Publications Relating to Singular Spectrum Analysis


  1. Methodology
  2. Applications

1. Methodology

Allen M., Smith L.A., 1997: Optimal filtering in singular spectrum analysis, Phys. Lett., 234 , 419-428.

Allen M., Smith L.A., 1996: Monte Carlo SSA: Detecting irregular oscillations in the presence of coloured noise, J. Clim., 9 , 3373-3404.

Broomhead, D.S., and G. King, 1986a: Extracting qualitative dynamics from experimental data, Physica D, 20, 217-236.

Broomhead, D.S., and G. King, 1986b: On the qualitative analysis of experimental dynamical systems, in Nonlinear Phenomena and Chaos, S. Sarkar (Ed.), Adam Hilger, Bristol, 113-144.

Colebrook, J.M., 1978: Continuous plankton records - zooplankton and environment, northeast Atlantic and North Sea, 1948-1975, Oceanol. Acta ,1, 9-23.

Dettinger, M.D., M. Ghil, C.M. Strong, W. Weibel, and P. Yiou, 1995: Software expedites singular-spectrum analysis of noisy time series, Eos Trans. AGU, 76(2), 12, 14, 21.

Ghil, M.D., M. Ghil, C.M. Strong, W. Weibel, and P. Yiou, 1995: Software expedites singular-spectrum analysis of noisy time series, Eos Trans. AGU, 76(2), 12, 14, 21.

Ghil M., R. M. Allen, M. D. Dettinger, K. Ide, D. Kondrashov, M. E. Mann, A. Robertson, A. Saunders, Y. Tian, F. Varadi, and P. Yiou, 2002: "Advanced spectral methods for climatic time series," Rev. Geophys.,40(1), pp. 3.1-3.41, 10.1029/2000RG000092.

Ghil, M., and C. Taricco, 1997: Advanced Spectral Analysis Methods. In Past and Present Variability of the Solar-Terrestrial System: Measurement, Data Analysis and Theoretical Models, G. Cini Castagnoli and A. Provenzale (Eds.), Società Italiana di Fisica, Bologna, & IOS Press, Amsterdam. Download Table

Ghil, M., and P. Yiou, 1996: Spectral methods: What they can and cannot do for climatic time series, in Decadal Climate Variability: Dynamics and Predictability, D. Anderson and J. Willebrand (Eds.), Elsevier, Amsterdam, 445-482.

Groth A, Ghil M, 2011: Multivariate singular spectrum analysis and the road to phase synchronization, Phys Rev E 84(3 Pt 2), 036206.

D. Kondrashov and M. Ghil, 2006: Spatio-temporal filling of missing points in geophysical data sets,
Nonl. Proc. Geophys., 13, 151-159.

Palus, M., and I. Dvorak, 1992: Singular-value decomposition in attractor reconstruction: Pitfalls and precautions, Physica D, 55, 221-234.

Penland, C., M. Ghil, and K. Weickmann, 1991: Adaptive filtering and maximum entropy spectra with application to changes in atmospheric angular momentum, J. Geophys. Res., 96, 22659-22671.

Plaut, G., and R. Vautard, 1994: Spells of low-frequency oscillations and weather regimes in the northern hemisphere, J. Atmos. Sci., 51, 210-236.

Vautard, R., and M. Ghil, 1989: Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series, Physica D, 35, 395-424.

Vautard, R., Yiou, P., and M. Ghil, 1992: Singular-spectrum analysis: A toolkit for short, noisy chaotic signals, Physica D, 58, 95-126.

Yiou, P., D. Sornette, and M. Ghil, 2000: Data-adaptive wavelets and multi-scale SSA, Physica D, 142, 254-290.

Books mainly on SSA

D. Danilov, A.A. Zhigljavsky (eds.)
Principal Components of Time Series: The Caterpillar Method
1997, St.Petersburg University, 308 pp. (in Russian)

J.B. Elsner, A.A. Tsonis
Singular Spectrum Analysis: A New Tool in Time Series Analysis
1996, Plenum Press, 177 pp.

N.E. Golyandina , V.V. Nekrutkin, A.A. Zhigljavsky
Analysis of Time Series Structure: SSA and Related Techniques
2001, Chapman&Hall/CRC, 306 pp.


Books partially on SSA

Eds. H. Kantz, J. Kurths, G. Mayer-Kress
Nonlinear analysis of physiological data,
Section Processing of physiological data by T. Schreiber (pp. 7--22)
1998, Springer, 344 pp.

Eds. H. von Storch, A. Navarra
Analysis of Climate Variability: Applications of Statistical Techniques,
Section Patterns in time: SSA and MSSA by R. Vautard (pp. 265--286)
1999, Springer, 352 pp.

G. P. Weedon
Time-Series Analysis and Cyclostratigraphy:
Examining Stratigraphic Records of Environmental Cycles

2003, Cambridge University Press, 274 p.

2. Applications

a) Physical Sciences

Allen, M.R., P.L. Read, and L.A. Smith, 1992a: Temperature time-series?, Nature, 355, 686.

Allen, M.R., P.L. Read, and L.A. Smith, 1992b: Temperature oscillations, Nature, 359, 679.

Allen, M.R., P.L. Read, and L.A. Smith, 1992c: Investigating interdecadal temperature variations using singular spectrum analysis, Ann. Geophysicae, 10 suppl. 2, C253.

Allen, M.R., and L.A. Smith, 1994: Investigating the origins and significance of low-frequency modes of climate variability, Geophys. Res. Letters, 21, 883-886.

Colebrook, J.M., 1978: Continuous plankton records - zooplankton and environment, northeast Atlantic and North Sea, 1948-1975, Oceanol. Acta, 1, 9-23.

Dettinger, M.D., M. Ghil, and C.L. Keppenne, 1995: Interannual and interdecadal variability of United States surface-air temperatures, 1910-1987, Climatic Change, 31, 35-66.

Elsner J.B., and A.A. Tsonis, 1991: Do bidecadal oscillations exist in the global temperature record?, Nature, 353, 551-553.

Fraedrich, K., 1986: Estimating the dimension of weather and climate attractors, J. Atmos. Sci., 43, 419-432.

Ghil, M., and K. Mo, 1991a: Intraseasonal oscillations in the global atmosphere-Part I: Northern Hemisphere and tropics, J. Atmos. Sci., 48, 752-779.

Ghil, M., and K. Mo, 1991b: Intraseasonal oscillations in the global atmosphere-Part I: Southern Hemisphere, J. Atmos. Sci., 48, 780-790.

Ghil, M., and R. Vautard, 1991: Interdecadal oscillations and the warming trend in global temperature time series, Nature, 350, 324-327.

Greco, G. et al, 2011: Evidence of Deterministic Components in the Apparent Randomness of GRBs: Clues of a Chaotic Dynamic. Sci. Rep., 1, 91, DOI:10.1038/ srep00091.

Jiang, N., J. D. Neelin and M. Ghil, 1995: Quasi-quadrennial and quasi-biennial variability in the equatorial Pacific. Clim. Dyn., 12, 101-112.

Keppenne, C.L., and M. Ghil, 1992: Adaptive spectral analysis and prediction of the Southern Oscillation Index, J. Geophys. Res., 97, 20449-20554.

Keppenne, C.L., and M. Ghil, 1993: Adaptive filtering and prediction of noisy multivariate signals: an application to atmospheric angular momentum, Intl. J. Bifurcation and Chaos, 3, 625-634.

Kondrashov, D., Y. Feliks, and M. Ghil, 2005:
"Oscillatory modes of extended Nile River records (A.D. 622-1922),"
Geophys. Res. Lett. 32, L10702, doi:10.1029/2004GL022156.

Lall, U., and M.E. Mann, 1995: The Great Salt Lake: A Barometer of Low-Frequency Climatic Variability, Water Resources Research, 31, 2503-2515.

Moore, J. C., A. Grinsted, and S. Jevrejeva, 2005: New Tools for Analyzing Time Series Relationships and Trends, EOS, Trans., AGU, 86(24).

Plaut, G., M. Ghil, and R. Vautard, 1995: Interannual and interdecadal variability in 335 years of Central England temperatures, Science, 268, 710-713.

Rasmusson, E.M., X. Wang, and C.F. Ropelewski, 1990: The biennial component of ENSO variability, J. Mar. Syst., 1, 71-96.

Robertson, A.W. and C.R. Mechoso, 2000: Interannual and interdecadal variability of the South Atlantic Convergence Zone, Mon. Wea. Rev., 128, 2947-2957.

Robertson, A.W. and C.R. Mechoso, 1998: Interannual and Decadal Cycles in River Flows of Southeastern South America, J. Clim., 11, 2570-2581.

Robertson, A.W., 1996: Interdecadal variability over the North Pacific in a multi-century climate simulation, Clim. Dyn., 12, 227-241.

Robertson, A.W., C.-C. Ma, C.R. Mechoso, and M. Ghil, 1995a: Simulation of the Tropical-Pacific climate with a coupled ocean-atmosphere general circulation model. Part I: The seasonal cycle, J. Clim., 8, 1178-1198.

Robertson, A.W., C.-C. Ma, M. Ghil, and C.R. Mechoso, 1995b: Simulation of the Tropical-Pacific climate with a coupled ocean-atmosphere general circulation model. Part II: Interannual variability, J. Clim., 8, 1199-1216.

Schlesinger, M.E., and N. Ramankutty, 1994: An oscillation in the global climate system of period 65-70 years, Nature, 367, 723-726.

Tsonis, A.A., and J.B. Elsner, 1992: Oscillating global temperature, Nature, 356, 751.

Unal, Y.S., and M. Ghil, 1995: Interannual and interdecadal oscillation patterns in sea level, Clim. Dyn., 11, 255-278.

Yiou, P., M. Ghil, J. Jouzel, D. Paillard, and R. Vautard, 1994: Nonlinear variability of the climatic system, from singular and power spectra of Late Quaternary records, Clim. Dyn., 9, 371-389.

Yiou, P., J. Jouzel, J. Johnsen, and Ö.E. Rögnvaldsson, 1995: Rapid oscillations in Vostok and GRIP ice cores, Geophys. Res. Lett., 22, 2179-2182.


b) Life and Biomedical Sciences

A. Brawanski, R. Faltermeier, R. D. Rothoerl, C. Woertgen, 2002: Comparison of near-infrared spectroscopy and tissue PO2 time series in patients after severe head injury and aneurysmal subarachnoid hemorrhage. J. Cerebr. Blood F. Met., 22 (5): 605--611.

Colebrook, J.M., 1978: Continuous plankton records - zooplankton and environment, northeast Atlantic and North Sea, 1948-1975, Oceanol. Acta ,1, 9-23. 

Mineva A, Popivanov D, 1996: Method of singletrial readiness potential identification, based on singular spectrum analysis.
J. Neurosci. Methods, 68, 91-99.

Rodo X, Pascual M, Fuchs G, Faruque ASG, 2002: ENSO and cholera: A nonstationary link related to climate change?
Proc. Nat. Acad. Sci. USA, 99 (20), 12901-12906.

b) Socio-Economic Sciences

Dimitrios D. Thomakos, Tao Wang and Luc T. Wille, 2002: ENSO and cholera: Modeling daily realized futures volatility with singular spectrum analysis
Physica A: Statistical Mechanics and its Applications, 312 (3-4), 505-519.

P. Dumas, M. Ghil, A. Groth and S. Hallegatte, 2009:
Dynamic coupling of the climate and macroeconomic systems,
Math. Social Sci., to appear.

A. Groth, M. Ghil, S. Hallegatte and P. Dumas, 2009:
Quantitative description of U.S. business cycles using
multivariate singular spectral analysis,
Econometrica, submitted.


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