3.2 Simulation experiment

Once the performance of the exponential smoothing model was established, the model trained over 1801-2014 periods was run to produce an ensemble of forecast paths of annual PDSI for 2015-2054. Our major interest was directed towards assessing the predictability of interdecadal variations.
Several forecast members show for the coming decades (Fig. \ref{div-565673}) some trajectories following a ciclycal pattern, in which PDSI may fall below and above “incipient drought”, with negligible monotonic, long-term trend. However, moving forward, ongoing changes in atmospheric circulation and associated precipitation and temperature variability in the western U.S. raise questions about the stationarity of extreme drought estimates (Robeson, 2015).
When examining the projection of PDSI over the four future decades (2015-2054), the ensemble mean value (Fig. \ref{div-565673}, black bold curve) is observed to roughly lie around the “incipient drought” class, approaching “mild drought” around 2030, although some members push to “extreme drought”. Around 2020 and 2036, PDSI forecasts approach “near normal” with some members which are inclined up to “incipient wet spell”. After the year 2040, the PDSI resumes to decrease and remains below the “incipient drought” for years.