Forecasting Geoffective Events from Solar Wind Data and Evaluating the Most Predictive Features through Machine Learning Approaches

This study addresses the prediction of geomagnetic disturbances by exploiting machine learning techniques. Specifically, the Long-Short Term Memory recurrent neural network, which is particularly suited for application over long time series, is employed in the analysis of in-situ measurements of solar wind plasma and magnetic field acquired over more than one solar cycle, from $2005$ to $2019$, at the Lagrangian point L$1$. The problem is approached as a binary classification aiming to predict one hour in advance a decrease in the SYM-H geomagnetic activity index below the threshold of $-50$ nT, which is generally regarded as indicative of magnetospheric perturbations. The strong class imbalance issue is tackled by using an appropriate loss function tailored to optimize appropriate skill scores in the training phase of the neural network. Beside classical skill scores, value-weighted skill scores are then employed to evaluate predictions, suitable in the study of problems, such as the one faced here, characterized by strong temporal variability. For the first time, the content of magnetic helicity and energy carried by solar transients, associated with their detection and likelihood of geo-effectiveness, were considered as input features of the network architecture. Their predictive capabilities are demonstrated through a correlation-driven feature selection method to rank the most relevant characteristics involved in the neural network prediction model. The optimal performance of the adopted neural network in properly forecasting the onset of geomagnetic storms, which is a crucial point for giving real warnings in an operational setting, is finally showed.

Greedy feature selection: Classifier-dependent feature selection via greedy methods

The purpose of this study is to introduce a new approach to feature ranking for classification tasks, called in what follows greedy feature selection. In statistical learning, feature selection is usually realized by means of methods that are independent of the classifier applied to perform the prediction using that reduced number of features. Instead, greedy feature selection identifies the most important feature at each step and according to the selected classifier. In the paper, the benefits of such scheme are investigated theoretically in terms of model capacity indicators, such as the Vapnik-Chervonenkis (VC) dimension or the kernel alignment, and tested numerically by considering its application to the problem of predicting geo-effective manifestations of the active Sun.