Computer Science – Performance
Scientific paper
Jun 1996
adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1996geoji.125..729f&link_type=abstract
Geophysical Journal International, Vol. 125, No. 3, p. 729 - 746
Computer Science
Performance
Geomagnetic Field: Activity, Geomagnetic Field: Models
Scientific paper
The authors studied the existence of dynamical stochastic relations in the evolution of the am index. A first analysis of the autocorrelation functions showed evidence of several seasonalities. The authors first used linear (ARMA) models, and it was found that these do not account for the whole internal dynamics of the data series. They then used various nonlinear models to provide a better fit to reality. The forecast performances of the nonlinear models are not significantly different from those of the linear model. The authors give a tentative explanation for the failure of the non-linear predictions. Finally, ARCH models were used in order to take into account the fact that the confidence interval for the predicted value depends on past observations.
Francq C.
Menvielle Michel
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