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: 2012 May
#--------------------------------------------------------------------#
# 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 October 2011:59.9(+-5%)
 
            KFSM                          KFCM
 
2011 Nov    63                2011 Nov    62
     Dec    68                     Dec    64
2012 Jan    66                2012 Jan    67
     Feb    60.2   (5)             Feb    61.9   (5)
     Mar    61.6   (6)             Mar    62.9   (6)
     Apr    70.2   (6)             Apr    70     (6)
     May    73.4   (7)             May    72.3   (8)
     Jun    77.6   (9)             Jun    75.5   (9)
     Jul    82.1   (10)            Jul    78.4   (10)
     Aug    86.5   (11)            Aug    81.1   (11)
     Sep    90.5   (12)            Sep    83.6   (12)
     Oct    94.9   (13)            Oct    85.9   (12)
     Nov    99.5   (14)            Nov    88.2   (13)
     Dec    104    (15)            Dec    89.2   (14)
2013 Jan    108    (16)       2013 Jan    89.7   (15)
     Feb    111    (17)            Feb    90.4   (15)
     Mar    113    (18)            Mar    90.6   (16)
     Apr    114    (18)            Apr    90.1   (16)
 
 
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: 2012 Apr
# 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/SOLAR_DATA/SUNSPOT_NUMBERS/INTERNATIONAL/prediction/sunspot.predict
The last provisional value, calculated for September 2011:59.5(+-5%)
 
                                KFM&L
 
                    2011 Oct    61.7
                         Nov    63.9
                         Dec    65.6
                    2012 Jan    64.5   (5)
                         Feb    63.4   (6)
                         Mar    68.4   (6)
                         Apr    68.9   (7)
                         May    70.4   (8)
                         Jun    71.6   (9)
                         Jul    73     (10)
                         Aug    74.6   (11)
                         Sep    76.3   (12)
                         Oct    77.8   (13)
                         Nov    78.8   (13)
                         Dec    79.8   (14)
                    2013 Jan    80.8   (15)
                         Feb    81.8   (15)
                         Mar    82.7   (16)
 
 
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