North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas
Autor(a) principal: | |
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Data de Publicação: | 2014 |
Outros Autores: | , , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10316/44815 https://doi.org/10.1007/s11207-013-0448-8 |
Resumo: | We study the dynamic evolution of the time series describing the plage regions areas observed daily at the Observatório Astronómico da Universidade de Coimbra, in each one of the solar hemispheres during solar cycles 21 – 23. The classical ARMA model has proven to be insufficient to describe the time variations seen in the data because of the strong conditional variability. We found that the data are well fitted by ARMA mixed with power-δ TGARCH error models. The power index δ is non-integer; this property has recently been introduced in the literature on time-series analyses and indicates the presence of strong volatility and long memory in the data series. We also detected dynamic asymmetry in the plage region areas observed in the two hemispheres when two different temporal models were obtained to fit them. The finding of a dynamic asymmetry is also supported by the dynamic evolution of the daily difference (north–south) time series, which is significantly different from white noise. This statistical modeling of time series, taking into account new and different characteristics of the solar activity, will be very useful in subsequent forecast developments. |
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North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region AreasWe study the dynamic evolution of the time series describing the plage regions areas observed daily at the Observatório Astronómico da Universidade de Coimbra, in each one of the solar hemispheres during solar cycles 21 – 23. The classical ARMA model has proven to be insufficient to describe the time variations seen in the data because of the strong conditional variability. We found that the data are well fitted by ARMA mixed with power-δ TGARCH error models. The power index δ is non-integer; this property has recently been introduced in the literature on time-series analyses and indicates the presence of strong volatility and long memory in the data series. We also detected dynamic asymmetry in the plage region areas observed in the two hemispheres when two different temporal models were obtained to fit them. The finding of a dynamic asymmetry is also supported by the dynamic evolution of the daily difference (north–south) time series, which is significantly different from white noise. This statistical modeling of time series, taking into account new and different characteristics of the solar activity, will be very useful in subsequent forecast developments.Springer2014info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/44815http://hdl.handle.net/10316/44815https://doi.org/10.1007/s11207-013-0448-8https://doi.org/10.1007/s11207-013-0448-8enghttps://link.springer.com/article/10.1007/s11207-013-0448-8Gonçalves, EsmeraldaMendes-Lopes, NazaréDorotovič, I.Fernandes, J. M.Garcia, A.info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2022-08-24T08:28:03Zoai:estudogeral.uc.pt:10316/44815Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:53:25.546587Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas |
title |
North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas |
spellingShingle |
North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas Gonçalves, Esmeralda |
title_short |
North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas |
title_full |
North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas |
title_fullStr |
North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas |
title_full_unstemmed |
North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas |
title_sort |
North and South Hemispheric Solar Activity for Cycles 21 – 23: Asymmetry and Conditional Volatility of Plage Region Areas |
author |
Gonçalves, Esmeralda |
author_facet |
Gonçalves, Esmeralda Mendes-Lopes, Nazaré Dorotovič, I. Fernandes, J. M. Garcia, A. |
author_role |
author |
author2 |
Mendes-Lopes, Nazaré Dorotovič, I. Fernandes, J. M. Garcia, A. |
author2_role |
author author author author |
dc.contributor.author.fl_str_mv |
Gonçalves, Esmeralda Mendes-Lopes, Nazaré Dorotovič, I. Fernandes, J. M. Garcia, A. |
description |
We study the dynamic evolution of the time series describing the plage regions areas observed daily at the Observatório Astronómico da Universidade de Coimbra, in each one of the solar hemispheres during solar cycles 21 – 23. The classical ARMA model has proven to be insufficient to describe the time variations seen in the data because of the strong conditional variability. We found that the data are well fitted by ARMA mixed with power-δ TGARCH error models. The power index δ is non-integer; this property has recently been introduced in the literature on time-series analyses and indicates the presence of strong volatility and long memory in the data series. We also detected dynamic asymmetry in the plage region areas observed in the two hemispheres when two different temporal models were obtained to fit them. The finding of a dynamic asymmetry is also supported by the dynamic evolution of the daily difference (north–south) time series, which is significantly different from white noise. This statistical modeling of time series, taking into account new and different characteristics of the solar activity, will be very useful in subsequent forecast developments. |
publishDate |
2014 |
dc.date.none.fl_str_mv |
2014 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10316/44815 http://hdl.handle.net/10316/44815 https://doi.org/10.1007/s11207-013-0448-8 https://doi.org/10.1007/s11207-013-0448-8 |
url |
http://hdl.handle.net/10316/44815 https://doi.org/10.1007/s11207-013-0448-8 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
https://link.springer.com/article/10.1007/s11207-013-0448-8 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
Springer |
publisher.none.fl_str_mv |
Springer |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799133821154623488 |