Singular spectrum analysis for time series with missing data

被引：174

作者：

Schoellhamer, DH ^{[1
]}

机构：

[1] US Geol Survey, Sacramento, CA 95819 USA

来源：

GEOPHYSICAL RESEARCH LETTERS | 2001年 / 28卷 / 16期

关键词：

D O I：

10.1029/2000GL012698

中图分类号：

P [天文学、地球科学];

学科分类号：

07 ;

摘要：

Geophysical time series often contain missing data, which prevents analysis with many signal processing and multivariate tools. A modification of singular spectrum analysis for time series with missing data is developed and successfully tested with synthetic and actual incomplete time series of suspended-sediment concentration from San Francisco Bay. This method also can be used to low pass filter incomplete time series.

引用

页码：3187 / 3190

页数：4

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