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 |
Contributor organization: | 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 |
Peer reviewed: | Yes |
Rights: | cc_by |
Usage restriction: | openAccess |
Self-archived version: | publishedVersion |
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