E. Joshua Rigler <[email protected]>
The magnetic field measured at a given point on Earth’s surface is often assumed to be static, but in reality it is constantly changing, and on a variety of time scales associated with distinct physical phenomena. These are:
SV
- Secular variation, slow variations in the geomagnetic field associated with changes in Earth's interior.SQ
- Solar quiet variation, shorter-term periodic variations in the geomagnetic field associated with Earth's rotation beneath quasi-static geospace electric currents that are phase-locked with the sun.DIST
- Disturbance, shorter-term non-periodic variations in the geomagnetic field, typically associated with episodic events like geomagnetic storms and substorms.
SV is fairly easily separated from higher frequency variations using low-order
polynomials to detrend the data. SQ
and DIST
have similar time scales, and
are therefore more difficult to separate. Fourier series can be fit to data to
estimate SQ
, which works reasonably well in non-real time situations, with
sufficient data.
However, Fourier decomposition suffers in real time processing because there is a large computational burden associated with the long time series required to properly reproduce seasonal and yearly variations, plus their associated harmonics. Even if the computational burden were not an issue, such long time series become a numerical problem when extreme artificial spikes, and even moderate baseline shifts, are not corrected for, since the algorithm must accommodate these non-periodic artifacts in the data fit for the entire duration of the long time series (e.g., a year or more).
Real time decomposition of geomagnetic time series into SV
, SQ
, and DIST
should explicitly acknowledge and address the time-causal nature of real time
observations. To this end, we employ a discrete form of exponential smoothing,
with "seasonal" adjustments, to update estimates of SV
and SQ
based only on
recent past observations. A detailed theoretical basis and demonstration of our
algorithm can be found in SqDistValidate.ipynb (a Jupyter/IPython
Notebook), while a usage guide is in
SqDist_usage.md. Below, we summarize the basics.
In brief, exponential smoothing is a weighted running average of the most recent observation and the previous average - a recursive process. If between 0 and 1, the weight associated with the observation is referred to as a "forgetting factor", whose inverse defines the average age (in discrete samples) of the observations contributing to the current average (see http://people.duke.edu/~rnau/411avg.htm). A weight of 0 means new observations do not affect the average at all, while 1 means new observations become the average.
Exponential smoothing can be used to estimate a running mean, a linear trend, even a periodic sequence of discrete "seasonal corrections" (there's more, but we focus on these three here). We define separate forgetting factors for each:
alpha
- sensitivity of running average to new observationsbeta
- sensitivity of linear trend to new observationsgamma
- sensitivity of seasonal corrections to new observationsm
- number of discrete seasonal corrections in a cycle
Discrete-sample exponential forgetting factors can be defined as:
ff = (m * cycles_per_sample) / (sample_rate * total_time)
Now, suppose we have a typical time series of 1-minute resolution geomagnetic
data, and want to remove secular variations with a time scale longer than 30
days (SV is traditionally fit to the monthly averages of "quiet days", leading
to ~30 day time scale). The total_time is 30 days and the sample_rate is 1440
minutes/day. If updates occur with every observation, as is the case with SV,
then cycles_per_sample is 1/1440. This leads to alpha=(1440 * 1/1440) / (1440 * 30) = 1/43200
. The same holds for beta
. However, if updates occur
only once per cycle, the cycles_per_sample is just 1, which leads to
gamma=(1440 * 1) / (1440 * 30) = 1440/43200
.
So, alpha
, beta
, and gamma
, combined with observations, provide a running
average of geomagnetic time series (SV+SQ
). This is then subtracted from the
actual observations to produce DIST
.
In addition to addressing the computational and operational shortcomings of
traditional Fourier decomposition methods in real time processing mentioned
above, our exponential smoothing with seasonal corrections has other advantages:
SV
and SQ
are not constrained to arbitrary functional forms, and so more
truly reflect actual observation; SV
and SQ
are easily extrapolated across
gaps in data; and a running estimate of the standard deviation of DIST
is
provided (which can be used as a performance metric, to set noise thresholds,
etc.). Finally, the simplicity of exponential smoothing makes it more intuitive,
and thus easier to adapt to evolving operational requirements.
There are disadvantages too, most notable perhaps being that SQ
becomes quite
noisy if the general level of magnetic disturbance is large, as is the case at
high latitude observatories. The user can certainly apply ad hoc corrections to
SQ
to smooth it. We are currently considering one such correction that still
retains all the best characteristic of exponential smoothing. A future version
of this algorithm may contain a configuration parameter that allows the user to
specify a local SQ
smoothing window, in addition to the once-per-cycle
exponential smoothing currently allowed.
-
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