m easured t o c 0.4 p redi cted t o c petya kaleyna ... · 2013-2014 represents a test of how...

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National Institute of Geophysics, Geodesy and Geography Bulgarian Academy of Sciences Petya Kaleyna ([email protected]) Plamen Mukhtarov ([email protected]) Nikolay Miloshev ([email protected]) DATA The measurements of TOC in NIGGG are conducted with the sun photometer Microtops II. The measurements with Microtops II are complemented with data from Ozone Monitoring Instrument (OMI). The data row was extended to 1996 with the data from Total Ozone Mapping Spectrometer (TOMS). The simultaneous data from TOMS and OMI from October 2004 to December 2005 Fig. 1. Mean monthly values of TOC over Bulgaria 1996-2014 (www.geophys.bas.bg/total_ozone/total_ozone_bg.htm) AUTOCORRELATION FUNCTION OF TOC The time series of TOC values does not respond the requirement of stationarity because of seasonal move and the increased variability in winter compared to summer. Autocorrelation functions are calculated separately for each calendar month for improvement of the quality of forecasting autocorrelation. It has been used sliding segment centered on a given month of the year with length 6 months. Fig. 2 presents the empirical autocorrelation functions for the months of January, April, July and October for period from 1997 to 2012. The simulated further short term forecast for the years 2013-2014 represents a test of how autocorrelation dependencies used for forecasting are valid for years in which the data were not used. 0 10 20 30 40 50 60 Time lag [days] -0.2 0 0.2 0.4 0.6 0.8 1 Normalized autocorrelation January April July October Fig. 2. Autocorrelation functions SIMULATION OF SHORT TERM FORECAST OF TOC Simulation of short-term forecasting is carried out on the base of data from 2013 to 2014 and determinate for the autocorrelation functions for the period 1997-2012. The forecast is simulated with distance in time from 1 to 11 days ahead. Distance during the forecast is referred as offset and it is a time lag between the date for predicted TOC and the last day for which there are measured values. For each day for which a prediction is calculated by the autocorrelation method, there are selected 25 measured values from previous days that are offset in time of no less days of the set distance (offset). The number of measured values used to calculate the estimated value with formula (1) is defined experimentally. Selected time lags for measured values define the values of the autocorrelation functions that make up the system of equations (2). For each particular day they are different, as a rule, because the order data gaps. Following the decision of the system of equations (2) calculate the estimated value of the formula (1) contained therein arithmetic average of the 25 selected measured values. Thus effectively take account of seasonal average of TOC. On Fig. 3 is shown illustration of forecasting TOC for 02.07.2012, assuming that the last date for which there is measured values is 29.06.2012. There are shown the (green color) 25 measured values involved in formula (1), the estimated value (in blue) and the measured value (in red). 5-Jun-12 15-Jun-12 25-Jun-12 5-Jul-12 280 290 300 310 320 330 340 350 360 TOC [DU] Terms of linear regression Predicted TOC Measured TOC RESULTS On Fig. 4 is shown a comparison between measured and predicted values for TOC for 2014 at offsets 1, 3, 5 and 7 days. Projected value follow satisfactory well seasonal changes of TOC. An increase of offset of forecast short-period variations of TOC in the forecasts are smoothed and there is a delay toward the data due to the decrease in the correlation of the process in time-lag more than 5 days (Fig. 2). On Fig. 5 is shown root mean square error of the forecasts for the period 2013-2015. Systematic error (mean value of deviations) is practically zero (less than 0.5 DU). The standard deviation of the data is 37 DU, significantly higher than obtained the highest values of root mean square error. 1-Jan-14 2-Mar-14 1-May-14 30-Jun-14 29-Aug-14 28-Oct-14 27-Dec-14 220 240 260 280 300 320 340 360 380 400 420 TOC [DU] Measured TOC Predicted TOC 1-Jan-14 2-Mar-14 1-May-14 30-Jun-14 29-Aug-14 28-Oct-14 27-Dec-14 220 240 260 280 300 320 340 360 380 400 420 TOC [DU] Measured TOC Predicted TOC 0 2 4 6 8 10 12 Offset of forecast [days] 18 20 22 24 26 28 RMS error [DU] Fig. 3 Sample forecast procedure at 02.07.2012, offset 3 days. Fig. 5. Root mean square error of forecast by 2013-2014. Fig. 4. Measured and predicted values for yeare 2014 by offsets 1, 3, 5 and 7 days. Kutiev, I., Muhtarov, P.,Cander, L. R., Levy, M. F., 1999. Short-term prediction of ionospheric parameters based on auto-correlation analysis. Ann.Geofis. 42(1), 123127. Korn,G.A., Korn,T.M., 1968. Mathematical Handbook, second ed. McGraw-Hill, NewYork. Mukhtarov, P., D. Pancheva, B. Andonov, 2014, Hybrid model for long-term prediction of the ionospheric global TEC, Journal of atmospheric and Solar-Terrestrial Physics 119, 110. Kaleyna, P., P. Mukhtarov, N. Miloshev, 2014, SEASONAL VARIATIONS OF THE TOTAL COLUMN OZONE OVER BULGARIA IN THE PERIOD 19962012, Comptes rendus de lAcad ́emie bulgare des Sciences, Tome 67, No 7, 979-986. EUROPEAN SOCIAL FUND 2007 - 2013 Operational Program "Human Resources“ Invest in your future! PROJECT BG051PO001-3.3.06-0063 " Programme for multidisciplinary training of PhD students and young scientists targeted on improving activities in Bulgaria for construction of an integrated system of monitoring and information services in meteorology, hydrology and geophysics for the purpose of reducing disaster risk, using rationally and protecting natural resources and studying climate change“ The project is funded by the Operational Programme "Human Resources Development", co-financed by the European Social Fund of the European Union INTRODUCTION 15th EMS Annual Meeting & 12th European Conference on Applications of Meteorology (ECAM) 07 11 September 2015 | Sofia, Bulgaria REFERENCE ACKNOWEDGEMENT Offset 5 days Offset 7 days 1-Jan-14 2-Mar-14 1-May-14 30-Jun-14 29-Aug-14 28-Oct-14 27-Dec-14 220 240 260 280 300 320 340 360 380 400 420 TOC [DU] Measured TOC Predicted TOC 1-Jan-14 2-Mar-14 1-May-14 30-Jun-14 29-Aug-14 28-Oct-14 27-Dec-14 220 240 260 280 300 320 340 360 380 400 420 TOC [DU] Measured TOC Predicted TOC Offset 1 day Offset 3 days CONCLUSION 1 2 The proposed method for short-term (1-5 days ahead) forecast of the values of the Total Ozone Content (TOC) over Bulgaria based on auto-regression dependence on the value of a variable, in the presence of sufficiently long time series of measurements, allows the empirical determination of basic probability characteristics on day-to-day variability (Kutiev et al., 1999). The method is an application of the Wiener-Hopf theorem (Korn and Korn, 1968). For a stationary random process x(t), for which the mathematical expectation, variance and autocorrelation function are known quantities then an unknown value of the process x(t) at future moment t f can be represented at minimum squares deviation as alinear combination of some sample of known values of the process x(t) at the moments: t 1 , t 2 ,…, t n . Then: The coefficients βi from (1) are a solution of the system of equations: The normalized (by dispersion) autocorrelation function of the process x(t), denoted by ρ, is present in the system of Eq. (2) and it is a function of time lag. The right part of the system of Eq. (2) contains the autocorrelations at time lags between the moment for prediction and the moments where there are known values. Hence the deviation of the prediction from the observations, based on this method, depends on the values of the autocorrelation coefficients at time lags corresponding to the distances between the moment for prediction and the moments for which the values of the process x(t) are known (Mukhtarov et al., 2014). n k t t t t k f n p p k p ,..., 2 , 1 1 n i i i f x t x x t x 1 allow to calibrate the data of TOMS to OMI and then to the data of Microtops II (Kaleyna et al., 2014). The financial support for presenting this poster to EMS 2015 and the research was provided with the support by Operational Program "Human Resources“/ PROJECT BG051PO001-3.3.06- 0063 funded by the European Social Fund. We are grateful to the NASA for the access to the free ozone data on the website : http://ozoneaq.gsfc.nasa.gov/OMIOzone.md The proposed method for short term forecast of TOC over Bulgaria is applicable to 5-7 days forecast ahead. The forecasts up to three days ahead satisfactorily demonstrate short- period variations of TOC, which have, as a rule, random nature. In offsets more than 3 days seasonal changes are satisfactorily predicted. The resulting root mean square errors (maximum of about 26 DU), compared with the accuracy of measurements (for device Microtops II it was about 5 DU) and total dispersion values of TOC (about 37 DU) may be considered satisfactory too.

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Page 1: M easured T O C 0.4 P redi cted T O C Petya Kaleyna ... · 2013-2014 represents a test of how autocorrelation dependencies used for forecasting are valid for years in whichthedatawere

National Institute of Geophysics, Geodesy and Geography Bulgarian Academy of Sciences

Petya Kaleyna ([email protected])Plamen Mukhtarov ([email protected])

Nikolay Miloshev ([email protected])

DATA

The measurements of TOC inNIGGG are conducted with thesun photometer Microtops II.The measurements withMicrotops II are complementedwith data from OzoneMonitoring Instrument (OMI).The data row was extended to1996 with the data from TotalOzone Mapping Spectrometer(TOMS). The simultaneous datafrom TOMS and OMI fromOctober 2004 to December 2005

Fig. 1. Mean monthly values of TOC over Bulgaria 1996-2014 (www.geophys.bas.bg/total_ozone/total_ozone_bg.htm)

AUTOCORRELATION FUNCTION OF TOC

The time series of TOC values does not respond therequirement of stationarity because of seasonal moveand the increased variability in winter compared tosummer. Autocorrelation functions are calculatedseparately for each calendar month for improvement ofthe quality of forecasting autocorrelation. It has beenused sliding segment centered on a given month of theyear with length 6 months. Fig. 2 presents the empiricalautocorrelation functions for the months of January,April, July and October for period from 1997 to 2012.

The simulated further short term forecast for the years2013-2014 represents a test of how autocorrelationdependencies used for forecasting are valid for years inwhich the data were not used.

0 10 20 30 40 50 60

Time lag [days]

-0.2

0

0.2

0.4

0.6

0.8

1N

orm

aliz

ed a

uto

corr

elat

ion

January

April

July

October

Fig. 2. Autocorrelation functions

SIMULATION OF SHORT TERM FORECAST OF TOC

Simulation of short-term forecasting is carried out on the base of data from 2013 to 2014 and determinate for the autocorrelationfunctions for the period 1997-2012. The forecast is simulated with distance in time from 1 to 11 days ahead. Distance during the forecastis referred as offset and it is a time lag between the date for predicted TOC and the last day for which there are measured values. Foreach day for which a prediction is calculated by the autocorrelation method, there are selected 25 measured values from previous daysthat are offset in time of no less days of the set distance (offset).

The number of measured values used to calculate the estimated value with formula (1) is defined experimentally. Selected time lags formeasured values define the values of the autocorrelation functions that make up the system of equations (2). For each particular daythey are different, as a rule, because the order data gaps. Following the decision of the system of equations (2) calculate the estimatedvalue of the formula (1) contained therein arithmetic average of the 25 selected measured values. Thus effectively take account ofseasonal average of TOC.

On Fig. 3 is shown illustration of forecasting TOC for 02.07.2012, assuming that the last date for which there is measured values is29.06.2012. There are shown the (green color) 25 measured values involved in formula (1), the estimated value (in blue) and themeasured value (in red).

5-Jun-12 15-Jun-12 25-Jun-12 5-Jul-12

280

290

300

310

320

330

340

350

360

TO

C [

DU

]

Terms of linear regression

Predicted TOC

Measured TOC

RESULTS

On Fig. 4 is shown a comparison between measured and predicted values for TOC for 2014 at offsets 1, 3, 5 and 7 days. Projected value follow satisfactory well seasonal changes of TOC. Anincrease of offset of forecast short-period variations of TOC in the forecasts are smoothed and there is a delay toward the data due to the decrease in the correlation of the process in time-lagmore than 5 days (Fig. 2).

On Fig. 5 is shown root mean square error of the forecasts for the period 2013-2015. Systematic error (mean value of deviations) is practically zero (less than 0.5 DU). The standard deviation ofthe data is 37 DU, significantly higher than obtained the highest values of root mean square error.

1-Jan-14 2-Mar-14 1-May-14 30-Jun-14 29-Aug-14 28-Oct-14 27-Dec-14

220

240

260

280

300

320

340

360

380

400

420

TO

C [

DU

]

Measured TOC

Predicted TOC

1-Jan-14 2-Mar-14 1-May-14 30-Jun-14 29-Aug-14 28-Oct-14 27-Dec-14

220

240

260

280

300

320

340

360

380

400

420

TO

C [

DU

]

Measured TOC

Predicted TOC

0 2 4 6 8 10 12

Offset of forecast [days]

18

20

22

24

26

28

RM

S e

rro

r [

DU

]

Fig. 3 Sample forecast procedure at 02.07.2012, offset 3 days.

Fig. 5. Root mean square error of forecast by 2013-2014.Fig. 4. Measured and predicted values for yeare 2014 by offsets 1, 3, 5 and 7 days.

Kutiev, I., Muhtarov, P.,Cander, L. R., Levy, M. F., 1999. Short-term prediction of ionospheric parameters based

on auto-correlation analysis. Ann.Geofis. 42(1), 123–127.

Korn,G.A., Korn,T.M., 1968. Mathematical Handbook, second ed. McGraw-Hill, NewYork.

Mukhtarov, P., D. Pancheva, B. Andonov, 2014, Hybrid model for long-term prediction of the ionospheric global

TEC, Journal of atmospheric and Solar-Terrestrial Physics 119, 1–10.

Kaleyna, P., P. Mukhtarov, N. Miloshev, 2014, SEASONAL VARIATIONS OF THE TOTAL COLUMN OZONE

OVER BULGARIA IN THE PERIOD 1996–2012, Comptes rendus de l’Acad ́emie bulgare des Sciences, Tome67, No 7, 979-986.

EUROPEAN SOCIAL FUND 2007 - 2013 Operational Program "Human Resources“

Invest in your future!PROJECT BG051PO001-3.3.06-0063 " Programme for multidisciplinary training of PhD students and young scientists targeted on improving

activities in Bulgaria for construction of an integrated system of monitoring and information services in meteorology, hydrology and geophysics for the purpose of reducing disaster risk, using rationally and protecting natural resources and studying climate change“

The project is funded by the Operational Programme "Human Resources Development", co-financed by the European Social Fund of the European Union

INTRODUCTION

15th EMS Annual Meeting & 12th European Conference on Applications of Meteorology (ECAM) 07–11 September 2015 | Sofia, Bulgaria

REFERENCE

ACKNOWEDGEMENT

Offset 5 days Offset 7 days

1-Jan-14 2-Mar-14 1-May-14 30-Jun-14 29-Aug-14 28-Oct-14 27-Dec-14

220

240

260

280

300

320

340

360

380

400

420

TO

C [

DU

]

Measured TOC

Predicted TOC

1-Jan-14 2-Mar-14 1-May-14 30-Jun-14 29-Aug-14 28-Oct-14 27-Dec-14

220

240

260

280

300

320

340

360

380

400

420

TO

C [

DU

]

Measured TOC

Predicted TOC

Offset 1 day Offset 3 days

CONCLUSION

1 2

The proposed method for short-term (1-5 days ahead) forecast of the values of the Total Ozone Content (TOC) over Bulgaria based on auto-regression dependence on the value of a variable, inthe presence of sufficiently long time series of measurements, allows the empirical determination of basic probability characteristics on day-to-day variability (Kutiev et al., 1999). The method isan application of the Wiener-Hopf theorem (Korn and Korn, 1968).

For a stationary random process x(t), for which the mathematical expectation, variance and autocorrelation function are known quantities then an unknown value of the process x(t) at futuremoment tf can be represented at minimum squares deviation as alinear combination of some sample of known values of the process x(t) at the moments: t1, t2,…, tn. Then:

The coefficients βi from (1) are a solution of the system of equations:

The normalized (by dispersion) autocorrelation function of the process x(t), denoted by ρ, is present in the system of Eq. (2) and it is a function of time lag. The right part of the system of Eq. (2)contains the autocorrelations at time lags between the moment for prediction and the moments where there are known values. Hence the deviation of the prediction from the observations,based on this method, depends on the values of the autocorrelation coefficients at time lags corresponding to the distances between the moment for prediction and the moments for which thevalues of the process x(t) are known (Mukhtarov et al., 2014).

nktttt kf

n

p

pkp ,...,2,11

n

i

iif xtxxtx1

allow to calibrate the data of TOMS to OMI and then to the data of Microtops II(Kaleyna et al., 2014).

The financial support for presenting this poster to EMS 2015 and the research was provided

with the support by Operational Program "Human Resources“/ PROJECT BG051PO001-3.3.06-

0063 funded by the European Social Fund. We are grateful to the NASA for the access to the

free ozone data on the website : http://ozoneaq.gsfc.nasa.gov/OMIOzone.md

The proposed method for short term forecast of TOC over Bulgaria is applicable to 5-7 days

forecast ahead. The forecasts up to three days ahead satisfactorily demonstrate short-

period variations of TOC, which have, as a rule, random nature. In offsets more than 3 days

seasonal changes are satisfactorily predicted. The resulting root mean square errors

(maximum of about 26 DU), compared with the accuracy of measurements (for device

Microtops II it was about 5 DU) and total dispersion values of TOC (about 37 DU) may be

considered satisfactory too.