Kalman filter improvement of the monthly smoothed Sunspot Number prediction

Source SIDC (RWC-Belgium)
Frequency Monthly
Format Plain text
Mail header Kalman filter improvement of the monthly smoothed Sunspot Number prediction
SIDC code kalfil

Latest issue

Issued: 2019 Aug
#--------------------------------------------------------------------#
# MONTHLY REPORT OF THE INTERNATIONAL SUNSPOT NUMBER                 #
# FROM THE SOLAR INFLUENCES DATA ANALYSIS CENTER (RWC-BELGIUM)       #
#--------------------------------------------------------------------#
 
Kalman filter improvement of the monthly smoothed Sunspot Number prediction
by SIDC classical method (SM) and by the Combined method (CM).
Predictions of SM and CM methods were taken from http://www.sidc.be/products/ri
The last provisional value, calculated for January 2019:5.4(+-5%)
 
            KFSM                          KFCM
 
2019 Feb    4.97              2019 Feb    3.11
     Mar    5.76                   Mar    2.4
     Apr    6.61                   Apr    3.39
     May    5.55   (1)             May    4.04   (1)
     Jun    4.49   (2)             Jun    6.05   (2)
     Jul    3.68   (2)             Jul    7.98   (3)
     Aug    3.41   (2)             Aug    10.2   (4)
     Sep    3.04   (2)             Sep    12.4   (5)
     Oct    2.76   (2)             Oct    15.1   (6)
     Nov    2.76   (2)             Nov    18.1   (8)
     Dec    2.67   (2)             Dec    21.6   (10)
2020 Jan    2.76   (2)        2020 Jan    25.5   (12)
     Feb    2.76   (2)             Feb    29.8   (14)
     Mar    2.95   (3)             Mar    34.7   (16)
     Apr    3.13   (3)             Apr    39.8   (19)
     May    3.41   (3)             May    44.9   (22)
     Jun    3.68   (4)             Jun    49.3   (24)
     Jul    4.05   (4)             Jul    54.4   (27)
 
 
KFSM: Kalman filter prediction correction for SM. Standard deviation
of estimates errors are given in brackets.
KFCM: Kalman filter prediction correction for CM. Standard deviations
of estimates errors are given in brackets.
 
The improvement of the predictions is provided by applying an adaptive Kalman
filter to obtained medium-term predictions using the last six monthly mean
values of sunspot numbers, which cover the six months between the last available
value of the 13-month running mean (the starting point for the predictions)
and the current time. The proposed technique reduces stochastic component of
the last six monthly mean sunspot numbers that give significant information
about cycle evolution and provides effective estimate of sunspot activity
at the current time. This estimate becomes the new starting point for
the prediction updating that is shifted six month ahead in comparison with
the last observed 13-month running mean and provides an increase of prediction
accuracy for medium-term methods.
 
Correction technique was proposed by T. Podladchikova and R. Van der Linden and
improves medium term prediction methods as they are monthly updated using the last
available observations of smoothed sunspot numbers.
ref.: T. Podladchikova, R. Van der Linden, 2011: "A Kalman Filter Technique for Improving
Medium-Term Predictions of the Sunspot Number". Solar Physics. DOI: 10.1007/s11207-011-9899-y
 
 
#--------------------------------------------------------------------#
# Solar Influences Data analysis Center - RWC Belgium                #
# Royal Observatory of Belgium                                       #
# Fax : 32 (0) 2 373 0 224                                           #
# Tel.: 32 (0) 2 373 0 491                                           #
#--------------------------------------------------------------------# 
# For more information, comments and suggestions write to            #
# Ronald Van der Linden ronald@oma.be,                               #
# Tanya Podladchikova tatyana@oma.be                                 #
#--------------------------------------------------------------------#

Archive

Kalman filter for the standard and combined methods

Latest issue

Issued: 2019 Aug
# MONTHLY REPORT OF THE INTERNATIONAL SUNSPOT NUMBER                 #
# FROM THE SOLAR INFLUENCES DATA ANALYSIS CENTER (RWC-BELGIUM)       #
#--------------------------------------------------------------------#
 
Kalman filter improvement of the monthly smoothed Sunspot Number prediction
by McNish&Lincoln method (M&L). Predictions of M&L method were taken from
ftp://ftp.ngdc.noaa.gov/STP/space-weather/solar-data/solar-indices/sunspot-numbers/predicted
The last provisional value, calculated for January 2019:5.4(+-5%)
 
                                KFM&L
 
                    2019 Feb    5.7
                         Mar    6.5
                         Apr    6.9
                         May    5.81   (2)
                         Jun    5.89   (2)
                         Jul    6.46   (2)
                         Aug    7.09   (3)
                         Sep    7.98   (4)
                         Oct    9.05   (4)
                         Nov    10.1   (5)
                         Dec    11.2   (6)
                    2020 Jan    12.5   (7)
                         Feb    13.8   (7)
                         Mar    15.3   (8)
                         Apr    17.6   (10)
                         May    19.8   (11)
                         Jun    22.1   (13)
                         Jul    24.8   (14)
 
 
KFM&L: Kalman filter prediction correction for McNish and Lincoln method.
Standard deviation of estimates errors are given in brackets.
 
The improvement of the predictions is provided by applying an adaptive Kalman
filter to obtained medium-term predictions using the last six monthly mean
values of sunspot numbers, which cover the six months between the last available
value of the 13-month running mean (the starting point for the predictions)
and the current time. The proposed technique reduces stochastic component of
the last six monthly mean sunspot numbers that give significant information
about cycle evolution and provides effective estimate of sunspot activity
at the current time. This estimate becomes the new starting point for
the prediction updating that is shifted six month ahead in comparison with
the last observed 13-month running mean and provides an increase of prediction
accuracy for medium-term methods.
 
Correction technique was proposed by T. Podladchikova and R. Van der Linden and
improves medium term prediction methods as they are monthly updated using the last
available observations of smoothed sunspot numbers.
ref.: T. Podladchikova, R. Van der Linden, 2011: "A Kalman Filter Technique for Improving
Medium-Term Predictions of the Sunspot Number". Solar Physics. DOI: 10.1007/s11207-011-9899-y
 
 
#--------------------------------------------------------------------#
# Solar Influences Data analysis Center - RWC Belgium                #
# Royal Observatory of Belgium                                       #
# Fax : 32 (0) 2 373 0 224                                           #
# Tel.: 32 (0) 2 373 0 491                                           #
#--------------------------------------------------------------------# 
# For more information, comments and suggestions write to            #
# Ronald Van der Linden ronald@oma.be,                               #
# Tanya Podladchikova tatyana@oma.be                                 #
#--------------------------------------------------------------------#

Archive

Kalman filter for the McNish&Lincoln method