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

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dc.contributor.author Seitola, Teija
dc.contributor.author Silen, Johan
dc.contributor.author Järvinen, Heikki
dc.date.accessioned 2016-05-13T11:25:01Z
dc.date.available 2016-05-13T11:25:01Z
dc.date.issued 2015
dc.identifier.citation 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
dc.identifier.other PURE: 58721978
dc.identifier.other PURE UUID: e71d3ce9-c31e-4032-a75f-bbcf98491bc0
dc.identifier.other WOS: 000367311400001
dc.identifier.other Scopus: 84980691876
dc.identifier.other ORCID: /0000-0003-1879-6804/work/30008067
dc.identifier.uri http://hdl.handle.net/10138/162028
dc.description.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. en
dc.format.extent 17
dc.language.iso eng
dc.relation.ispartof Tellus. Series A: Dynamic Meteorology and Oceanography
dc.rights cc_by
dc.rights.uri info:eu-repo/semantics/openAccess
dc.subject multichannel singular spectrum analysis
dc.subject random projection
dc.subject dimensionality reduction
dc.subject El Nino southern oscillation
dc.subject 20th century reanalysis
dc.subject HadGEM2-ES
dc.subject MPI-ESM-MR
dc.subject NORTHERN-HEMISPHERE
dc.subject TIME-SERIES
dc.subject LINDENSTRAUSS
dc.subject OSCILLATIONS
dc.subject DYNAMICS
dc.subject JOHNSON
dc.subject WEATHER
dc.subject NOISE
dc.subject 114 Physical sciences
dc.title Randomised multichannel singular spectrum analysis of the 20th century climate data en
dc.type Article
dc.contributor.organization Department of Physics
dc.description.reviewstatus Peer reviewed
dc.relation.doi https://doi.org/10.3402/tellusa.v67.28876
dc.relation.issn 0280-6495
dc.rights.accesslevel openAccess
dc.type.version publishedVersion

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