A New Multidimensional Time Series Forecasting Method Based on the EOF Iteration Scheme

In this paper a new multidimensional time series forecasting scheme based on the empirical orthogonal func-tion (EOF) stepwise iteration process is introduced. The scheme is tested in a series of forecast experiments of Nino3 SST anomalies and Tahiti-Darwin SO index. The results show that the scheme is feasible and ENSO predictable.