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

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http://hdl.handle.net/10138/162028

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Seitola , T , Silen , J & Järvinen , H 2015 , ' Randomised multichannel singular spectrum analysis of the 20th century climate data ' , Tellus. Series A: Dynamic Meteorology and Oceanography , vol. 67 , no. 1 , 28876 . https://doi.org/10.3402/tellusa.v67.28876

Title: Randomised multichannel singular spectrum analysis of the 20th century climate data
Author: Seitola, Teija; Silen, Johan; Järvinen, Heikki
Other contributor: University of Helsinki, Department of Physics
Date: 2015
Language: eng
Number of pages: 17
Belongs to series: Tellus. Series A: Dynamic Meteorology and Oceanography
ISSN: 0280-6495
DOI: https://doi.org/10.3402/tellusa.v67.28876
URI: http://hdl.handle.net/10138/162028
Abstract: 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 the original data via random projections, (2) the standard MSSA step and (3) a recovery of the MSSA eigenmodes from the reduced space back to the original space. The RMSSA algorithm is presented in detail and additionally we show how to integrate it with a significance test based on a red noise null-hypothesis by Monte-Carlo simulation. Finally, RMSSA is applied to decompose the 20th century global monthly mean near-surface temperature variability into its low-frequency components. The decomposition of a reanalysis data set and two climate model simulations reveals, for instance, that the 2-6 yr variability centred in the Pacific Ocean is captured by all the data sets with some differences in statistical significance and spatial patterns.
Subject: multichannel singular spectrum analysis
random projection
dimensionality reduction
El Nino southern oscillation
20th century reanalysis
HadGEM2-ES
MPI-ESM-MR
NORTHERN-HEMISPHERE
TIME-SERIES
LINDENSTRAUSS
OSCILLATIONS
DYNAMICS
JOHNSON
WEATHER
NOISE
114 Physical sciences
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