2015
DOI: 10.1016/j.asr.2015.08.007
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EOP prediction using least square fitting and autoregressive filter over optimized data intervals

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Cited by 41 publications
(12 citation statements)
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“…The UT1R-TAI time series obtained after preprocessing can all be divided into three parts: periodic, linear, and residual terms. The periodic and linear terms can be fitted and extrapolated by the LS model, and the residual terms can be fitted by the LS model and predicted by the AR model [14,28]. A brief principle of the combined LS + AR model and a new strategy for ultra-rapid UT1-UTC determination are introduced in the following.…”
Section: Methodsmentioning
confidence: 99%
“…The UT1R-TAI time series obtained after preprocessing can all be divided into three parts: periodic, linear, and residual terms. The periodic and linear terms can be fitted and extrapolated by the LS model, and the residual terms can be fitted by the LS model and predicted by the AR model [14,28]. A brief principle of the combined LS + AR model and a new strategy for ultra-rapid UT1-UTC determination are introduced in the following.…”
Section: Methodsmentioning
confidence: 99%
“…The whole dataset are split up into two parts in such a way that the time-series from 1 January 1994 to 31 December 1997 are used to build the GM(1, 1) model with optimal sample number and the remaining part between 1 January 1998 and 10 December 1999 for evaluation of the established model. A comparison with the LS+AR and LS+ANN approaches which had been realized by Xu and Zhou (2015) and Schuh et al (2002) respectively is given in Figure 2 and Table 1, where the RMS error for the prediction intervals of 1ᝬ10 days is summarized, and 700 predictions starting at different days have been made for each prediction day to compute the RMS error, i.e. 700 l = .…”
Section: Prediction Results and Comparison With Other Methodsmentioning
confidence: 99%
“…A main conclusion of the EOP PCC is that there is not one particular prediction method superior to the others for all EOP components and all prediction intervals (Kalarus et al, 2010). The campaign has prompted researchers for more activity in this domain to improve the existing prediction approaches (Guo et al, 2013;Xu and Zhou, 2015).…”
Section: Introductionmentioning
confidence: 99%
“…These algorithms could be classified into two groups: first, the methods that use the information within the LOD time series, e.g., auto-covariance (AC) (Kosek et al 1998;Kosek 2002), wavelet decomposition (Akyilmaz et al 2011), or neural network (Schuh et al 2002;Liao et al 2012;Lei et al 2015Lei et al , 2017. Besides, this group includes the hybrid methods using the combination of least squares (LS) and auto-regressive (AR), auto-regressive moving average (ARMA), auto-covariance, and neural network (Kosek et al 2005;Xu and Zhou 2015;Wu et al 2019). In the second group, we cast the methods that take into account the axial component of effective angular momentum (EAM Z ) (Freedman et al 1994;Gross et al 1998;Niedzielski and Kosek 2008;Kosek 2012;Nastula et al 2012;Dill et al 2019).…”
Section: Introductionmentioning
confidence: 99%