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Abstract We use neural networks and large climate model ensembles to explore predictability of internal variability in sea surface temperature (SST) anomalies on interannual (1–3 years) and decadal (1–5 and 3–7 years) timescales. We find that neural networks can skillfully predict SST anomalies at these lead times, especially in the North Atlantic, North Pacific, Tropical Pacific, Tropical Atlantic and Southern Ocean. The spatial patterns of SST predictability vary across the nine climate models studied. The neural networks identify “windows of opportunity” where future SST anomalies can be predicted with more certainty. Neural networks trained on climate models also make skillful SST predictions in reconstructed observations, although the skill varies depending on which climate model the network was trained. Our results highlight that neural networks can identify predictable internal variability within existing climate data sets and show important differences in how well patterns of SST predictability in climate models translate to the real world. 

Abstract Predictable internal climate variability on decadal timescales (2–10 years) is associated with large‐scale oceanic processes, however these predictable signals may be masked by the noisy climate system. One approach to overcoming this problem is investigating state‐dependent predictability—how differences in prediction skill depend on the initial state of the system. We present a machine learning approach to identify state‐dependent predictability on decadal timescales in the Community Earth System Model version 2 pre‐industrial control simulation by incorporating uncertainty estimates into a regression neural network. We leverage the network's prediction of uncertainty to examine state dependent predictability in sea surface temperatures by focusing on predictions with the lowest uncertainty outputs. In particular, we study two regions of the global ocean—the North Atlantic and North Pacific—and find that skillful initial states identified by the neural network correspond to particular phases of Atlantic multi‐decadal variability and the interdecadal Pacific oscillation.