Researches on predictions of Earth orientation parameters

Size: px
Start display at page:

Download "Researches on predictions of Earth orientation parameters"

Transcription

1 Researches on predictions of Earth orientation parameters Xueqing Xu Yonghong Zhou 17 Sep--213 Paris

2 Contents Introduction of EOP prediction Our work about EOP prediction Participation of EOPC PPP JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 2

3 (1) Introduction of EOP prediction Earth's rotation and EOP The Earth's rotation characterized the overall state of the Earth motion, and reflects the coupling process between the solid Earth and Various geophysical factors. Earth orientation parameters (EOP) mainly contains UT1-UTC, LOD (Length of day change), PMX and PMY (Polar motion component ). JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 3

4 s (1) Introduction of EOP prediction 5 x 1-3 LOD Serie Long-term change Annual change -5 Seasonal change Residual Time/year Fig 1. LOD sequence and multiple time scale changes JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 4

5 as (1) Introduction of EOP prediction.5 PMX Serie Trend term Chandler term Annual term Residual T/a Fig 2. PMX sequence and multiple time scale changes JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 5

6 (1) Introduction of EOP prediction Earth orientation parameters (EOP) is essential for transformation between the celestial and terrestrial coordinate systems. The Earth Orientation Parameters Prediction Comparison Campaign, abbreviated as EOP PCC. Attracted 11 participants, and collected almost 65 submissions. Estimating the accuracy of the EOP predictions and provoke the improvement. JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 6

7 (1) Introduction of EOP prediction Fig 3. short term prediction accuracy(mae)of PMX and PMY(Kalarus et al., 21) JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 7

8 (1) Introduction of EOP prediction Fig 4. short term prediction accuracy(mae)of UT1-UTC and LOD(Kalarus et al., 21) JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 8

9 (1) Introduction of EOP prediction Result shows that no single forecasting method works as good for all the parameters and all the time spans (Kalarus et al., 21;XQ. Xu et al., 212). Get a joint solutions of variety forecasting methods to improve the accuracy and stability of EOP prediction. JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 9

10 (2) Our work about EOP prediction AR+Kalman method we employ for the first time a combination of AR model and Kalman filter (AR+Kalman) in short-term EOP prediction. The combination of AR model and Kalman filter shows a significant improvement in short-term EOP prediction. JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 1

11 (2) Our work about EOP prediction 2 MAE[mas]:PMX 2 MAE[mas]:PMY days MAE[ms]:UT1-UTC days MAE[ms]:LOD days days Fig 5. MAE for different prediction intervals for x and y components of polar motion (PMX, PMY),UT1-UTC, LOD from this study and the EOP prediction comparison campaign (EOP PCC) (Kalarus et al., 21). Blue curve and dots: this study using AR model; Red curve and dots: this study using AR +Kalman model; others(eop PCC)(XQ.Xu., et al., 212; Kalarus et al., 21). JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 11

12 as as (2) Our work about EOP prediction.6 ( a) PMX year (b)pmy year Fig 6. PMX, PMY observations during Jan.1, 2 ~ Dec. 2, 29 (green curve), and the 3-day polar motion (PMX, PMY) predictions by means of AR (blue curve) and AR+Kalman (red curve) methods starting from 28. JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 12

13 ms mas ms mas (2) Our work about EOP prediction Edge effect in EOP decomposition series 4 LOD Series(black line) and Its Fitting series(red line) 5 PMX Series(black line) and Its Fitting series(red line) Residual Series of LOD 1 Residual Series of PMX T/a T/a Fig 7. Edge effect in the residual series of LOD and PMX sequence JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 13

14 (2) Our work about EOP prediction LSTSA(Leap-Step Time Series Analysis model) ( p) Z D S E Z U p 1,2,..., h n n n n n p Dn Deterministic model, including bias, trend and stable periodic signals. Sn Stochastic model such as an autoregressive (AR), autoregressive moving average(arma), or nonlinear model. En Additive white noise. Up The pth leap-step domain of time series Zn. JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 14

15 ms mas ms mas (2) Our work about EOP prediction Extension EOP sequence from both ends by LSTSA 4 LOD Series(black line) and Its Fitting series(red line) 5 PMX Series(black line) and Its Fitting series(red line) Residual Series of LOD 1 Residual Series of PMX T/a T/a Fig 8. Extension series of LOD and PMX sequence by LSTSA model JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 15

16 ms mas ms mas (2) Our work about EOP prediction Improvement of edge effect by LSTSA 4 LOD Series(black line) and Its Fitting series(red line) 5 PMX Series(black line) and Its Fitting series(red line) Residual Series of LOD 1 Residual Series of PMX T/a T/a Fig 9. Improvement of edge effect in LOD and PMX residual sequence by LSTSA model JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 16

17 ms mas (2) Our work about EOP prediction 45 PMX 4 35 Observations Predictions Predictions After Improving Edge Effect x-day prediction Fig 1. PMX and LOD observations and predictions before and after improvement of edge effect JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 17

18 (3) Participation of EOPC PPP EOPC PPP Earth Orientation Parameter Combination of Prediction Pilot Project,abbreviated as EOPC PPP. China participate in the activities for the first time. JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 18

19 (3) Participation of EOPC PPP RMS of 9 day UT1-UTC Predictions 19

20 (3) Participation of EOPC PPP RMS of 9 day PMY Predictions PMY (Combined) 2

21 summary AR+Kalman is an effective method for EOP Prediction. LSTSA model can improve edge effect in EOP decomposition series and enhance prediction accuracy significantly. Higher precision EOP prediction needs more cooperation. JOURNÉES 213 SYSTÈMES DE RÉFÉRENCE SPATIO-TEMPORELS 21

22 Thanks for your attention! 22

Mutual comparison of the combinations of the Earth orientation parameters obtained by different techniques

Mutual comparison of the combinations of the Earth orientation parameters obtained by different techniques Mutual comparison of the combinations of the Earth orientation parameters obtained by different techniques C. Ron, J. Vondrák Astronomical Institute, Boční II 141, 141 31 Praha 4, Czech Republic Abstract.

More information

Time Series Prediction

Time Series Prediction Sternberg Astronomical Institute Lomonosov Moscow State University Time Series Prediction Leonid Zotov Fulbright Scholar 28-29 San Juan, Puerto Rico, 8 May 29 FROM THE BEGINNING OF THE HISTORY PEOPLE TRIED

More information

Multivariate autoregressive models as tools for UT1-UTC predictions

Multivariate autoregressive models as tools for UT1-UTC predictions Multivariate autoregressive models as tools for UT1-UTC predictions Tomasz Niedzielski 1,2, Wiesław Kosek 1 1 Space Research Centre, Polish Academy of Sciences, Poland 2 Oceanlab, University of Aberdeen,

More information

(Polar Motion, PM) ERP Vol.29, No PROGRESS IN ASTRONOMY Jul., (2011) P183.3 ( )

(Polar Motion, PM) ERP Vol.29, No PROGRESS IN ASTRONOMY Jul., (2011) P183.3 ( ) 29 3 Vol29, No 3 2011 7 PROGRESS IN ASTRONOMY Jul, 2011 1000-8349(201103-343-10 AR ( 410083 AR 3 X Y AR P1833 A 1 (Polar Motion, PM [1] X Y (LOD (ERP [2] ERP ( VLBI SLR GPS ERP ERP [3 5] ERP ERP [6] ERP

More information

Analysis of the Accuracy of Prediction of the Celestial Pole Motion

Analysis of the Accuracy of Prediction of the Celestial Pole Motion ISSN 163-7729, Astronomy Reports, 21, Vol. 54, No. 11, pp. 153 161. c Pleiades Publishing, Ltd., 21. Original Russian Text c Z.M. Malkin, 21, published in Astronomicheskiĭ Zhurnal, 21, Vol. 87, No. 11,

More information

Time Series Analysis -- An Introduction -- AMS 586

Time Series Analysis -- An Introduction -- AMS 586 Time Series Analysis -- An Introduction -- AMS 586 1 Objectives of time series analysis Data description Data interpretation Modeling Control Prediction & Forecasting 2 Time-Series Data Numerical data

More information

Robust Ensemble Filtering With Improved Storm Surge Forecasting

Robust Ensemble Filtering With Improved Storm Surge Forecasting Robust Ensemble Filtering With Improved Storm Surge Forecasting U. Altaf, T. Buttler, X. Luo, C. Dawson, T. Mao, I.Hoteit Meteo France, Toulouse, Nov 13, 2012 Project Ensemble data assimilation for storm

More information

Anna Korbacz 1, Aleksander Brzeziński 1 and Maik Thomas 2. Journées Systèmes de référence spatio-temporels.

Anna Korbacz 1, Aleksander Brzeziński 1 and Maik Thomas 2. Journées Systèmes de référence spatio-temporels. Geophysical excitation of LOD/UT1 estimated from the output of the global circulation models of the atmosphere - ERA-4 reanalysis and of the ocean - OMCT Anna Korbacz 1, Aleksander Brzeziński 1 and Maik

More information

Time Series Analysis. James D. Hamilton PRINCETON UNIVERSITY PRESS PRINCETON, NEW JERSEY

Time Series Analysis. James D. Hamilton PRINCETON UNIVERSITY PRESS PRINCETON, NEW JERSEY Time Series Analysis James D. Hamilton PRINCETON UNIVERSITY PRESS PRINCETON, NEW JERSEY & Contents PREFACE xiii 1 1.1. 1.2. Difference Equations First-Order Difference Equations 1 /?th-order Difference

More information

DATA ASSIMILATION FOR FLOOD FORECASTING

DATA ASSIMILATION FOR FLOOD FORECASTING DATA ASSIMILATION FOR FLOOD FORECASTING Arnold Heemin Delft University of Technology 09/16/14 1 Data assimilation is the incorporation of measurement into a numerical model to improve the model results

More information

Time Series Analysis. James D. Hamilton PRINCETON UNIVERSITY PRESS PRINCETON, NEW JERSEY

Time Series Analysis. James D. Hamilton PRINCETON UNIVERSITY PRESS PRINCETON, NEW JERSEY Time Series Analysis James D. Hamilton PRINCETON UNIVERSITY PRESS PRINCETON, NEW JERSEY PREFACE xiii 1 Difference Equations 1.1. First-Order Difference Equations 1 1.2. pth-order Difference Equations 7

More information

Technical note on seasonal adjustment for Capital goods imports

Technical note on seasonal adjustment for Capital goods imports Technical note on seasonal adjustment for Capital goods imports July 1, 2013 Contents 1 Capital goods imports 2 1.1 Additive versus multiplicative seasonality..................... 2 2 Steps in the seasonal

More information

Earth orientation parameters: excitation by atmosphere, oceans and geomagnetic jerks

Earth orientation parameters: excitation by atmosphere, oceans and geomagnetic jerks Earth orientation parameters: excitation by atmosphere, oceans and geomagnetic jerks Jan Vondrák and Cyril Ron, Astronomical Inst., Czech Academy of Sciences, Prague Contents: Introduction; Description

More information

IGS POLAR MOTION MEASUREMENTS

IGS POLAR MOTION MEASUREMENTS STATUS & PROSPECTS FOR IGS POLAR MOTION MEASUREMENTS Why does the IGS care about EOPs? observations, predictions, & IGS product table Recent pole & pole rate accuracies & error sources Rapid & Final products

More information

Exercises - Time series analysis

Exercises - Time series analysis Descriptive analysis of a time series (1) Estimate the trend of the series of gasoline consumption in Spain using a straight line in the period from 1945 to 1995 and generate forecasts for 24 months. Compare

More information

23. EL NINO IMPACT ON ATMOSPHERIC AND GEODETIC EXCITATION FUNCTIONS OF POLAR MOTION

23. EL NINO IMPACT ON ATMOSPHERIC AND GEODETIC EXCITATION FUNCTIONS OF POLAR MOTION 23. EL NINO IMPACT ON ATMOSPHERIC AND GEODETIC EXCITATION FUNCTIONS OF POLAR MOTION B. Kolaczek, M. Nuzhdina, J. Nastula and W. Kosek Space Research Centre Polish Academy of Sciences Warsaw, Poland On

More information

Principles of the Global Positioning System Lecture 04"

Principles of the Global Positioning System Lecture 04 12.540 Principles of the Global Positioning System Lecture 04" Prof. Thomas Herring" Room 54-820A; 253-5941" tah@mit.edu" http://geoweb.mit.edu/~tah/12.540 " Review" So far we have looked at measuring

More information

Some Time-Series Models

Some Time-Series Models Some Time-Series Models Outline 1. Stochastic processes and their properties 2. Stationary processes 3. Some properties of the autocorrelation function 4. Some useful models Purely random processes, random

More information

Analysis of Chandler wobble excitation, reconstructed from observations of the polar motion of the Earth

Analysis of Chandler wobble excitation, reconstructed from observations of the polar motion of the Earth Analysis of Chandler wobble excitation, reconstructed from observations of the polar motion of the Earth Leonid Zotov wolftempus@gmail.com Sternberg Astronomical Institute Lomonosov Moscow State University

More information

Elements of Multivariate Time Series Analysis

Elements of Multivariate Time Series Analysis Gregory C. Reinsel Elements of Multivariate Time Series Analysis Second Edition With 14 Figures Springer Contents Preface to the Second Edition Preface to the First Edition vii ix 1. Vector Time Series

More information

APPLIED TIME SERIES ECONOMETRICS

APPLIED TIME SERIES ECONOMETRICS APPLIED TIME SERIES ECONOMETRICS Edited by HELMUT LÜTKEPOHL European University Institute, Florence MARKUS KRÄTZIG Humboldt University, Berlin CAMBRIDGE UNIVERSITY PRESS Contents Preface Notation and Abbreviations

More information

Analysis Strategies And Software For Geodetic VLBI

Analysis Strategies And Software For Geodetic VLBI Analysis Strategies And Software For Geodetic VLBI Rüdiger Haas Presentation at the 7th EVN Symposium, Toledo, 2004 Outline: Observing stategies and observables Data analysis strategies Data analysis software

More information

Convective-scale NWP for Singapore

Convective-scale NWP for Singapore Convective-scale NWP for Singapore Hans Huang and the weather modelling and prediction section MSS, Singapore Dale Barker and the SINGV team Met Office, Exeter, UK ECMWF Symposium on Dynamical Meteorology

More information

X t = a t + r t, (7.1)

X t = a t + r t, (7.1) Chapter 7 State Space Models 71 Introduction State Space models, developed over the past 10 20 years, are alternative models for time series They include both the ARIMA models of Chapters 3 6 and the Classical

More information

STOCHASTIC MODELING OF MONTHLY RAINFALL AT KOTA REGION

STOCHASTIC MODELING OF MONTHLY RAINFALL AT KOTA REGION STOCHASTIC MODELIG OF MOTHLY RAIFALL AT KOTA REGIO S. R. Bhakar, Raj Vir Singh, eeraj Chhajed and Anil Kumar Bansal Department of Soil and Water Engineering, CTAE, Udaipur, Rajasthan, India E-mail: srbhakar@rediffmail.com

More information

TIME SERIES ANALYSIS. Forecasting and Control. Wiley. Fifth Edition GWILYM M. JENKINS GEORGE E. P. BOX GREGORY C. REINSEL GRETA M.

TIME SERIES ANALYSIS. Forecasting and Control. Wiley. Fifth Edition GWILYM M. JENKINS GEORGE E. P. BOX GREGORY C. REINSEL GRETA M. TIME SERIES ANALYSIS Forecasting and Control Fifth Edition GEORGE E. P. BOX GWILYM M. JENKINS GREGORY C. REINSEL GRETA M. LJUNG Wiley CONTENTS PREFACE TO THE FIFTH EDITION PREFACE TO THE FOURTH EDITION

More information

Application and verification of ECMWF products 2015

Application and verification of ECMWF products 2015 Application and verification of ECMWF products 2015 Turkish State Meteorological Service Unal TOKA,Yelis CENGIZ 1. Summary of major highlights The verification of ECMWF products has continued as in previous

More information

Time Series Analysis

Time Series Analysis Time Series Analysis A time series is a sequence of observations made: 1) over a continuous time interval, 2) of successive measurements across that interval, 3) using equal spacing between consecutive

More information

Ensemble Data Assimilation and Uncertainty Quantification

Ensemble Data Assimilation and Uncertainty Quantification Ensemble Data Assimilation and Uncertainty Quantification Jeff Anderson National Center for Atmospheric Research pg 1 What is Data Assimilation? Observations combined with a Model forecast + to produce

More information

388 Index Differencing test ,232 Distributed lags , 147 arithmetic lag.

388 Index Differencing test ,232 Distributed lags , 147 arithmetic lag. INDEX Aggregation... 104 Almon lag... 135-140,149 AR(1) process... 114-130,240,246,324-325,366,370,374 ARCH... 376-379 ARlMA... 365 Asymptotically unbiased... 13,50 Autocorrelation... 113-130, 142-150,324-325,365-369

More information

3.6 ITRS Combination Centres

3.6 ITRS Combination Centres 3 Reports of IERS components 3.6.1 Deutsches Geodätisches Forschungsinstitut (DGFI) In 2010, the focus of the ITRS Combination Centre at DGFI was on the finalization of the ITRS realization DTRF2008, internal

More information

Simulation of DART Buoy Data

Simulation of DART Buoy Data Simulation of DART Buoy Data goal: develop procedure for simulating detided DART buoy data that can be used to test inversion algorithm, train users etc. simulated data has three stochastic components:

More information

covariance function, 174 probability structure of; Yule-Walker equations, 174 Moving average process, fluctuations, 5-6, 175 probability structure of

covariance function, 174 probability structure of; Yule-Walker equations, 174 Moving average process, fluctuations, 5-6, 175 probability structure of Index* The Statistical Analysis of Time Series by T. W. Anderson Copyright 1971 John Wiley & Sons, Inc. Aliasing, 387-388 Autoregressive {continued) Amplitude, 4, 94 case of first-order, 174 Associated

More information

Econ 623 Econometrics II Topic 2: Stationary Time Series

Econ 623 Econometrics II Topic 2: Stationary Time Series 1 Introduction Econ 623 Econometrics II Topic 2: Stationary Time Series In the regression model we can model the error term as an autoregression AR(1) process. That is, we can use the past value of the

More information

Chapter 1. Introduction. The following abbreviations are used in these notes: TS Time Series. ma moving average filter rv random variable

Chapter 1. Introduction. The following abbreviations are used in these notes: TS Time Series. ma moving average filter rv random variable Chapter 1 Introduction The following abbreviations are used in these notes: TS Time Series ma moving average filter rv random variable iid independently identically distributed cdf cumulative distribution

More information

Analysis. Components of a Time Series

Analysis. Components of a Time Series Module 8: Time Series Analysis 8.2 Components of a Time Series, Detection of Change Points and Trends, Time Series Models Components of a Time Series There can be several things happening simultaneously

More information

Application and verification of ECMWF products 2016

Application and verification of ECMWF products 2016 Application and verification of ECMWF products 2016 Turkish State Meteorological Service Ünal TOKA, Mustafa BAŞARAN, Yelis CENGİZ 1. Summary of major highlights The verification of ECMWF products has continued

More information

Chapter 3 - Temporal processes

Chapter 3 - Temporal processes STK4150 - Intro 1 Chapter 3 - Temporal processes Odd Kolbjørnsen and Geir Storvik January 23 2017 STK4150 - Intro 2 Temporal processes Data collected over time Past, present, future, change Temporal aspect

More information

Part II. Time Series

Part II. Time Series Part II Time Series 12 Introduction This Part is mainly a summary of the book of Brockwell and Davis (2002). Additionally the textbook Shumway and Stoffer (2010) can be recommended. 1 Our purpose is to

More information

APPLICATIONS OF MATHEMATICAL METHODS IN THE SUPERVISION OF THE TECHNICAL SAFETY OF WATER CONSTRUCTIONS

APPLICATIONS OF MATHEMATICAL METHODS IN THE SUPERVISION OF THE TECHNICAL SAFETY OF WATER CONSTRUCTIONS 2010/1 PAGES 22 28 RECEIVED 22. 9. 2009 ACCEPTED 7. 1. 2010 J. HAKÁČ, E. BEDNÁROVÁ APPLICATIONS OF MATHEMATICAL METHODS IN THE SUPERVISION OF THE TECHNICAL SAFETY OF WATER CONSTRUCTIONS ABSTRACT Ján Hakáč

More information

Uncertainty in Models of the Ocean and Atmosphere

Uncertainty in Models of the Ocean and Atmosphere Uncertainty in Models of the Ocean and Atmosphere Robert N. Miller College of Oceanic and Atmospheric Sciences Oregon State University Corvallis, OR 97330 Uncertainty in Models of the Ocean and Atmosphere

More information

Zhibin Sun. Research interests: Research experience: Research skills: Computing skills: Education: Phone:

Zhibin Sun. Research interests: Research experience: Research skills: Computing skills: Education: Phone: CSU UVB Office 1304 South Shields Street Fort Collins, CO 80521 Zhibin Sun Phone: 970-491-3608 Email: zhibin.sun@colostate.edu Research interests: Application and development of data assimilation algorithms

More information

Real-Time Estimation of GPS Satellite Clocks Based on Global NTRIP-Streams. André Hauschild

Real-Time Estimation of GPS Satellite Clocks Based on Global NTRIP-Streams. André Hauschild Real-Time Estimation of GPS Satellite Clocks Based on Global NTRIP-Streams André Hauschild Agenda Motivation Overview of the real-time clock estimation system Assessment of clock product quality a) SISRE

More information

Technical note on seasonal adjustment for M0

Technical note on seasonal adjustment for M0 Technical note on seasonal adjustment for M0 July 1, 2013 Contents 1 M0 2 2 Steps in the seasonal adjustment procedure 3 2.1 Pre-adjustment analysis............................... 3 2.2 Seasonal adjustment.................................

More information

Current status of the ITRS realization

Current status of the ITRS realization Current status of the ITRS realization Input data Principles for datum definition Combination strategies (3 CCs) Some notes on ITRF2005 Next ITRF solution (?) Zuheir Altamimi ITRS PC ITRF Input Data Up

More information

Classical Decomposition Model Revisited: I

Classical Decomposition Model Revisited: I Classical Decomposition Model Revisited: I recall classical decomposition model for time series Y t, namely, Y t = m t + s t + W t, where m t is trend; s t is periodic with known period s (i.e., s t s

More information

Accounting for Hyperparameter Uncertainty in SAE Based on a State-Space Model: the Dutch Labour Force Survey Oksana Bollineni-Balabay, Jan van den

Accounting for Hyperparameter Uncertainty in SAE Based on a State-Space Model: the Dutch Labour Force Survey Oksana Bollineni-Balabay, Jan van den Accounting for Hyperparameter Uncertainty in SAE Based on a State-Space Model: the Dutch Labour Force Survey Oksana Bollineni-Balabay, Jan van den Brakel, Franz Palm The Dutch LFS monthly estimates for

More information

Earth s rotation derived using contemporary solar eclipses

Earth s rotation derived using contemporary solar eclipses Earth s rotation derived using contemporary solar eclipses ( ) Mitsuru Sôma and Kiyotaka Tanikawa National Astronomical Observatory of Japan Mitaka, Tokyo 181-8588, Japan Mitsuru.Soma@nao.ac.jp, tanikawa.ky@nao.ac.jp

More information

Tuan V. Dinh, Lachlan Andrew and Philip Branch

Tuan V. Dinh, Lachlan Andrew and Philip Branch Predicting supercomputing workload using per user information Tuan V. Dinh, Lachlan Andrew and Philip Branch 13 th IEEE/ACM International Symposium on Cluster, Cloud and Grid Computing. Delft, 14 th -16

More information

Statistics 910, #5 1. Regression Methods

Statistics 910, #5 1. Regression Methods Statistics 910, #5 1 Overview Regression Methods 1. Idea: effects of dependence 2. Examples of estimation (in R) 3. Review of regression 4. Comparisons and relative efficiencies Idea Decomposition Well-known

More information

2 Introduction of Discrete-Time Systems

2 Introduction of Discrete-Time Systems 2 Introduction of Discrete-Time Systems This chapter concerns an important subclass of discrete-time systems, which are the linear and time-invariant systems excited by Gaussian distributed stochastic

More information

New Introduction to Multiple Time Series Analysis

New Introduction to Multiple Time Series Analysis Helmut Lütkepohl New Introduction to Multiple Time Series Analysis With 49 Figures and 36 Tables Springer Contents 1 Introduction 1 1.1 Objectives of Analyzing Multiple Time Series 1 1.2 Some Basics 2

More information

Dummy Variables. Susan Thomas IGIDR, Bombay. 24 November, 2008

Dummy Variables. Susan Thomas IGIDR, Bombay. 24 November, 2008 IGIDR, Bombay 24 November, 2008 The problem of structural change Model: Y i = β 0 + β 1 X 1i + ɛ i Structural change, type 1: change in parameters in time. Y i = α 1 + β 1 X i + e 1i for period 1 Y i =

More information

Introduction to climate modelling: Evaluating climate models

Introduction to climate modelling: Evaluating climate models Introduction to climate modelling: Evaluating climate models Why? How? Professor David Karoly School of Earth Sciences, University of Melbourne Experiment design Detection and attribution of climate change

More information

Task 36 Forecasting for Wind Power

Task 36 Forecasting for Wind Power Task 36 Forecasting for Wind Power Gregor Giebel, DTU Wind Energy 24 Jan 2017 AMS General Meeting, Seattle, US Short-Term Prediction Overview Orography Roughness Wind farm layout Online data GRID End user

More information

The conversion of Universal Time to Greenwich Mean Sidereal Time is rigorously possible and is given by a series development with time defined by

The conversion of Universal Time to Greenwich Mean Sidereal Time is rigorously possible and is given by a series development with time defined by 2.2 Time Systems 23 A = LAST - GAST = LMST -GMST. (2.5) LAST is detennined from astronomical observations to fixed stars and extragalactic radio sources. The mean sidereal time scale is still affected

More information

Forecasting U.S.A Imports from China, Singapore, Indonesia, and Thailand.

Forecasting U.S.A Imports from China, Singapore, Indonesia, and Thailand. Forecasting U.S.A Imports from China, Singapore, Indonesia, and Thailand. An Empirical Project Chittawan Chanagul UK 40186 (Econometric Forecasting): Prof. Robert M. Kunst Introduction Times Series Data

More information

Supplementary appendix

Supplementary appendix Supplementary appendix This appendix formed part of the original submission and has been peer reviewed. We post it as supplied by the authors. Supplement to: Lowe R, Stewart-Ibarra AM, Petrova D, et al.

More information

Convergence of Square Root Ensemble Kalman Filters in the Large Ensemble Limit

Convergence of Square Root Ensemble Kalman Filters in the Large Ensemble Limit Convergence of Square Root Ensemble Kalman Filters in the Large Ensemble Limit Evan Kwiatkowski, Jan Mandel University of Colorado Denver December 11, 2014 OUTLINE 2 Data Assimilation Bayesian Estimation

More information

Suan Sunandha Rajabhat University

Suan Sunandha Rajabhat University Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis Kunya Bowornchockchai Suan Sunandha Rajabhat University INTRODUCTION The objective of this research is to forecast

More information

A time series is called strictly stationary if the joint distribution of every collection (Y t

A time series is called strictly stationary if the joint distribution of every collection (Y t 5 Time series A time series is a set of observations recorded over time. You can think for example at the GDP of a country over the years (or quarters) or the hourly measurements of temperature over a

More information

Applied Time. Series Analysis. Wayne A. Woodward. Henry L. Gray. Alan C. Elliott. Dallas, Texas, USA

Applied Time. Series Analysis. Wayne A. Woodward. Henry L. Gray. Alan C. Elliott. Dallas, Texas, USA Applied Time Series Analysis Wayne A. Woodward Southern Methodist University Dallas, Texas, USA Henry L. Gray Southern Methodist University Dallas, Texas, USA Alan C. Elliott University of Texas Southwestern

More information

TIME SERIES ANALYSIS AND FORECASTING USING THE STATISTICAL MODEL ARIMA

TIME SERIES ANALYSIS AND FORECASTING USING THE STATISTICAL MODEL ARIMA CHAPTER 6 TIME SERIES ANALYSIS AND FORECASTING USING THE STATISTICAL MODEL ARIMA 6.1. Introduction A time series is a sequence of observations ordered in time. A basic assumption in the time series analysis

More information

Wavelet analysis in TEC measurements obtained using dual-frequency space and satellite techniques

Wavelet analysis in TEC measurements obtained using dual-frequency space and satellite techniques Wavelet analysis in TEC measurements obtained using dual-frequency space and satellite techniques A. Krankowski (1), W. Kosek, (2), Th. Hobiger (3), H. Schuh (3) (1) Institute of Geodesy, Warmia and Mazury

More information

Statistics of stochastic processes

Statistics of stochastic processes Introduction Statistics of stochastic processes Generally statistics is performed on observations y 1,..., y n assumed to be realizations of independent random variables Y 1,..., Y n. 14 settembre 2014

More information

Introduction to Forecasting

Introduction to Forecasting Introduction to Forecasting Introduction to Forecasting Predicting the future Not an exact science but instead consists of a set of statistical tools and techniques that are supported by human judgment

More information

Statistical Methods for Forecasting

Statistical Methods for Forecasting Statistical Methods for Forecasting BOVAS ABRAHAM University of Waterloo JOHANNES LEDOLTER University of Iowa John Wiley & Sons New York Chichester Brisbane Toronto Singapore Contents 1 INTRODUCTION AND

More information

THE FREE CORE NUTATION

THE FREE CORE NUTATION THE FREE CORE NUTATION D.D. MCCARTHY U. S. Naval Observatory Washington, DC 20392 USA e-mail: dmc@maia.usno.navy.mil ABSTRACT. The International Earth rotation and Reference system Service (IERS) provides

More information

Unbiased minimum variance estimation for systems with unknown exogenous inputs

Unbiased minimum variance estimation for systems with unknown exogenous inputs Unbiased minimum variance estimation for systems with unknown exogenous inputs Mohamed Darouach, Michel Zasadzinski To cite this version: Mohamed Darouach, Michel Zasadzinski. Unbiased minimum variance

More information

On the accuracy assessment of celestial reference frame realizations

On the accuracy assessment of celestial reference frame realizations J Geod (2008) 82:325 329 DOI 10.1007/s00190-007-0181-x ORIGINAL ARTICLE On the accuracy assessment of celestial reference frame realizations Z. Malkin Received: 4 March 2007 / Accepted: 19 July 2007 /

More information

INTRODUCTION TO TIME SERIES ANALYSIS. The Simple Moving Average Model

INTRODUCTION TO TIME SERIES ANALYSIS. The Simple Moving Average Model INTRODUCTION TO TIME SERIES ANALYSIS The Simple Moving Average Model The Simple Moving Average Model The simple moving average (MA) model: More formally: where t is mean zero white noise (WN). Three parameters:

More information

MGR-815. Notes for the MGR-815 course. 12 June School of Superior Technology. Professor Zbigniew Dziong

MGR-815. Notes for the MGR-815 course. 12 June School of Superior Technology. Professor Zbigniew Dziong Modeling, Estimation and Control, for Telecommunication Networks Notes for the MGR-815 course 12 June 2010 School of Superior Technology Professor Zbigniew Dziong 1 Table of Contents Preface 5 1. Example

More information

The Ensemble Kalman Filter:

The Ensemble Kalman Filter: p.1 The Ensemble Kalman Filter: Theoretical formulation and practical implementation Geir Evensen Norsk Hydro Research Centre, Bergen, Norway Based on Evensen 23, Ocean Dynamics, Vol 53, No 4 p.2 The Ensemble

More information

Multiple Regression Analysis

Multiple Regression Analysis 1 OUTLINE Basic Concept: Multiple Regression MULTICOLLINEARITY AUTOCORRELATION HETEROSCEDASTICITY REASEARCH IN FINANCE 2 BASIC CONCEPTS: Multiple Regression Y i = β 1 + β 2 X 1i + β 3 X 2i + β 4 X 3i +

More information

Empiric Models of the Earth s Free Core Nutation

Empiric Models of the Earth s Free Core Nutation ISSN 38-946, Solar System Research, 27, Vol. 41, No. 6, pp. 492 497. Pleiades Publishing, Inc., 27. Original Russian Text Z.M. Malkin, 27, published in Astronomicheskii Vestnik, 27, Vol. 41, No. 6, pp.

More information

Impacts of natural disasters on a dynamic economy

Impacts of natural disasters on a dynamic economy Impacts of natural disasters on a dynamic economy Andreas Groth Ecole Normale Supérieure, Paris in cooperation with Michael Ghil, Stephane Hallegatte, Patrice Dumas, Yizhak Feliks, Andrew W. Robertson

More information

Version 5 June 2009 TABLE OF CONTENT. Introduction

Version 5 June 2009 TABLE OF CONTENT. Introduction The combined Earth Orientation solution C04 Christian Bizouard and Daniel Gambis IERS Earth Orientation Product Centre Observatoire de Paris, SYRTE, 61 av. de l Observatoire, Paris, France Version 5 June

More information

PRELIMINARY ANALYSIS OF IGS REPROCESSED ORBIT & POLAR MOTION ESTIMATES

PRELIMINARY ANALYSIS OF IGS REPROCESSED ORBIT & POLAR MOTION ESTIMATES PRELIMINARY ANALYSIS OF IGS REPROCESSED ORBIT & POLAR MOTION ESTIMATES IGS is reprocessing old GPS data consistently will cover ~1994 present (finish by end of 2009) results for 2000 2008 submitted for

More information

Iterative 3D gravity inversion with integration of seismologic data

Iterative 3D gravity inversion with integration of seismologic data BOLLETTINO DI GEOFISICA TEORICA ED APPLICATA VOL. 40, N. 3-4, pp. 469-475; SEP.-DEC. 1999 Iterative 3D gravity inversion with integration of seismologic data C. BRAITENBERG and M. ZADRO Department of Earth

More information

Time series and Forecasting

Time series and Forecasting Chapter 2 Time series and Forecasting 2.1 Introduction Data are frequently recorded at regular time intervals, for instance, daily stock market indices, the monthly rate of inflation or annual profit figures.

More information

Weak Constraints 4D-Var

Weak Constraints 4D-Var Weak Constraints 4D-Var Yannick Trémolet ECMWF Training Course - Data Assimilation May 1, 2012 Yannick Trémolet Weak Constraints 4D-Var May 1, 2012 1 / 30 Outline 1 Introduction 2 The Maximum Likelihood

More information

EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY

EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY GRADUATE DIPLOMA, 011 MODULE 3 : Stochastic processes and time series Time allowed: Three Hours Candidates should answer FIVE questions. All questions carry

More information

State Space Models for Wind Forecast Correction

State Space Models for Wind Forecast Correction for Wind Forecast Correction Valérie 1 Pierre Ailliot 2 Anne Cuzol 1 1 Université de Bretagne Sud 2 Université de Brest MAS - 2008/28/08 Outline 1 2 Linear Model : an adaptive bias correction Non Linear

More information

A NOVEL OPTIMAL PROBABILITY DENSITY FUNCTION TRACKING FILTER DESIGN 1

A NOVEL OPTIMAL PROBABILITY DENSITY FUNCTION TRACKING FILTER DESIGN 1 A NOVEL OPTIMAL PROBABILITY DENSITY FUNCTION TRACKING FILTER DESIGN 1 Jinglin Zhou Hong Wang, Donghua Zhou Department of Automation, Tsinghua University, Beijing 100084, P. R. China Control Systems Centre,

More information

Autonomous Navigation for Flying Robots

Autonomous Navigation for Flying Robots Computer Vision Group Prof. Daniel Cremers Autonomous Navigation for Flying Robots Lecture 6.2: Kalman Filter Jürgen Sturm Technische Universität München Motivation Bayes filter is a useful tool for state

More information

Incorporating Temporal and Country Heterogeneity in Growth Accounting - An Application to EU-KLEMS

Incorporating Temporal and Country Heterogeneity in Growth Accounting - An Application to EU-KLEMS ncorporating Temporal and Country Heterogeneity in Growth Accounting - An Application to EU-KLEMS Antonio Peyrache and Alicia N. Rambaldi Fourth World KLEMS Conference Outline ntroduction General Representation

More information

Validation of Complex Data Assimilation Methods

Validation of Complex Data Assimilation Methods Fairmode Technical Meeting 24.-25.6.2015, DAO, Univ. Aveiro Validation of Complex Data Assimilation Methods Hendrik Elbern, Elmar Friese, Nadine Goris, Lars Nieradzik and many others Rhenish Institute

More information

Evaluation of Some Techniques for Forecasting of Electricity Demand in Sri Lanka

Evaluation of Some Techniques for Forecasting of Electricity Demand in Sri Lanka Appeared in Sri Lankan Journal of Applied Statistics (Volume 3) 00 Evaluation of Some echniques for Forecasting of Electricity Demand in Sri Lanka.M.J. A. Cooray and M.Indralingam Department of Mathematics

More information

Chapter 2 Wiener Filtering

Chapter 2 Wiener Filtering Chapter 2 Wiener Filtering Abstract Before moving to the actual adaptive filtering problem, we need to solve the optimum linear filtering problem (particularly, in the mean-square-error sense). We start

More information

Chapter 1. Introduction. The following abbreviations are used in these notes: TS Time Series. ma moving average filter. rv random variable

Chapter 1. Introduction. The following abbreviations are used in these notes: TS Time Series. ma moving average filter. rv random variable Chapter 1 Introduction The following abbreviations are used in these notes: TS Time Series ma moving average filter rv random variable iid independently identically distributed cdf cumulative distribution

More information

Prof. Stephen G. Penny University of Maryland NOAA/NCEP, RIKEN AICS, ECMWF US CLIVAR Summit, 9 August 2017

Prof. Stephen G. Penny University of Maryland NOAA/NCEP, RIKEN AICS, ECMWF US CLIVAR Summit, 9 August 2017 COUPLED DATA ASSIMILATION: What we need from observations and modellers to make coupled data assimilation the new standard for prediction and reanalysis. Prof. Stephen G. Penny University of Maryland NOAA/NCEP,

More information

Probabilistic forecasting of solar radiation

Probabilistic forecasting of solar radiation Probabilistic forecasting of solar radiation Dr Adrian Grantham School of Information Technology and Mathematical Sciences School of Engineering 7 September 2017 Acknowledgements Funding: Collaborators:

More information

Lagrangian Data Assimilation and Its Application to Geophysical Fluid Flows

Lagrangian Data Assimilation and Its Application to Geophysical Fluid Flows Lagrangian Data Assimilation and Its Application to Geophysical Fluid Flows Laura Slivinski June, 3 Laura Slivinski (Brown University) Lagrangian Data Assimilation June, 3 / 3 Data Assimilation Setup:

More information

Time Series Outlier Detection

Time Series Outlier Detection Time Series Outlier Detection Tingyi Zhu July 28, 2016 Tingyi Zhu Time Series Outlier Detection July 28, 2016 1 / 42 Outline Time Series Basics Outliers Detection in Single Time Series Outlier Series Detection

More information

A State Space Model for Wind Forecast Correction

A State Space Model for Wind Forecast Correction A State Space Model for Wind Forecast Correction Valrie Monbe, Pierre Ailliot 2, and Anne Cuzol 1 1 Lab-STICC, Université Européenne de Bretagne, France (e-mail: valerie.monbet@univ-ubs.fr, anne.cuzol@univ-ubs.fr)

More information

PATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 13: SEQUENTIAL DATA

PATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 13: SEQUENTIAL DATA PATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 13: SEQUENTIAL DATA Contents in latter part Linear Dynamical Systems What is different from HMM? Kalman filter Its strength and limitation Particle Filter

More information

data lam=36.9 lam=6.69 lam=4.18 lam=2.92 lam=2.21 time max wavelength modulus of max wavelength cycle

data lam=36.9 lam=6.69 lam=4.18 lam=2.92 lam=2.21 time max wavelength modulus of max wavelength cycle AUTOREGRESSIVE LINEAR MODELS AR(1) MODELS The zero-mean AR(1) model x t = x t,1 + t is a linear regression of the current value of the time series on the previous value. For > 0 it generates positively

More information

Lecture 2: ARMA(p,q) models (part 2)

Lecture 2: ARMA(p,q) models (part 2) Lecture 2: ARMA(p,q) models (part 2) Florian Pelgrin University of Lausanne, École des HEC Department of mathematics (IMEA-Nice) Sept. 2011 - Jan. 2012 Florian Pelgrin (HEC) Univariate time series Sept.

More information

The Ensemble Kalman Filter:

The Ensemble Kalman Filter: p.1 The Ensemble Kalman Filter: Theoretical formulation and practical implementation Geir Evensen Norsk Hydro Research Centre, Bergen, Norway Based on Evensen, Ocean Dynamics, Vol 5, No p. The Ensemble

More information

Estimation of positive sum-to-one constrained parameters with ensemble-based Kalman filters: application to an ocean ecosystem model

Estimation of positive sum-to-one constrained parameters with ensemble-based Kalman filters: application to an ocean ecosystem model Estimation of positive sum-to-one constrained parameters with ensemble-based Kalman filters: application to an ocean ecosystem model Ehouarn Simon 1, Annette Samuelsen 1, Laurent Bertino 1 Dany Dumont

More information