HR: 0800h
AN: NG41A-0426    [Abstracts]
TI: Singular Spectrum Analysis With Missing Data
AU: * kondrashov, d
EM: dkondras@atmos.ucla.edu
AF: Department of Atmospheric and Oceanic Sciences and Institute of Geophysics and Planetary Physics, University of California, Los Angeles, Los Angeles, CA 90095-1565 United States
AU: Feliks, Y
EM: feliks@math.iibr.gov.il
AF: Mathematics Department, Israel Institute for Biological Research, 24 Reuven St., 74048 P.O.Box: 19, Ness Ziona, 74100 Israel
AU: Ghil, M
EM: ghil@atmos.ucla.edu
AF: Department of Atmospheric and Oceanic Sciences and Institute of Geophysics and Planetary Physics, University of California, Los Angeles, Los Angeles, CA 90095-1565 United States
AB: A Singular Spectrum Analysis (SSA) with gaps of missing data is presented. SSA is a data-adaptive, non-parametric spectral method based on diagonalizing the lag-covariance matrix of a time series. Using leading oscillatory SSA modes, we iteratively produce estimates of missing data, which are then used to compute a self-consistent lag-covariance matrix. For a univariate record, SSA imputation utilizes only temporal correlations in the data to fill up missing points. For a multivariate record, multi-channel SSA imputation takes advantage of both spatial and temporal correlations. Analyzing the whole available record with the missing points filled, allows for greater accuracy and better significance testing in the spectral analysis. It also provides information on the evolution of the oscillatory modes in the gaps. We use cross-validation to optimize the SSA window width and number of SSA modes to fill the gaps. The algorithm is applied to the extended (A.D. 622--1922) historical records of the low- and high-water levels of the Nile River at Cairo. We fill in the large gaps in the later part of the records (A.D. 1471--1922), and identify statistically significant interannual and interdecadal periodicities. Our analysis suggests that the 7-year periodicity in the records, possibly related to the biblical "Joseph" cycle, is due to North-Atlantic influences. We find that the climate shifts at the beginning and the end of the Medieval Warm Period were fairly abrupt and affected several climatic modes of variability.
DE: 3299 General or miscellaneous
DE: 1821 Floods
SC: Nonlinear Geophysics [NG]
MN: 2004 AGU Fall Meeting