Improved Interpolation Method Based on Singular Spectrum Analysis Iteration and Its Application in Missing Data Recovery
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摘要: 基于奇异谱分析（SSA）迭代插补的基本思想，针对该方法在参数确定（主成分个数K和嵌入维数M)上存在较大随意性和计算效率低等缺陷，提出了一种参数优化的新算法——区间四分法，该方法在误差曲线存在局部波动情况下仍能有效搜索到全局最优参数解，且迭代插补精度和计算效率可得到显著提高．采用外逸长波辐射(OLR)逐日资料进行的插补试验对比分析表明，基于区间四分法改进的SSA迭代插补方案的缺损数据恢复的效率和精度良好．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.
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