Singular spectrum analysis for time series with missing data
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Abstract
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.
Publication type | Article |
---|---|
Publication Subtype | Journal Article |
Title | Singular spectrum analysis for time series with missing data |
Series title | Geophysical Research Letters |
DOI | 10.1029/2000GL012698 |
Volume | 28 |
Issue | 16 |
Year Published | 2001 |
Language | English |
Contributing office(s) | San Francisco Bay-Delta, Pacific Regional Director's Office |
Larger Work Type | Article |
Larger Work Subtype | Journal Article |
Larger Work Title | Geophysical Research Letters |
First page | 3187 |
Last page | 3190 |
Online Only (Y/N) | N |
Additional Online Files (Y/N) | N |
Google Analytic Metrics | Metrics page |