FilCorr: Filtered and Lagged Correlation on Streaming Time Series

Abstract. Inter-hemispheric coupling between the polar summer mesosphere and planetary-wave activity in the extra-tropical winter stratosphere has recently been inferred using Polar Mesospheric Cloud (PMC) properties as a proxy for mesospheric temperature (Karlsson et al., 2007). Here we confirm these results using a ten-year time series of July mesospheric temperatures near 60° N derived from the hydroxyl (OH) nightglow. In addition, we show that the time/lagged correlation between these summer mesospheric temperatures and the ECMWF winter stratospheric temperatures displays a strong Quasi-Biennial Oscillation (QBO). The sign and phase of the correlation is consistent with the QBO modulation of the extra-tropical stratospheric dynamics in the Southern Hemisphere via the Holton-Tan mechanism (Holton and Tan, 1980). This lends strength to the identification of synoptic and planetary waves as the driver of the inter-hemispheric coupling, and results in a strong QBO modulation of the polar summer mesospheric temperatures.

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Lagged correlation-based deep learning for directional trend change prediction in financial time series

Expert Systems with Applications ◽

10.1016/j.eswa.2018.11.027 ◽

2019 ◽

Vol 120 ◽

pp. 197-206 ◽

Cited By ~ 22

Author(s):

Ben Moews ◽

J. Michael Herrmann ◽

Gbenga Ibikunle

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

Financial Time ◽

Change Prediction ◽

Lagged Correlation ◽

Directional Trend

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The role of the QBO in the inter-hemispheric coupling of summer mesospheric temperatures

Atmospheric Chemistry and Physics ◽

10.5194/acp-11-495-2011 ◽

2011 ◽

Vol 11 (2) ◽

pp. 495-502 ◽

Cited By ~ 25

Author(s):

P. J. Espy ◽

S. Ochoa Fernández ◽

P. Forkman ◽

D. Murtagh ◽

J. Stegman

Keyword(s):

Time Series ◽

Planetary Wave ◽

Wave Activity ◽

Quasi Biennial Oscillation ◽

Mesospheric Temperature ◽

Stratospheric Dynamics ◽

Time Lagged ◽

Biennial Oscillation ◽

Lagged Correlation

Abstract. Inter-hemispheric coupling between the polar summer mesosphere and planetary-wave activity in the extra-tropical winter stratosphere has recently been inferred using Polar Mesospheric Cloud (PMC) properties as a proxy for mesospheric temperature (Karlsson et al., 2007). Here we confirm these results using a ten-year time series of July mesospheric temperatures near 60° N derived from the hydroxyl (OH) nightglow. In addition, we show that the time-lagged correlation between these summer mesospheric temperatures and the ECMWF winter stratospheric temperatures displays a strong Quasi-Biennial Oscillation (QBO). The sign and phase of the correlation is consistent with the QBO modulation of the extra-tropical stratospheric dynamics in the Southern Hemisphere via the Holton-Tan mechanism (Holton and Tan, 1980). This lends strength to the identification of synoptic and planetary waves as the driver of the inter-hemispheric coupling, and results in a strong QBO modulation of the polar summer mesospheric temperatures.

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The LDE-Type Flare Occurrence (1969-1993)

International Astronomical Union Colloquium ◽

10.1017/s0252921100025458 ◽

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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