SVD analysis of the magnetospheric AE index time series and comparison with low-dimensional chaotic dynamics

Abstract. The singular value decomposition (SVD) analysis is used at different stages in this paper in order to extract useful information concerning the underlying dynamics of the magnetospheric AE index. As a frame of reference we use the dynamics of the Lorenz system perturbed by external noise, white or colored. One of the critical results is that the colored noise can be differentiated from the white noise when we study their perturbation upon the eigenvalue spectrum of the trajectory matrix, the SVD reconstructed components of the original time series and other characteristics. This result is used in order to conclude the existence of strong component of colored noise included in the magnetospheric AE index time series. Moreover, the study of the SVD reconstructed components of the original time series can confirm the low-dimensionality of a dynamical system strongly perturbed by external colored noise. Finally, the results of this study strengthen the hypothesis of the magnetospheric chaos.