相关论文: Time Series Forecasting: A Multivariate Stochastic…

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

The prediction of solar activity is important for advanced technologies and space activities. The peak sunspot number (SSN), which can represent the solar activity, has declined continuously in the past four solar cycles (21$-$24), and the…

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate…

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time. The real-world multivariate time series comes with noises and contains complicated local and global temporal…

Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for…

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

Most solar flares originate in sunspot groups, where magnetic field changes lead to energy build-up and release. However, few flare-forecasting methods use information of sunspot-group evolution, instead focusing on static point-in-time…

In this work we introduce a new way of binning sunspot group data with the purpose of better understanding the impact of the solar cycle on sunspot properties and how this defined the characteristics of the extended minimum of cycle 23. Our…

Sunspots are the most important indicator of the magnetic activity on the solar surface during a cycle. Every sunspot group is formed and shaped by the magnetic field of the Sun. Hence, the magnetic field intensity shows itself as the size…

Forecasting can estimate the statement of events according to the historical data and it is considerably important in many disciplines. At present, time series models have been utilized to solve forecasting problems in various domains. In…

This paper deals with the analysis of sunspot number time series using the Hurst exponent. We use the rescaled range (R/S) analysis to estimate the Hurst exponent for 259-year and 11360-year sunspot data. The results show a varying degree…

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…

Multi-step forecasting (MSF) in time-series, the ability to make predictions multiple time steps into the future, is fundamental to almost all temporal domains. To make such forecasts, one must assume the recursive complexity of the…

Spatiotemporal systems are common in the real-world. Forecasting the multi-step future of these spatiotemporal systems based on the past observations, or, Spatiotemporal Sequence Forecasting (STSF), is a significant and challenging problem.…

The output of solar power generation is significantly dependent on the available solar radiation. Thus, with the proliferation of PV generation in the modern power grid, forecasting of solar irradiance is vital for proper operation of the…

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

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…

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…