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Chaos game representation of the Dst index and prediction of geomagnetic storm events

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  • Yu, Z.G.
  • Anh, V.V.
  • Wanliss, J.A.
  • Watson, S.M.

Abstract

This paper proposes a two-dimensional chaos game representation (CGR) for the Dst index. The CGR provides an effective method to characterize the multifractality of the Dst time series. The probability measure of this representation is then modeled as a recurrent iterated function system in fractal theory, which leads to an algorithm for prediction of a storm event. We present an analysis and modeling of the Dst time series over the period 1963–2003. The numerical results obtained indicate that the method is useful in predicting storm events one day ahead.

Suggested Citation

  • Yu, Z.G. & Anh, V.V. & Wanliss, J.A. & Watson, S.M., 2007. "Chaos game representation of the Dst index and prediction of geomagnetic storm events," Chaos, Solitons & Fractals, Elsevier, vol. 31(3), pages 736-746.
    • Handle: RePEc:eee:chsofr:v:31:y:2007:i:3:p:736-746
    DOI: 10.1016/j.chaos.2005.12.046
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    References listed on IDEAS

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    1. Antoine Ayache & Jacques Vehel, 2000. "The Generalized Multifractional Brownian Motion," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 7-18, January.
    2. Tél, Tamás & Fülöp, Ágnes & Vicsek, Tamás, 1989. "Determination of fractal dimensions for geometrical multifractals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 159(2), pages 155-166.
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    Cited by:

    1. Li, Bao-Gen & Ling, Dian-Yi & Yu, Zu-Guo, 2021. "Multifractal temporally weighted detrended partial cross-correlation analysis of two non-stationary time series affected by common external factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    2. Zhou, Qian & Yu, Yong-ming, 2014. "Comparative analysis of bacterial essential and nonessential genes with Hurst exponent based on chaos game representation," Chaos, Solitons & Fractals, Elsevier, vol. 69(C), pages 209-216.

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