Theoretical relationship between SSA and MESA with both application

It is theoretically demonstrated that singular spectrum analysis (SSA) is an equivalent form of Maximum Entropy Spectrum Analysis (MESA) which is essentially a nonlinear estimation of the classical power spectrum. Both methods have respectively some different features in application as a result of t...

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Bibliographic Details
Published inAdvances in atmospheric sciences Vol. 15; no. 4; pp. 541 - 552
Main Authors Yuguo, Ding, Zhihong, Jiang
Format Journal Article
LanguageEnglish
Published Dordrecht Springer Nature B.V 01.12.1998
Subjects
Atmospheric sciences
Climate science
Maximum entropy
Spectrum analysis
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Summary:It is theoretically demonstrated that singular spectrum analysis (SSA) is an equivalent form of Maximum Entropy Spectrum Analysis (MESA) which is essentially a nonlinear estimation of the classical power spectrum. Both methods have respectively some different features in application as a result of the difference of description of manners. The numerical experiments show that SSA possesses some special advantage in climatic diagnosis and prediction, e.g., to steadily and accurately identify periods and investigate on domain of time in combination with frequency, which cannot be replaced by MESA. Thus SSA has extensive application in the near future.[PUBLICATION ABSTRACT]
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
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ISSN:0256-1530
1861-9533
DOI:10.1007/s00376-998-0031-7