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Related papers: Nonlinear Time Series Analysis of Sunspot Data

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Hurst Exponent has been widely used in different fields as a measure of long range dependence in time series. It has been studied in hydrology and geophysics, economics and finance, and recently, it is still a hot topic in the different…

Computation · Statistics 2018-05-24 Roel F. Ceballos , Fe F. Largo

The Sun exhibits a well-observed modulation in the number of spots on its disk over a period of about 11 years. From the dawn of modern observational astronomy sunspots have presented a challenge to understanding -- their quasi-periodic…

Solar and Stellar Astrophysics · Physics 2020-12-09 Scott W. McIntosh , Sandra C. Chapman , Robert J. Leamon , Ricky Egeland , Nicholas W. Watkins

The sunspot number (SSN), the total solar irradiance (TSI), a TSI reconstruction, and the solar flare index (SFI), are analyzed for long-range persistence (LRP). Standard Hurst analysis yields $H \approx 0.9$, which suggests strong LRP.…

Space Physics · Physics 2015-06-03 Martin Rypdal , Kristoffer Rypdal

The rise and fall in the number of sunspots have served as a lynchpin in many investigations on solar dynamics. Arising from magnetic disturbances in the sun, variations in sunspot numbers have helped define a solar cycle of around eleven…

Solar and Stellar Astrophysics · Physics 2023-06-27 Reynan L. Toledo , Reinabelle Reyes , Christopher C. Bernido

The recent paucity of sunspots and the delay in the expected start of Solar Cycle 24 have drawn attention to the challenges involved in predicting solar activity. Traditional models of the solar cycle usually require information about the…

Solar and Stellar Astrophysics · Physics 2013-12-05 Mercedes T. Richards , Michael L. Rogers , Donald St. P. Richards

Using neural networks as a prediction method, we attempt to demonstrate that forecasting of the Sun's sunspot time series can be extended to the spatial-temporal case. We employ this machine learning methodology to forecast not only in time…

Solar and Stellar Astrophysics · Physics 2019-03-08 Eurico Covas , Nuno Peixinho , Joao Fernandes

Detailed models of the solar cycle require information about the starting time and rise time as well as the shape and amplitude of the cycle. However, none of these models includes a discussion of the variations in the length of the cycle,…

Astrophysics · Physics 2007-05-23 Michael L. Rogers , Mercedes T. Richards , Donald St. P. Richards

The appearance of dark sunspots over the solar photosphere is not considered to be symmetric between the northern and southern hemispheres. Among the different conclusions obtained by several authors, we can point out that the North-South…

Solar and Stellar Astrophysics · Physics 2023-07-19 Leonardo F. G. Batista , Thiago M. Santiago , Paulo C. F. da Silva Filho , Cleo V. Silva , Daniel B. de Freitas

The Hurst exponent is the simplest numerical summary of self-similar long-range dependent stochastic processes. We consider the estimation of Hurst exponent in long-range dependent curve time series. Our estimation method begins by…

Statistics Theory · Mathematics 2020-09-21 Han Lin Shang

Sunspot numbers form a comprehensive, long-duration proxy of solar activity and have been used numerous times to empirically investigate the properties of the solar cycle. A number of correlations have been discovered over the 24 cycles for…

Solar and Stellar Astrophysics · Physics 2015-06-11 Yaming Yu , David A. van Dyk , Vinay L. Kashyap , C. Alex Young

Complex network approaches have been recently developed as an alternative framework to study the statistical features of time-series data. We perform a visibility-graph analysis on both the daily and monthly sunspot series. Based on the…

Data Analysis, Statistics and Probability · Physics 2015-06-16 Yong Zou , Michael Small , Zonghua Liu , Jürgen Kurths

We use 5 test data series to quantify putative discontinuities around 1946 in 5 annual-mean sunspot number or group number sequences. The series tested are: the original and new versions of the Wolf/Zurich/International sunspot number…

Solar and Stellar Astrophysics · Physics 2016-10-05 Mike Lockwood , Mathew J. Owens , Luke A. Barnard

The Schwabe (~11 yr) value for the annual sunspot number is sometimes uncritically applied to other measures of solar activity, direct and indirect, including the 10.7 cm radio flux, the inflow of galactic cosmic rays, solar flare…

Solar and Stellar Astrophysics · Physics 2022-12-08 Claudio Vita-Finzi

This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Ginno Millán , Román Osorio-Comparán , Gastón Lefranc

Sunspot engravings and measurements in 1660-1676 are analyzed to retrieve sunspot area and heliocoordinates. Based on these data, we revise the Hoyt and Schatten (The role of the sun in climate change, 1997) hypothesis of long-lived…

Solar and Stellar Astrophysics · Physics 2025-02-25 Nadezhda Zolotova , Mikhail Vokhmyanin

The relative number of sunspots represents the longest evidence describing the level of solar activity. As such, its use goes beyond solar physics, e.g. towards climate research. The construction of a single representative series is a…

Solar and Stellar Astrophysics · Physics 2022-12-07 Michal Švanda , Martina Pavelková , Jiří Dvořák , Božena Solarová

The Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields. The available methods for estimating the Hurst exponent can be categorized into time-domain and…

Methodology · Statistics 2024-12-23 Hong-Yan Zhang , Zhi-Qiang Feng , Si-Yu Feng , Yu Zhou

We investigate the use of the Hurst exponent, dynamically computed over a moving time-window, to evaluate the level of stability/instability of financial firms. Financial firms bailed-out as a consequence of the 2007-2010 credit crisis show…

Statistical Finance · Quantitative Finance 2013-05-24 Raffaello Morales , T. Di Matteo , Ruggero Gramatica , Tomaso Aste

Solar activity is an important driver of long-term climate trends and must be accounted for in climate models. Unfortunately, direct measurements of this quantity over long periods do not exist. The only observation related to solar…

Solar and Stellar Astrophysics · Physics 2023-01-12 Sophie Mathieu , Laure Lefèvre , Rainer von Sachs , Véronique Delouille , Christian Ritter , Frédéric Clette

The extension of the sunspot number series backward in time is of considerable interest for dynamo theory, solar, stellar, and climate research. We have used records of the Be-10 concentration in polar ice to reconstruct the average sunspot…

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