It is theoretically demonstrated that singular spectrum analysis (SSA) is an equivalent form of Maximum Entropy Spectrum Analysis (MESA) which is essential1y a nonlinear estimation of the classical power spectrum. Bo...It is theoretically demonstrated that singular spectrum analysis (SSA) is an equivalent form of Maximum Entropy Spectrum Analysis (MESA) which is essential1y 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.展开更多
文摘It is theoretically demonstrated that singular spectrum analysis (SSA) is an equivalent form of Maximum Entropy Spectrum Analysis (MESA) which is essential1y 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.
