No Arabic abstract
During the last decades there is a continuing international endeavor in developing realistic space weather prediction tools aiming to forecast the conditions on the Sun and in the interplanetary environment. These efforts have led to the need of developing appropriate metrics in order to assess the performance of those tools. Metrics are necessary for validating models, comparing different models and monitoring adjustments or improvements of a certain model over time. In this work, we introduce the Dynamic Time Warping (DTW) as an alternative way to validate models and, in particular, to quantify differences between observed and synthetic (modeled) time series for space weather purposes. We present the advantages and drawbacks of this method as well as applications on WIND observations and EUHFORIA modeled output at L1. We show that DTW is a useful tool that permits the evaluation of both the fast and slow solar wind. Its distinctive characteristic is that it warps sequences in time, aiming to align them with the minimum cost by using dynamic programming. It can be applied in two different ways for the evaluation of modeled solar wind time series. The first way calculates the so-called sequence similarity factor (SSF), a number that provides a quantification of how good the forecast is, compared to a best and a worst case prediction scenarios. The second way quantifies the time and amplitude differences between the points that are best matched between the two sequences. As a result, it can serve as a hybrid metric between continuous measurements (such as, e.g., the correlation coefficient) and point-by-point comparisons. We conclude that DTW is a promising technique for the assessment of solar wind profiles offering functions that other metrics do not, so that it can give at once the most complete evaluation profile of a model.
The structure and dynamics of the magnetospheres of the outer planets, particularly Saturn and Jupiter, have been explored both through remote and in-situ observations. Interpreting these observations often necessitates simultaneous knowledge of the solar-wind conditions impinging on the magnetosphere. Without an available upstream monitor, solar-wind context is typically provided using models initiated with either the output of magnetogram-constrained coronal models or, more commonly, in-situ observations from 1 AU. While 1-AU observations provide a direct measure of solar wind conditions, they are single-point observations and thus require interpolation to provide inputs to outer-heliosphere solar-wind models. In this study we test the different interpolation methods using synthetic 1-AU observations of time-evolving solar-wind structure. The simplest method is corotation, which assumes solar-wind structure is steady state and rotates with the Sun. This method of reconstruction produces discontinuities in the solar-wind inputs as new observations become available. This can be reduced by corotating both back and forward in time, but this still introduces large errors in the magnitude and timing of solar wind streams. We show how the dynamic time warping (DTW) algorithm can provide around an order-of-magnitude improvement in solar-wind inputs to outer-heliosphere model from in-situ observations near 1 AU. This is intended to build the foundation for further work demonstrating and validating methods to improve inner-boundary conditions to outer-heliosphere solar-wind models, including dealing with solar wind transients and quantifying the improvements at Saturn and Jupiter.
We employ the framework of the Koopman operator and dynamic mode decomposition to devise a computationally cheap and easily implementable method to detect transient dynamics and regime changes in time series. We argue that typically transient dynamics experiences the full state space dimension with subsequent fast relaxation towards the attractor. In equilibrium, on the other hand, the dynamics evolves on a slower time scale on a lower dimensional attractor. The reconstruction error of a dynamic mode decomposition is used to monitor the inability of the time series to resolve the fast relaxation towards the attractor as well as the effective dimension of the dynamics. We illustrate our method by detecting transient dynamics in the Kuramoto-Sivashinsky equation. We further apply our method to atmospheric reanalysis data; our diagnostics detects the transition from a predominantly negative North Atlantic Oscillation (NAO) to a predominantly positive NAO around 1970, as well as the recently found regime change in the Southern Hemisphere atmospheric circulation around 1970.
It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncor- related Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for e.g. turbulence and financial data can thus be explained in terms of phase correlations.
DTW calculates the similarity or alignment between two signals, subject to temporal warping. However, its computational complexity grows exponentially with the number of time-series. Although there have been algorithms developed that are linear in the number of time-series, they are generally quadratic in time-series length. The exception is generalized time warping (GTW), which has linear computational cost. Yet, it can only identify simple time warping functions. There is a need for a new fast, high-quality multisequence alignment algorithm. We introduce trainable time warping (TTW), whose complexity is linear in both the number and the length of time-series. TTW performs alignment in the continuous-time domain using a sinc convolutional kernel and a gradient-based optimization technique. We compare TTW and GTW on 85 UCR datasets in time-series averaging and classification. TTW outperforms GTW on 67.1% of the datasets for the averaging tasks, and 61.2% of the datasets for the classification tasks.
Accurate and computationally efficient means for classifying human activities have been the subject of extensive research efforts. Most current research focuses on extracting complex features to achieve high classification accuracy. We propose a template selection approach based on Dynamic Time Warping, such that complex feature extraction and domain knowledge is avoided. We demonstrate the predictive capability of the algorithm on both simulated and real smartphone data.