristina Rognlien
(2016).
Information and memory in stochastic optimal control.
-
Dahl, Kristina Rognlien
(2016).
Optimal utility insider portfolio in Kyle-Back models.
-
Dahl, Kristina Rognlien
(2016).
Inaugural lecture: Stochastic analysis meets risk- and reliability theory.
-
Dahl, Kristina Rognlien
(2016).
Godt og blandet: Matematikk, økonomi og stokastisk analyse.
-
Dahl, Kristina Rognlien & Haufmann, Torkel Andreas
(2016).
Our experiences as PhDs.
-
Dahl, Kristina Rognlien
(2015).
Å studere matematikk ved UiO.
-
Dahl, Kristina Rognlien
(2015).
Deltagelse i radioprogrammet Abels tårn på P2 i forbindelse med Abelprisen 2015.
-
Dahl, Kristina Rognlien & Øksendal, Bernt
(2015).
Singular recursive utility.
-
Dahl, Kristina Rognlien
(2014).
Å studere matematikk ved UiO.
-
Dahl, Kristina Rognlien
(2014).
Reale damer: Matematikk.
-
Dahl, Kristina Rognlien
(2014).
Deltagelse i radioprogrammet Abels tårn på P2 i forbindelse med Reale damer på UiO den 7. mars 2014.
-
Dahl, Kristina Rognlien; Øksendal, Bernt; Røse, Elin Engen & Mohammed, Salah-Eldin
(2014).
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives.
-
Dahl, Kristina Rognlien
(2013).
Duality methods for pricing contingent claims.
-
Dahl, Kristina Rognlien
(2013).
Duality methods for pricing contingent claims.
-
Dahl, Kristina Rognlien
(2013).
Matematikk og økonomi (MAEC).
-
Dahl, Kristina Rognlien
(2013).
Jenter og matematikk.
-
Dahl, Kristina Rognlien
(2013).
Hvordan er det å studere matematikk ved UiO?
-
-
Dahl, Kristina Rognlien
(2012).
Convex Duality and Mathematical Finance.
DUO.
-
Dahl, Geir & Dahl, Kristina Rognlien
(2012).
Linear optimization and mathematical finance.
University of Oslo.
ISSN 0806-2439.
Full text in Research Archive