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T1 - Randomised multichannel singular spectrum analysis of the 20th century climate data
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UR - http://hdl.handle.net/10138/162028
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A1 - Seitola, Teija; Silen, Johan; Järvinen, Heikki
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Y1 - 2015
LA - eng
AB - 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 deta...
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KW - 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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