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

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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.

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Correspondence to Ren Zhang  (张韧).

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(Communicated by GUO Xing-ming)

Project supported by the State Key Program for Basic Research of China (No. 2007CB816003), and the Open Item of the State Key Laboratory of Numerical Modeling for Atmospheric Sciences and Geophysical Fluid Dynamics of China

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Wang, Hz., Zhang, R., Liu, W. et al. Improved interpolation method based on singular spectrum analysis iteration and its application to missing data recovery. Appl. Math. Mech.-Engl. Ed. 29, 1351–1361 (2008). https://doi.org/10.1007/s10483-008-1010-x

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  • DOI: https://doi.org/10.1007/s10483-008-1010-x

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Chinese Library Classification

2000 Mathematics Subject Classification

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