PreprintarXiv licencearXiv
The Dst index - empirical fits and temporal correlations
Abstract
Here I show how it is possible to make an empirical fit of yearly sets of Dst index values to the log-normal distribution, using the Kullback-Liebler divergence to test each fit performance. Further, since any real sequence of Dst values contains correlation with the near-past, I also compute autocorrelations in order to understand the timescales over which it retains memory.
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BibTeX
@misc{kinsler2026index,
title = {{The Dst index - empirical fits and temporal correlations}},
author = {Paul Kinsler},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.32689},
eprint = {2610.32689},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.32689},
}
RIS
TY - UNPB
TI - The Dst index - empirical fits and temporal correlations
AU - Paul Kinsler
PY - 2026
DA - 2026/10/23
PB - arXiv
DO - 10.48550/arxiv.2610.32689
UR - https://arxiv.org/abs/2610.32689
AB - Here I show how it is possible to make an empirical fit of yearly sets of Dst index values to the log-normal distribution, using the Kullback-Liebler divergence to test each fit performance. Further, since any real sequence of Dst values contains correlation with the near-past, I also compute autocorrelations in order to understand the timescales over which it retains memory.
ER -