Singular spectrum analysis for time series with missing data

Physics

Scientific paper

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Oceanography: General: Estuarine Processes, Oceanography: Physical: Sediment Transport, General Or Miscellaneous: Techniques Applicable In Three Or More Fields

Scientific paper

Geophysical time series often contain missing data, which prevents analysis with many signal processing and multivariate tools. A modification of singular spectrum analysis for time series with missing data is developed and successfully tested with synthetic and actual incomplete time series of suspended-sediment concentration from San Francisco Bay. This method also can be used to low pass filter incomplete time series.

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