Neural net forecasting for geomagnetic activity

We use neural nets to construct nonlinear models to forecast the AL index given solar wind and interplanetary magnetic field (IMF) data. We follow two approaches: (1) the state space reconstruction approach, which is a nonlinear generalization of autoregressive-moving average models (ARMA) and (2) the nonlinear filter approach, which reduces to a moving average model (MA) in the linear limit. The database used here is that of Bargatze et al. (1985).