Better Forecasting of Extreme Geomagnetic Storms Using Non‐Stationary Statistical Models

Abstract An assessment of the risk of extreme geomagnetic storms is critically important for modern society. However, current methods mainly focus on using stationary statistical models to analyze extreme geomagnetic events. These models ignore the non‐stationary nature of the data, caused by effect...

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Main Authors: Ting Wang, David Fletcher, Matthew Parry, Craig J. Rodger, Andy W. Smith, Tanja Petersen
Format: Article
Language:English
Published: Wiley 2025-07-01
Series:Space Weather
Online Access:https://doi.org/10.1029/2025SW004404
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author Ting Wang
David Fletcher
Matthew Parry
Craig J. Rodger
Andy W. Smith
Tanja Petersen
author_facet Ting Wang
David Fletcher
Matthew Parry
Craig J. Rodger
Andy W. Smith
Tanja Petersen
author_sort Ting Wang
collection DOAJ
description Abstract An assessment of the risk of extreme geomagnetic storms is critically important for modern society. However, current methods mainly focus on using stationary statistical models to analyze extreme geomagnetic events. These models ignore the non‐stationary nature of the data, caused by effects of the solar cycle and the seasons, and thus could provide unreliable estimates of return levels. We propose use of hidden Markov models and generalized additive models, both involving time‐varying parameters, in order to capture these features of the data. We use these models to analyze extreme values of the magnitude of the derivative in the horizontal component R1(t) of geomagnetic observations from the Eyrewell geomagnetic observatory in New Zealand. We use residual diagnostics to check for lack‐of‐fit of the models, demonstrate that they can successfully model the effects of both the solar cycle and the seasons, and use the best‐fitting models to provide more reliable estimates of return levels. From our analysis, the 50‐year and 100‐year conditional return levels of the extreme magnitude of the derivative in the horizontal component R1(t) at the Eyrewell magnetic observatory are likely to be within the ranges 500–2,600 and 700–4,500 nT/min respectively at solar maximum.
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spelling doaj-art-d1608541082d496fb635fc0b2ec3b59c2025-08-20T03:34:53ZengWileySpace Weather1542-73902025-07-01237n/an/a10.1029/2025SW004404Better Forecasting of Extreme Geomagnetic Storms Using Non‐Stationary Statistical ModelsTing Wang0David Fletcher1Matthew Parry2Craig J. Rodger3Andy W. Smith4Tanja Petersen5Department of Mathematics and Statistics University of Otago Dunedin New ZealandDavid Fletcher Consulting Limited Karitane New ZealandDepartment of Mathematics and Statistics University of Otago Dunedin New ZealandDepartment of Physics University of Otago Dunedin New ZealandDepartment of Mathematics, Physics and Electrical Engineering Northumbria University Newcastle upon Tyne UKGNS Science Lower Hutt New ZealandAbstract An assessment of the risk of extreme geomagnetic storms is critically important for modern society. However, current methods mainly focus on using stationary statistical models to analyze extreme geomagnetic events. These models ignore the non‐stationary nature of the data, caused by effects of the solar cycle and the seasons, and thus could provide unreliable estimates of return levels. We propose use of hidden Markov models and generalized additive models, both involving time‐varying parameters, in order to capture these features of the data. We use these models to analyze extreme values of the magnitude of the derivative in the horizontal component R1(t) of geomagnetic observations from the Eyrewell geomagnetic observatory in New Zealand. We use residual diagnostics to check for lack‐of‐fit of the models, demonstrate that they can successfully model the effects of both the solar cycle and the seasons, and use the best‐fitting models to provide more reliable estimates of return levels. From our analysis, the 50‐year and 100‐year conditional return levels of the extreme magnitude of the derivative in the horizontal component R1(t) at the Eyrewell magnetic observatory are likely to be within the ranges 500–2,600 and 700–4,500 nT/min respectively at solar maximum.https://doi.org/10.1029/2025SW004404
spellingShingle Ting Wang
David Fletcher
Matthew Parry
Craig J. Rodger
Andy W. Smith
Tanja Petersen
Better Forecasting of Extreme Geomagnetic Storms Using Non‐Stationary Statistical Models
Space Weather
title Better Forecasting of Extreme Geomagnetic Storms Using Non‐Stationary Statistical Models
title_full Better Forecasting of Extreme Geomagnetic Storms Using Non‐Stationary Statistical Models
title_fullStr Better Forecasting of Extreme Geomagnetic Storms Using Non‐Stationary Statistical Models
title_full_unstemmed Better Forecasting of Extreme Geomagnetic Storms Using Non‐Stationary Statistical Models
title_short Better Forecasting of Extreme Geomagnetic Storms Using Non‐Stationary Statistical Models
title_sort better forecasting of extreme geomagnetic storms using non stationary statistical models
url https://doi.org/10.1029/2025SW004404
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