Patent ID: 7249007

Claim:
A computer implemented method for predicting future time series and conditional probability distributions based upon observed statistical behavior of atmospheric, meteorological, or other geophysical time series comprising: a) assembling an ensemble of observed time series; b) removing any evident cycles; c) calculating Fourier expansion coefficients according to Loève's theorem; d) determining a statistical distribution of said expansion coefficients; e) generating a larger set of expansion coefficients based on the statistical distribution determined in step (d); f) using the larger set of expansion coefficients to create an ensemble of simulated atmospheric, meteorological, or other geophysical time series for a period P comprising past and future components; g) selecting from the ensemble of simulated time series a subset for which at least one statistical moment accumulated over a past component of P is confined to a specific numerical range, thereby providing for a future component of P a set of predicted atmospheric, meteorological, or other geophysical times series and probability distributions conditioned on events in the past component of P; and h) storing the set of predicted atmospheric, meteorological, or other geophysical times series and probability distributions in files in the computer.