Monte Carlo Singular Spectrum Analysis (SSA) Revisited: Detecting Oscillator Clusters in Multivariate Datasets
نویسندگان
چکیده
منابع مشابه
Analysis of Process Dynamics with Monte Carlo Singular Spectrum Analysis
Singular spectrum analysis of time series observations can be visualized as a sliding window of width m moving down the time series x of length n, to determine the orthogonal patterns that best capture the variance presented by the window. It is designed to extract information from short and noisy time series. This allows the time series to be decomposed into various components, ideally separat...
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ژورنال
عنوان ژورنال: Journal of Climate
سال: 2015
ISSN: 0894-8755,1520-0442
DOI: 10.1175/jcli-d-15-0100.1