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

• Published in: Applied mathematics and mechanics Vol. 29; no. 10; pp. 1351 - 1361
• Main Author: 王辉赞 张韧 刘巍 王桂华 金宝刚
• Format: Journal Article
• Language: English
• Published: Heidelberg Shanghai University Press 01.10.2008; Second Institute of Oceanography, State Oceanic Administration, Hangzhou 310012, P. R. China%Institute of Meteorology, PLA University of Science and Technology, Nanjing 211101, P. R. China; Institute of Meteorology, PLA University of Science and Technology, Nanjing 211101, P. R. China; Second Institute of Oceanography, State Oceanic Administration, Hangzhou 310012, P. R. China; LASG, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029, P. R. China; LASG, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029, P. R. China%School of Information Science and Technology, Southwest Jiaotong University, Chengdu 610031, P. R. China%Second Institute of Oceanography, State Oceanic Administration, Hangzhou 310012, P. R. China%Institute of Meteorology, PLA University of Science and Technology, Nanjing 211101, P. R. China
• Subjects: Algorithms; Applications of Mathematics; Classical Mechanics; Fluid- and Aerodynamics; Interpolation; Iterative methods; Mathematical analysis; Mathematical Modeling and Industrial Mathematics; Mathematics; Mathematics and Statistics; Missing data; Optimization; Oscillations; Partial Differential Equations; Spectrum analysis; 光谱分析; 插值法; 数据丢失; 数据恢复; TP311; 65D05; outgoing longwave radiation; interval quartering algorithm; TP391; interpolation of missing data; singular spectrum analysis
• ISSN: 0253-4827; 1573-2754
• DOI: 10.1007/s10483-008-1010-x

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.