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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Stockholm University Press
2015-12-01
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| Series: | Tellus: Series A, Dynamic Meteorology and Oceanography |
| Subjects: | |
| Online Access: | http://www.tellusa.net/index.php/tellusa/article/view/28876/pdf_68 |