Simultaneous Multivariate Forecast of Space Weather Indices using Deep Neural Network Ensembles
Solar radio flux along with geomagnetic indices are important indicators of solar activity and its effects. Extreme solar events such as flares and geomagnetic storms can negatively affect the space environment including satellites in low-Earth orbit. Therefore, forecasting these space weather indices is of great importance in space operations and science. In this study, we propose a model based on long short-term memory neural networks to learn the distribution of time series data with the capability to provide a simultaneous multivariate 27-day forecast of the space weather indices using time series as well as solar image data. We show a 30-40\% improvement of the root mean-square error while including solar image data with time series data compared to using time series data alone. Simple baselines such as a persistence and running average forecasts are also compared with the trained deep neural network models. We also quantify the uncertainty in our prediction using a model ensemble.
Code (0)
등록된 구현이 없습니다.
Tasks
Time SeriesTime Series AnalysisSimilar Papers 제목 키워드 기반
Long-lead forecasts of wintertime air stagnation index in southern China using oceanic memory effects
Stagnant weather condition is one of the major contributors to air pollution as it is favorable for the formation and accumulation of pollutants. To measure the atmosphere's ability to dilute air pollutants, Air Stagnati…
ManagementWeather2K: A Multivariate Spatio-Temporal Benchmark Dataset for Meteorological Forecasting Based on Real-Time Observation Data from Ground Weather Stations
Weather forecasting is one of the cornerstones of meteorological work. In this paper, we present a new benchmark dataset named Weather2K, which aims to make up for the deficiencies of existing weather forecasting dataset…
Spatio-Temporal ForecastingTime Series AnalysisTime Series ForecastingWeather ForecastingAI reconstruction of European weather from the Euro-Atlantic regimes
We present a non-linear AI-model designed to reconstruct monthly mean anomalies of the European temperature and precipitation based on the Euro-Atlantic Weather regimes (WR) indices. WR represent recurrent, quasi-station…
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation
In this paper we propose a multivariate quantile regression framework to forecast Value at Risk (VaR) and Expected Shortfall (ES) of multiple financial assets simultaneously, extending Taylor (2019). We generalize the Mu…
Portfolio Optimizationquantile regressionregressionGenerative machine learning methods for multivariate ensemble post-processing
Ensemble weather forecasts based on multiple runs of numerical weather prediction models typically show systematic errors and require post-processing to obtain reliable forecasts. Accurately modeling multivariate depende…
scoring rule