A New Method for Interpreting Nonstationary Running Correlations and Its Application to the ENSO‐EAWM Relationship

Abstract We here propose a new statistical method to interpret nonstationary running correlations by decomposing them into a stationary part and a first‐order Taylor expansion approximation for the nonstationary part. Then, this method is applied to investigate the nonstationary behavior of the El Niño–Southern Oscillation (ENSO)‐East Asian winter monsoon (EAWM) relationship, which exhibits prominent multidecadal variations. It is demonstrated that the first‐order approximation of the nonstationary part can be expressed to a large extent by the impact of the nonlinear interaction between the Atlantic Multidecadal Oscillation (AMO) and ENSO (AMO*Niño3.4) on the EAWM. Therefore, the nonstationarity in the ENSO‐EAWM relationship comes predominantly from the impact of an AMO modulation on the ENSO‐EAWM teleconnection via this key nonlinear interaction. This general…