Ensemble forecast with the Transfer Function Model
Once the adequacy of the model is assessed, the model is trained over the period 1900-2014 to produce a simulation plume of annual PDSI for the period 2015-2054. El NiƱo3.4 series and the PDO Series were simulated first, by using the corresponding ARIMA models fitted to the observed time series. Simulations from a model of the form: