Neural net forecasting for geomagnetic activity

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Abstract
We use neural nets to construct nonlinear models to forecast the AL index given solar wind and interplanetary magnetic field (IMF) data. We follow two approaches: 1) the state space reconstruction approach, which is a nonlinear generalization of autoregressive‐moving average models (ARMA) and 2) the nonlinear filter approach, which reduces to a moving average model (MA) in the linear limit. The database used here is that of Bargatze et al. [1985].

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