Related papers: Nonlinear Time Series Analysis of Sunspot Data
Sunspot drawings are provided on a regular basis at the Kanzelhoehe Solar Observatory, Austria, and the derived relative sunspot numbers are reported to the Sunspot Index Data Center in Brussels. From the daily sunspot drawings, we derived…
The local Hurst exponent, a measure employed to detect the presence of dependence in a time series, may also be used to investigate the source of intraday variation observed in the returns in foreign exchange markets. Given that changes in…
The difference between consecutive daily Sunspot Numbers was analysed. Its distribution was approximated on a large time scale with an exponential law. In order to verify this approximation a Maximum Entropy distribution was generated by a…
We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in the fluctuation function. We discuss how the…
In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal…
In the present work we investigate the multiscale nature of the correlations for high frequency data (1 minute) in different futures markets over a period of two years, starting on the 1st of January 2003 and ending on the 31st of December…
Sunspot number series are subject to various uncertainties, which are still poorly known. The need for their better understanding was recently highlighted by the major makeover of the international Sunspot Number [Clette et al., Space…
Aims. In this paper, we aim to study the time dependence of sunspot group areas in a large sample composed of various databases spanning over 130 years, used state-of-the-art statistical methods. Methods. For a carefully selected but…
The paper shows the recurrence and cross recurrence plots of three time series, concerning data of the solar activity. The data are the sunspot number and the values of solar radio flux at 10.7 cm and of solar total irradiance, which are…
Different investment strategies are adopted in short-term and long-term depending on the time scales, even though time scales are adhoc in nature. Empirical mode decomposition based Hurst exponent analysis and variance technique have been…
This note deals with a multivariate stochastic approach to forecast the behaviour of a cyclic time series. Particular attention is devoted to the problem of the prediction of time behaviour of sunspot numbers for the current 23th cycle. The…
New sunspot data composites, some of which are radically different in the character of their long-term variation, are evaluated over the interval 1845-2014. The method commonly used to calibrate historic sunspot data, relative to modern-day…
Sunspot activity is highly variable and challenging to forecast. Yet forecasts are important, since peak activity has profound effects on major geophysical phenomena including space weather (satellite drag, telecommunications outages) and…
We compare four sunspot-number data sequences against geomagnetic and terrestrial auroral observations. The comparisons are made for the original SIDC composite of Wolf-Zurich-International sunspot number [$R_{ISNv1}$], the group sunspot…
The long-standing disparity between the sunspot number record and the Hoyt and Schatten (1998, H&S) Group Sunspot Number series was initially resolved by the Clette et al. (2014) revision of the sunspot number and the group number series.…
Here we study the prediction of even and odd numbered sunspot cycles separately, thereby taking into account the Hale cyclicity of solar magnetism. We first show that the temporal evolution and shape of all sunspot cycles are extremely well…
The sunspot activity is the end result of the cyclic destruction and regeneration of magnetic fields by the dynamo action. We propose a new method to analyze the daily sunspot areas data recorded since 1874. By computing the power spectral…
Forecasting the strength of the sunspot cycle is highly important for many space weather applications. Our previous studies have shown the importance of sunspot number variability in the declining phase of the current 11-year sunspot cycle…
It is shown that, the wavelet regression detrended fluctuations of the monthly sunspot number for 1749-2009 years exhibit strong periodicity with a period approximately equal to 3.7 years. The wavelet regression method detrends the data…
The hemispheric asymmetry of the sunspot cycle is a real feature of the Sun. However, its origin is still not well understood. Here we perform nonlinear time series analysis of the sunspot area (and number) asymmetry to explore its…