Randomised multichannel singular spectrum analysis of the 20th century climate data

Randomised multichannel singular spectrum analysis of the 20th century climate data

In this article, we introduce a new algorithm called randomised multichannel singular spectrum analysis (RMSSA), which is a generalisation of the traditional multichannel singular spectrum analysis (MSSA) into problems of arbitrarily large dimension. RMSSA consists of (1) a dimension reduction of th...

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Bibliographic Details
Main Authors: Teija Seitola, Johan Silén, Heikki Järvinen
Format: Article
Language:English
Published: Stockholm University Press 2015-12-01
Series:Tellus: Series A, Dynamic Meteorology and Oceanography
Subjects:
multichannel singular spectrum analysis
random projection
dimensionality reduction
El Niño – southern oscillation
20th century reanalysis
HadGEM2-ES
MPI-ESM-MR
Online Access:http://www.tellusa.net/index.php/tellusa/article/view/28876/pdf_68

Internet

http://www.tellusa.net/index.php/tellusa/article/view/28876/pdf_68

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