On the lognormality of historical magnetic storm intensity statistics: Implications for extreme-event probabilities
An examination is made of the hypothesis that the statistics of magnetic storm maximum intensities are the realization of a lognormal stochastic process. Weighted least squares and maximum likelihood methods are used to fit lognormal functions to −Dst storm time maxima for years 1957–2012; bootstrap...
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| Veröffentlicht in: | Geophysical research letters 2015-08, Vol.42 (16), p.6544-6553 |
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| creator | Love, Jeffrey J. Rigler, E. Joshua Pulkkinen, Antti Riley, Pete |
| description | An examination is made of the hypothesis that the statistics of magnetic storm maximum intensities are the realization of a lognormal stochastic process. Weighted least squares and maximum likelihood methods are used to fit lognormal functions to −Dst storm time maxima for years 1957–2012; bootstrap analysis is used to established confidence limits on forecasts. Both methods provide fits that are reasonably consistent with the data; both methods also provide fits that are superior to those that can be made with a power‐law function. In general, the maximum likelihood method provides forecasts having tighter confidence intervals than those provided by weighted least squares. From extrapolation of maximum likelihood fits: a magnetic storm with intensity exceeding that of the 1859 Carrington event, −Dst ≥ 850 nT, occurs about 1.13 times per century and a wide 95% confidence interval of [0.42, 2.41] times per century; a 100 year magnetic storm is identified as having a −Dst ≥ 880 nT (greater than Carrington) but a wide 95% confidence interval of [490, 1187] nT.
Key Points
Storm occurrence might be a lognormal process
Storm occurrence is not well modeled as a power‐law process
Confidence limits on forecasts remain wide due to few data |
| doi_str_mv | 10.1002/2015GL064842 |
| format | Article |
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Key Points
Storm occurrence might be a lognormal process
Storm occurrence is not well modeled as a power‐law process
Confidence limits on forecasts remain wide due to few data</description><identifier>ISSN: 0094-8276</identifier><identifier>EISSN: 1944-8007</identifier><identifier>DOI: 10.1002/2015GL064842</identifier><language>eng</language><publisher>Washington: Blackwell Publishing Ltd</publisher><subject>Confidence intervals ; Confidence limits ; Data ; Econometrics ; Electric power generation ; Estimating techniques ; Extrapolation ; extreme event ; Extreme values ; forecast and prediction ; Geomagnetic storms ; Historic ; Identification ; Least squares method ; magnetic storm ; Magnetic storms ; Mathematical models ; Maximum likelihood method ; natural hazard ; Probability theory ; space weather ; Statistical analysis ; Statistical methods ; Statistics ; Stochastic processes ; Storms</subject><ispartof>Geophysical research letters, 2015-08, Vol.42 (16), p.6544-6553</ispartof><rights>2015. American Geophysical Union. All Rights Reserved.</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c6125-47ee3c375cfb473e6f5dace31ee03ad0e87521040d969cb36eb89c1bf918b3bc3</citedby><cites>FETCH-LOGICAL-c6125-47ee3c375cfb473e6f5dace31ee03ad0e87521040d969cb36eb89c1bf918b3bc3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://onlinelibrary.wiley.com/doi/pdf/10.1002%2F2015GL064842$$EPDF$$P50$$Gwiley$$H</linktopdf><linktohtml>$$Uhttps://onlinelibrary.wiley.com/doi/full/10.1002%2F2015GL064842$$EHTML$$P50$$Gwiley$$H</linktohtml><link.rule.ids>314,780,784,1416,1432,11505,27915,27916,45565,45566,46400,46459,46824,46883</link.rule.ids></links><search><creatorcontrib>Love, Jeffrey J.</creatorcontrib><creatorcontrib>Rigler, E. Joshua</creatorcontrib><creatorcontrib>Pulkkinen, Antti</creatorcontrib><creatorcontrib>Riley, Pete</creatorcontrib><title>On the lognormality of historical magnetic storm intensity statistics: Implications for extreme-event probabilities</title><title>Geophysical research letters</title><addtitle>Geophys. Res. Lett</addtitle><description>An examination is made of the hypothesis that the statistics of magnetic storm maximum intensities are the realization of a lognormal stochastic process. Weighted least squares and maximum likelihood methods are used to fit lognormal functions to −Dst storm time maxima for years 1957–2012; bootstrap analysis is used to established confidence limits on forecasts. Both methods provide fits that are reasonably consistent with the data; both methods also provide fits that are superior to those that can be made with a power‐law function. In general, the maximum likelihood method provides forecasts having tighter confidence intervals than those provided by weighted least squares. From extrapolation of maximum likelihood fits: a magnetic storm with intensity exceeding that of the 1859 Carrington event, −Dst ≥ 850 nT, occurs about 1.13 times per century and a wide 95% confidence interval of [0.42, 2.41] times per century; a 100 year magnetic storm is identified as having a −Dst ≥ 880 nT (greater than Carrington) but a wide 95% confidence interval of [490, 1187] nT.
Key Points
Storm occurrence might be a lognormal process
Storm occurrence is not well modeled as a power‐law process
Confidence limits on forecasts remain wide due to few data</description><subject>Confidence intervals</subject><subject>Confidence limits</subject><subject>Data</subject><subject>Econometrics</subject><subject>Electric power generation</subject><subject>Estimating techniques</subject><subject>Extrapolation</subject><subject>extreme event</subject><subject>Extreme values</subject><subject>forecast and prediction</subject><subject>Geomagnetic storms</subject><subject>Historic</subject><subject>Identification</subject><subject>Least squares method</subject><subject>magnetic storm</subject><subject>Magnetic storms</subject><subject>Mathematical models</subject><subject>Maximum likelihood method</subject><subject>natural hazard</subject><subject>Probability theory</subject><subject>space weather</subject><subject>Statistical analysis</subject><subject>Statistical methods</subject><subject>Statistics</subject><subject>Stochastic processes</subject><subject>Storms</subject><issn>0094-8276</issn><issn>1944-8007</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2015</creationdate><recordtype>article</recordtype><recordid>eNqN0U2LFDEQBuBGFBxXb_6AgBcPtla-u73JquNK44KueAzpTPVu1u5kNsnozr83w4iIh8VTQniqisrbNE8pvKQA7BUDKtcDKNEJdq9Z0V6ItgPQ95sVQF_vTKuHzaOcrwGAA6erJp8HUq6QzPEyxLTY2Zc9iRO58rnE5J2dyWIvAxbvyOFlIT4UDPnAcrGlMu_ya3K2bOeqi48hkykmgrcl4YIt_sBQyDbF0Y6-dveYHzcPJjtnfPL7PGm-vn93cfqhHc7XZ6dvhtYpymQrNCJ3XEs3jUJzVJPcWIecIgK3G8BOS0ZBwKZXvRu5wrHrHR2nnnYjHx0_aZ4f-9bpNzvMxSw-O5xnGzDusqFackmBavgPyllHBROq0mf_0Ou4S6EuYmhPoesUE-JOpSkTwDWXVb04Kpdizgkns01-sWlvKJhDpObvSCtnR_7Tz7i_05r150FyJg8z2mNRjQpv_xTZ9N0oXX_XfPu0NvrtoC-6j8p84b8AHdqxyQ</recordid><startdate>20150828</startdate><enddate>20150828</enddate><creator>Love, Jeffrey J.</creator><creator>Rigler, E. Joshua</creator><creator>Pulkkinen, Antti</creator><creator>Riley, Pete</creator><general>Blackwell Publishing Ltd</general><general>John Wiley & Sons, Inc</general><scope>BSCLL</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7TG</scope><scope>7TN</scope><scope>8FD</scope><scope>F1W</scope><scope>FR3</scope><scope>H8D</scope><scope>H96</scope><scope>KL.</scope><scope>KR7</scope><scope>L.G</scope><scope>L7M</scope><scope>7UA</scope><scope>C1K</scope></search><sort><creationdate>20150828</creationdate><title>On the lognormality of historical magnetic storm intensity statistics: Implications for extreme-event probabilities</title><author>Love, Jeffrey J. ; Rigler, E. Joshua ; Pulkkinen, Antti ; Riley, Pete</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c6125-47ee3c375cfb473e6f5dace31ee03ad0e87521040d969cb36eb89c1bf918b3bc3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2015</creationdate><topic>Confidence intervals</topic><topic>Confidence limits</topic><topic>Data</topic><topic>Econometrics</topic><topic>Electric power generation</topic><topic>Estimating techniques</topic><topic>Extrapolation</topic><topic>extreme event</topic><topic>Extreme values</topic><topic>forecast and prediction</topic><topic>Geomagnetic storms</topic><topic>Historic</topic><topic>Identification</topic><topic>Least squares method</topic><topic>magnetic storm</topic><topic>Magnetic storms</topic><topic>Mathematical models</topic><topic>Maximum likelihood method</topic><topic>natural hazard</topic><topic>Probability theory</topic><topic>space weather</topic><topic>Statistical analysis</topic><topic>Statistical methods</topic><topic>Statistics</topic><topic>Stochastic processes</topic><topic>Storms</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Love, Jeffrey J.</creatorcontrib><creatorcontrib>Rigler, E. Joshua</creatorcontrib><creatorcontrib>Pulkkinen, Antti</creatorcontrib><creatorcontrib>Riley, Pete</creatorcontrib><collection>Istex</collection><collection>CrossRef</collection><collection>Meteorological & Geoastrophysical Abstracts</collection><collection>Oceanic Abstracts</collection><collection>Technology Research Database</collection><collection>ASFA: Aquatic Sciences and Fisheries Abstracts</collection><collection>Engineering Research Database</collection><collection>Aerospace Database</collection><collection>Aquatic Science & Fisheries Abstracts (ASFA) 2: Ocean Technology, Policy & Non-Living Resources</collection><collection>Meteorological & Geoastrophysical Abstracts - Academic</collection><collection>Civil Engineering Abstracts</collection><collection>Aquatic Science & Fisheries Abstracts (ASFA) Professional</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Water Resources Abstracts</collection><collection>Environmental Sciences and Pollution Management</collection><jtitle>Geophysical research letters</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Love, Jeffrey J.</au><au>Rigler, E. Joshua</au><au>Pulkkinen, Antti</au><au>Riley, Pete</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>On the lognormality of historical magnetic storm intensity statistics: Implications for extreme-event probabilities</atitle><jtitle>Geophysical research letters</jtitle><addtitle>Geophys. Res. Lett</addtitle><date>2015-08-28</date><risdate>2015</risdate><volume>42</volume><issue>16</issue><spage>6544</spage><epage>6553</epage><pages>6544-6553</pages><issn>0094-8276</issn><eissn>1944-8007</eissn><abstract>An examination is made of the hypothesis that the statistics of magnetic storm maximum intensities are the realization of a lognormal stochastic process. Weighted least squares and maximum likelihood methods are used to fit lognormal functions to −Dst storm time maxima for years 1957–2012; bootstrap analysis is used to established confidence limits on forecasts. Both methods provide fits that are reasonably consistent with the data; both methods also provide fits that are superior to those that can be made with a power‐law function. In general, the maximum likelihood method provides forecasts having tighter confidence intervals than those provided by weighted least squares. From extrapolation of maximum likelihood fits: a magnetic storm with intensity exceeding that of the 1859 Carrington event, −Dst ≥ 850 nT, occurs about 1.13 times per century and a wide 95% confidence interval of [0.42, 2.41] times per century; a 100 year magnetic storm is identified as having a −Dst ≥ 880 nT (greater than Carrington) but a wide 95% confidence interval of [490, 1187] nT.
Key Points
Storm occurrence might be a lognormal process
Storm occurrence is not well modeled as a power‐law process
Confidence limits on forecasts remain wide due to few data</abstract><cop>Washington</cop><pub>Blackwell Publishing Ltd</pub><doi>10.1002/2015GL064842</doi><tpages>10</tpages><oa>free_for_read</oa></addata></record> |
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| source | Wiley Online Library Journals Frontfile Complete; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals; Wiley Free Content; Wiley-Blackwell AGU Digital Library |
| subjects | Confidence intervals Confidence limits Data Econometrics Electric power generation Estimating techniques Extrapolation extreme event Extreme values forecast and prediction Geomagnetic storms Historic Identification Least squares method magnetic storm Magnetic storms Mathematical models Maximum likelihood method natural hazard Probability theory space weather Statistical analysis Statistical methods Statistics Stochastic processes Storms |
| title | On the lognormality of historical magnetic storm intensity statistics: Implications for extreme-event probabilities |
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