Predicting Wolf's sunspot numbers with and without the assumption of periodicity

Abstract

This paper provides an alternate model to the Box Jenkins time series for forecasting sunspot numbers. Both periodic and nonperiodic models are considered. The purpose is to find a model which will give both direction and magnitude of the large changes in sunspot numbers but which also gives error terms comparable to those of the Box-Jenkins techniques. We will use the statistical technique of nonparametric density estimation to develop these models