Wavelet-Based Multifractal Analysis of the El Niño/Southern Oscillation, the Indian Ocean Dipole and the North Atlantic Oscillation

Abstract

Climate change can be interpreted from the perspective of fractals. This study uses the wavelet transform to analyze the multifractal behavior of the monthly El Niño/Southern Oscillation index (NINO3.4), the monthly Indian Ocean Dipole Mode Index (DMI), and the monthly North Atlantic Oscillation (NAO) index. Strong multifractality was observed when NINO3.4 and DMI had high coherency. Changes from multifractal to monofractal behavior were observed at the 1976/77 regime shift for NINO3.4 and DMI, and at the 1988/89 regime shift for NAO index. We found that a regime shift occurs when the fluctuation is large and multifractality is strong.