Applied Mathematics and Mechanics (English Edition) ›› 2008, Vol. 29 ›› Issue (10): 1351-1361 .doi: https://doi.org/10.1007/s10483-008-1010-x

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Improved interpolation method based on singular spectrum analysis iteration and its application to missing data recovery

WANG Hui-zan1,2,3;ZHANG Ren1,2;LIU Wei3;WANG Gui-hua3; JIN Bao-gang1,3   

  1. 1. Institute of Meteorology, PLA University of Science and Technology,Nanjing 211101, P. R. China; 2. LASG, Institute of Atmospheric Physics, Chinese Academy of Sciences,Beijing 100029, P. R. China; 3. Second Institute of Oceanography, State Oceanic Administration,Hangzhou 310012, P. R. China; 4. School of Information Science and Technology,Southwest Jiaotong University,Chengdu 610031, P. R. China
  • Received:1900-01-01 Revised:1900-01-01 Online:2008-10-01 Published:2008-10-01
  • Contact: ZHANG Ren

Abstract: A novel interval quartering algorithm (IQA) is proposed to overcome insufficiency of the conventional singular spectrum analysis (SSA) iterative interpolation for selecting parameters including the number of the principal components and the embedding dimension. Based on the improved SSA iterative interpolation, interpolated test and comparative analysis are carried out to the outgoing longwave radiation daily data. The results show that IQA can find globally optimal parameters to the error curve with local oscillation, and has advantage of fast computing speed. The improved interpolation method is effective in the interpolation of missing data.

Key words: singular spectrum analysis, outgoing longwave radiation, interpolation of missing data, interval quartering algorithm

2010 MSC Number: 

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