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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Bibliographic Details
Main Authors: H. Reed Ogrosky, Samuel N. Stechmann, Nan Chen, Andrew J. Majda
Format: Article
Language:English
Published: Wiley 2019-02-01
Series:Geophysical Research Letters
Online Access:https://doi.org/10.1029/2018GL081100
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