singular spectrum analysis
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MAUSAM ◽  
2022 ◽  
Vol 53 (2) ◽  
pp. 165-176
Author(s):  
R. P. KANE

The time series of SOI (Southern Oscillation Index, Tahiti minus Darwin sea-level atmospheric pressure difference) was spectrally analysed by a simple method MEM-MRA, where periodicities are detected by MEM (Maximum Entropy Method) and used in MRA (Multiple Regression Analysis) to get the estimates of their amplitudes and phases. From these, the three or four most prominent ones were used for reconstruction and prediction. Using data for 1935-80 as dependent data, the reconstructed values of SOI matched well with observed values and most of the El Niños (SOI minima) and La Niñas (SOI maxima) were located correctly. But for the independent data (1980 onwards), the matching was poor. Omitting earlier data, 1945- 80, 1955-80, 1965-80 as dependent data again gave poor matching for 1980 onwards. When data for 1980 onwards only were used as dependent data, the matching was better, indicating that the spectral characteristics have changed considerably with time and recent data were more appropriate for further predictions. The 1997 El Niño was reproduced only in data for 1985 onwards. For 1990 onwards, only a single wave of 3.5 years was appropriate and explained the 1997 and 1994 events but only one (1991) of the 3 complex and quick events that occurred during 1989-95. The UCLA group of Dr. Ghil has been using the SSA (Singular Spectrum Analysis)-MEM combination for SOI analysis. For the 1980s, they got very good matching, but the 1989-95 structures were not reproduced. For recent years, their SSA-filtered SOI (used for prediction) is a simple sinusoid of ~3.5 years. It predicted the El Niño of 1997 only at its peak and even after using data up to February 1997, the abrupt commencement of the event in March 1997 and its abrupt end in June 1998 could not be predicted.   Using only a 3.5 years wave, an El Niño was expected for 2000-2001. However, a very long-lasting La Niña seems to be operative and there are no indications as yet (September of 2001) of any El Niño like conditions.


2022 ◽  
Vol 23 (1) ◽  
pp. 172-186
Author(s):  
Pundru Chandra Shaker Reddy ◽  
Sucharitha Yadala ◽  
Surya Narayana Goddumarri

Agriculture is the key point for survival for developing nations like India. For farming, rainfall is generally significant. Rainfall updates are help for evaluate water assets, farming, ecosystems and hydrology. Nowadays rainfall anticipation has become a foremost issue. Forecast of rainfall offers attention to individuals and knows in advance about rainfall to avoid potential risk to shield their crop yields from severe rainfall. This study intends to investigate the dependability of integrating a data pre-processing technique called singular-spectrum-analysis (SSA) with supervised learning models called least-squares support vector regression (LS-SVR), and Random-Forest (RF), for rainfall prediction. Integrating SSA with LS-SVR and RF, the combined framework is designed and contrasted with the customary approaches (LS-SVR and RF). The presented frameworks were trained and tested utilizing a monthly climate dataset which is separated into 80:20 ratios for training and testing respectively. Performance of the model was assessed using Root Mean Square Error (RMSE) and Nash–Sutcliffe Efficiency (NSE) and the proposed model produces the values as 71.6 %, 90.2 % respectively. Experimental outcomes illustrate that the proposed model can productively predict the rainfall. ABSTRAK:Pertanian adalah titik utama kelangsungan hidup negara-negara membangun seperti India. Untuk pertanian, curah hujan pada amnya ketara. Kemas kini hujan adalah bantuan untuk menilai aset air, pertanian, ekosistem dan hidrologi. Kini, jangkaan hujan telah menjadi isu utama. Ramalan hujan memberikan perhatian kepada individu dan mengetahui terlebih dahulu mengenai hujan untuk menghindari potensi risiko untuk melindungi hasil tanaman mereka dari hujan lebat. Kajian ini bertujuan untuk menyelidiki kebolehpercayaan mengintegrasikan teknik pra-pemprosesan data yang disebut analisis-spektrum tunggal (SSA) dengan model pembelajaran yang diawasi yang disebut regresi vektor sokongan paling rendah (LS-SVR), dan Random-Forest (RF), ramalan hujan. Menggabungkan SSA dengan LS-SVR dan RF, kerangka gabungan dirancang dan dibeza-bezakan dengan pendekatan biasa (LS-SVR dan RF). Kerangka kerja yang disajikan dilatih dan diuji dengan menggunakan set data iklim bulanan yang masing-masing dipisahkan menjadi nisbah 80:20 untuk latihan dan ujian. Prestasi model dinilai menggunakan Root Mean Square Error (RMSE) dan Nash – Sutcliffe Efficiency (NSE) dan model yang dicadangkan menghasilkan nilai masing-masing sebanyak 71.6%, 90.2%. Hasil eksperimen menggambarkan bahawa model yang dicadangkan dapat meramalkan hujan secara produktif.


2022 ◽  
Vol 367 (1) ◽  
Author(s):  
J. R. K. Kumar Dabbakuti ◽  
Mallika Yarrakula ◽  
Sampad Kumar Panda ◽  
Punyawi Jamjareegulgarn ◽  
Mohd Anul Haq

2021 ◽  
Vol 14 (1) ◽  
pp. 147
Author(s):  
Małgorzata Wińska

Similar to seasonal and intraseasonal variations in polar motion (PM), interannual variations are also largely caused by changes in the angular momentum of the Earth’s geophysical fluid layers composed of the atmosphere, the oceans, and in-land hydrologic flows (AOH). Not only are inland freshwater systems crucial for interannual PM fluctuations, but so are atmospheric surface pressures and winds, oceanic currents, and ocean bottom pressures. However, the relationship between observed geodetic PM excitations and hydro-atmospheric models has not yet been determined. This is due to defects in geophysical models and the partial knowledge of atmosphere–ocean coupling and hydrological processes. Therefore, this study provides an analysis of the fluctuations of PM excitations for equatorial geophysical components χ1 and χ2 at interannual time scales. The geophysical excitations were determined from different sources, including atmospheric, ocean models, Gravity Recovery and Climate Experiment (GRACE) and GRACE Follow-On data, as well as from the Land Surface Discharge Model. The Multi Singular Spectrum Analysis method was applied to retain interannual variations in χ1 and χ2 components. None of the considered mass and motion terms studied for the different atmospheric and ocean models were found to have a negligible effect on interannual PM. These variables, derived from different Atmospheric Angular Momentum (AAM) and Oceanic Angular Momentum (OAM) models, differ from each other. Adding hydrologic considerations to the coupling of AAM and OAM excitations was found to provide benefits for achieving more consistent interannual geodetic budgets, but none of the AOH combinations fully explained the total observed PM excitations.


2021 ◽  
Vol 35 (6) ◽  
pp. 483-488
Author(s):  
Asmaa Y. Fathi ◽  
Ihab A. El-Khodary ◽  
Muhammad Saafan

The primary purpose of trading in stock markets is to profit from buying and selling listed stocks. However, numerous factors can influence the stock prices, such as the company's present financial situation, news, rumor, macroeconomics, psychological, economic, political, and geopolitical factors. Consequently, tremendous challenges already exist in predicting noisy stock prices. This paper proposes a hybrid model integrating the singular spectrum analysis (SSA) and the backpropagation neural network (BPNN) to forecast daily closing prices in stock markets. The model first decomposes the stock prices into several components using the SSA. Then, the extracted components are utilized for training BPNNs to forecast future prices. Compared with the BPNN, the hybrid SSA-BPNN model demonstrates a better predictive performance, indicating the SSA's ability to extract hidden information and reduce the noise effect of the original time series.


Atmosphere ◽  
2021 ◽  
Vol 12 (12) ◽  
pp. 1702
Author(s):  
Jiaqiang Li ◽  
Yang Yu ◽  
Yanyan Wang ◽  
Longqing Zhao ◽  
Chao He

For diesel engines, accurate prediction of NOx (Nitrogen Oxides) emission plays an essential role in virtual NOx sensor development and engine design under situations of actual road driving. However, due to the randomness and uncertainty in the driving process of diesel vehicles, it is difficult to make predictions about NOx emissions. In order to solve this problem, this paper proposes differential models for noise reductions of NOx emissions in time series. First, according to the internal fluctuation of time series, use SSA (Singular Spectrum Analysis) to reduce the noises of the original time series; second, use ICEEMDAN (Improved Complete Ensemble Empirical Mode Decomposition with Adaptive Noise) to decompose the noise-reducing data into several relatively stable subsequences; third, use the sample entropy to calculate the complexity of each subsequence, and divide the sequences into high-frequency ones and low-frequency ones; finally, use GRU (Gated Recurrent Unit) to complete the prediction of high-frequency sequences and SVR (Support Vector Regression) for the prediction of low-frequency sequences. To obtain the final models, integrate the prediction results of the subsequences. Make comparisons with five single models, SSA single-processing models, and ICEEMDAN single-processing models. The experimental results show that the proposed model can predict the instantaneous NOx emissions of diesel engines better than the single model and the model processed by SSA, and the differentiated model can effectively improve the execution speed of the model.


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