Kriging via variably scaled kernels

Classical Gaussian processes and Kriging models are commonly based on stationary kernels, whereby correlations between observations depend exclusively on the relative distance between scattered data. While this assumption ensures analytical tractability, it limits the ability of Gaussian processes to represent heterogeneous correlation structures. In this work, we investigate variably scaled kernels as an effective tool for constructing non-stationary Gaussian processes by explicitly modifying the correlation structure of the data. Through a scaling function, variably scaled kernels alter the correlations between data and enable the modeling of targets exhibiting abrupt changes or discontinuities. We analyse the resulting predictive uncertainty via the variably scaled kernel power function and clarify the relationship between variably scaled kernels-based constructions and classical non-stationary kernels. Numerical experiments demonstrate that variably scaled kernels-based Gaussian processes yield improved reconstruction accuracy and provide uncertainty estimates that reflect the underlying structure of the data

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.