2021, 40(2) 459-466 DOI:     ISSN: 1004-5589 CN: 22-1111/P

Current Issue | Archive | Search                                                            [Print]   [Close]
Information and Service
This Article
Supporting info
PDF(736KB)
[HTML]
Reference
Service and feedback
Email this article to a colleague
Add to Bookshelf
Add to Citation Manager
Cite This Article
Email Alert
Keywords
singular spectrum analysis
unary linear regression
ARMA model
value fitting
geomagnetic data
Authors
YU Chang
LU Lai-jun
YU Hong-chi
LYU Tie-xin
WEI Mei-xuan
CHEN Zhuo
PubMed
Article by Yu C
Article by Lu L
Article by Yu H
Article by Lyu T
Article by Wei M
Article by Chen Z

Application of singular spectrum analysis in geomagnetic data research

YU Chang,LU Lai-jun,YU Hong-chi,LYU Tie-xin,WEI Mei-xuan,CHEN Zhuo

1. College of Earth Sciences,Jilin University,Changchun 130061,China; 2. Jilin Seismic Station,Jilin Earthquake Agency,Changchun 130117,China; 3. Helong Seismic Station,Jilin Earthquake Agency,Changchun 130200,China; 4. Siping Branch,Jishi Media Co. Ltd.,Siping 136000,Jilin China; 5. Information Center,Jilin Earthquake Agency,Changchun 130117,China

Abstract

In order to verify the fitting effect of singular spectrum analysis in geomagnetic data,the authors conduct singular spectrum analysis by using Z,H,D and F components,which have been collected by the FHDZ--M15 instrument located in Changchun Geomagnetic Station during the period from January 2017 to July 2019. By constructing trajectory matrix,decomposing singular values and reconstructing series,we extract the trend term,noise term and finally obtain the fitting values of original series. We create unary linear regression as a contrast model and calculate the fitting values. RMSE ( root mean square error) ,MAE ( mean absolute error) and MSPE ( meansquare percentage error) have been used to make error analysis on the fitting results of singular spectrum analysis and unary linear regression analysis. The results show that the fitting results of singular spectrum analysis have higher accuracy. The ARMA model has been constructed to make value prediction on the singular spectrum fitting sequence. The confidence interval has been given and the prediction performance has been analyzed. ARMA prediction model shows that changes in the trend of the predicted value is consistent with that of the original sequence,and the predicted value does not exceed the confidence interval,which indicates that there will be no geomagnetic anomaly in the prediction period.

Keywords singular spectrum analysis   unary linear regression   ARMA model   value fitting   geomagnetic data  
Received  Revised  Online:  
DOI:
Fund:
Corresponding Authors:
Email:
About author:

References:
Similar articles

Copyright by