Singular Spectrum Analysis With Conditional Predictions for Real‐Time State Estimation and Forecasting
Abstract Singular spectrum analysis (SSA) or extended empirical orthogonal function methods are powerful, commonly used data‐driven techniques to identify modes of variability in time series and space‐time data sets. Due to the time‐lagged embedding, these methods can provide inaccurate reconstructi...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2019-02-01
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| Series: | Geophysical Research Letters |
| Online Access: | https://doi.org/10.1029/2018GL081100 |
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