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Singular spectrum analysis for time series with missing data

January 1, 2001

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 Year 2001
Title Singular spectrum analysis for time series with missing data
DOI 10.1029/2000GL012698
Authors D. H. Schoellhamer
Publication Type Article
Publication Subtype Journal Article
Series Title Geophysical Research Letters
Index ID 70023264
Record Source USGS Publications Warehouse
USGS Organization San Francisco Bay-Delta; Pacific Regional Director's Office