Improved Interpolation Method Based on Singular Spectrum Analysis Iteration and Its Application in Missing Data Recovery

WANG Hui-zan; ZHANG Ren; LIU Wei; WANG Gui-hua; JIN Bao-gang

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Article Navigation > Applied Mathematics and Mechanics > 2008 > 29(10): 1227-1236

WANG Hui-zan, ZHANG Ren, LIU Wei, WANG Gui-hua, JIN Bao-gang. Improved Interpolation Method Based on Singular Spectrum Analysis Iteration and Its Application in Missing Data Recovery[J]. Applied Mathematics and Mechanics, 2008, 29(10): 1227-1236.

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Improved Interpolation Method Based on Singular Spectrum Analysis Iteration and Its Application in Missing Data Recovery

1.
Institute of Meteorology, PLA University of Science and Technology, Nanjing 211101, P. R. China;

Received Date: 2007-12-27
Rev Recd Date: 2008-08-31
Publish Date: 2008-10-15

Abstract

Abstract

A novel algorithm called interval quartering algorithm was proposed to improve the insufficiency of the conventional singular spectrum analysis iterative interpolation on parameter selection(including the number K of principal component and the embedding dimension M).Based on the improved singular spectrum analysis iterative interpolation,the interpolated test and comparative analysis was carried out to the outgoing longwave radiation daily data.The results show that interval quartering algorithm can not only find the global optimal parameter to the error curve which has local oscillation effectively but also has the advantage of fast computing speed,and this improved interpolation method is very effective to the interpolation of missing data.
- singular spectrum analysis,
- outgoing longwave radiation,
- interpolation of missing data,
- interval quartering

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References(8)

References

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