Prediction of the Ionospheric foF2 Parameter Using R Language Forecasthybrid Model Library Convenient Time Series Functions

2021 ◽  
Author(s):  
Ramazan Atıcı ◽  
Zeydin Pala
Keyword(s):  
Time Series ◽  
R Language ◽  
Model Library

scholarly journals R Language: Statistical Computing and Graphics for Modeling Hydrologic Time Series

2014 ◽  
Vol 10 (4) ◽  
pp. 9-18
Author(s):  
Gabriela-Roxana Dobre
Keyword(s):  
Time Series ◽  
Statistical Analysis ◽  
Statistical Model ◽  
Graphical Representation ◽  
Statistical Computing ◽  
R Language ◽  
Hydrologic Time Series ◽  
Time Period ◽  
Precipitation And Temperature ◽  
Representation Of Time

Abstract The analysis and management of Hydrology time series is used for the development of models that allow predictions on future evolutions. After identifying the trends and the seasonal components, a residual analysis can be done to correlate them and make a prediction based on a statistical model. Programming language R contains multiple packages for time series analysis: ‘hydroTSM’ package is adapted to the time series used in Hydrology, package ‘TSA’ is used for general interpolation and statistical analysis, while the ‘forecast’ package includes exponential smoothing, all having outstanding capabilities in the graphical representation of time series. The purpose of this paper is to present some applications in which we use time series of precipitation and temperature from Fagaras in the time period 1966-1982. The data was analyzed and modeled by using the R language.

scholarly journals Multistep Forecasting for Highly Volatile Data using A New Box-Jenkins and GARCH Procedure

2020 ◽  
pp. 1-6
Author(s):  
Siti Roslindar Yaziz ◽  
Roslinazairimah Zakaria ◽  
John Boland
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Gold Price ◽  
Series Data ◽  
R Language ◽  
Price Series ◽  
Forecasting Performance ◽  
Out Of Sample ◽  
One Step ◽  
Multiple Step

The study of the multistep ahead forecast is significant for practical application purposes using the proposed statistical model. This study proposes a new procedure of Box-Jenkins and GARCH (or BJ-G) in evaluating the multistep forecasting performance for a highly volatile time series data. The promising results from one-step ahead out-of-sample forecast series using the BJ-G model has motivated the extension to multiple step ahead forecast. In order to achieve the objective, the procedure of multistep ahead forecast for BJ-G model is proposed using R language. In evaluating the performance of the multistep ahead forecast, the proposed procedure is employed to daily world gold price series of 5-year data. Based on the empirical results, the proposed procedure of multistep ahead forecast enhances the existing procedure of BJ-G which is able to provide a promising procedure to assess the performance of the BJ-G model in forecasting a highly volatile time series data. The procedure adds the value of BJ-G model since it allows the model to describe efficiently the characteristics of the volatile series up to n-step ahead forecast. Keywords: Box-Jenkins, GARCH, highly volatile data, multistep forecast; gold price

The LDE-Type Flare Occurrence (1969-1993)

1994 ◽  
Vol 144 ◽  
pp. 279-282
Author(s):  
A. Antalová
Keyword(s):  
Time Series ◽  
Fourier Analysis ◽  
Sunspot Cycle ◽  
List Type ◽  
Type Number ◽  
Solar Cycles ◽  
Type Iv ◽  
Long Duration ◽  
Cycle Maximum ◽  
Flare Index

AbstractThe occurrence of LDE-type flares in the last three cycles has been investigated. The Fourier analysis spectrum was calculated for the time series of the LDE-type flare occurrence during the 20-th, the 21-st and the rising part of the 22-nd cycle. LDE-type flares (Long Duration Events in SXR) are associated with the interplanetary protons (SEP and STIP as well), energized coronal archs and radio type IV emission. Generally, in all the cycles considered, LDE-type flares mainly originated during a 6-year interval of the respective cycle (2 years before and 4 years after the sunspot cycle maximum). The following significant periodicities were found:• in the 20-th cycle: 1.4, 2.1, 2.9, 4.0, 10.7 and 54.2 of month,• in the 21-st cycle: 1.2, 1.6, 2.8, 4.9, 7.8 and 44.5 of month,• in the 22-nd cycle, till March 1992: 1.4, 1.8, 2.4, 7.2, 8.7, 11.8 and 29.1 of month,• in all interval (1969-1992):a)the longer periodicities: 232.1, 121.1 (the dominant at 10.1 of year), 80.7, 61.9 and 25.6 of month,b)the shorter periodicities: 4.7, 5.0, 6.8, 7.9, 9.1, 15.8 and 20.4 of month.Fourier analysis of the LDE-type flare index (FI) yields significant peaks at 2.3 - 2.9 months and 4.2 - 4.9 months. These short periodicities correspond remarkably in the all three last solar cycles. The larger periodicities are different in respective cycles.

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