van Brummelen, J., Jensen, S., Koopman, S.J. and Petrova, D. (2026). Long-lead forecasting of El Niño–Southern Oscillation using score-driven models with many predictors International Journal of Forecasting.

We consider long-lead forecasting of the El Niño–Southern Oscillation (ENSO) climate phenomenon. This is widely seen as a challenging task from a methodological perspective. At the same time, ENSO events are of substantial societal importance. We adopt a class of score-driven models to capture the key dynamic features of the Niño 3.4 index and include a large set of previously designed predictors. We provide details of our forecasting methodology and assess the forecast accuracy for a range of different model specifications and estimation strategies. We conclude that a model with a good description of the dynamic features in the data is also able to provide accurate forecasts for almost all lead times, up to 18 months ahead. The large set of predictors is shown to support the provision of accurate long-range forecasts for specific lead times.