Robust nonlinear canonical correlation analysis: application to seasonal climate forecasting

A. J. Cannon (1) , W. W. Hsieh (2)

1 Meteorological Service of Canada
2 Department of Earth and Ocean Sciences [Vancouver]

Robust variants of nonlinear canonical correlation analysis (NLCCA) are introduced to improve performance on datasets with low signal-to-noise ratios, for example those encountered when making seasonal climate forecasts. The neural network model architecture of standard NLCCA is kept intact, but the cost functions used to set the model parameters are replaced with more robust variants. The Pearson product-moment correlation in the double-barreled network is replaced by the biweight midcorrelation, and the mean squared error (mse) in the inverse mapping networks can be replaced by the mean absolute error (mae).

Robust variants of NLCCA are demonstrated on a synthetic dataset and are used to forecast sea surface temperatures in the tropical Pacific Ocean based on the sea level pressure field. Results suggest that adoption of the biweight midcorrelation can lead to improved performance, especially when a strong, common event exists in both predictor/predictand datasets. Replacing the mse by the mae leads to improved performance on the synthetic dataset, but not on the climate dataset except at the longest lead time, which suggests that the appropriate cost function for the inverse mapping networks is more problem dependent.

Domaines: Cosmologie et astrophysique extra-galactique [astro-ph.CO]; Astrophysique [astro-ph]; Sciences de la Terre

A. J. Cannon, W. W. Hsieh. Robust nonlinear canonical correlation analysis: application to seasonal climate forecasting. Nonlinear Processes in Geophysics, 2008, 15 (1), pp.221-232. ⟨hal-00302974⟩