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An intercomparison of rules for testing the significance of coupled modes of singular value decomposition analysis

文献类型:期刊论文

作者Li Fang; Zeng Qingcun
刊名Advances in atmospheric sciences
出版日期2007-03-01
卷号24期号:2页码:199-212
关键词Singular value decomposition analysis Significance test
ISSN号0256-1530
DOI10.1007/s00376-007-0199-2
通讯作者Li fang(lifang@mail.iap.ac.cn)
英文摘要This paper clarifies the essence of the significance test of singular value decomposition analysis (svd), and investigates four rules for testing the significance of coupled modes of svd, including parallel analysis, nonparametric bootstrap, random-phase test, and a new rule named modified parallel analysis. a numerical experiment is conducted to quantitatively compare the performance of the four rules in judging whether a coupled mode of svd is significant as parameters such as the sample size, the number of grid points, and the signal-to-noise ratio vary. the results show that the four rules perform better with lower ratio of the number of grid points to sample size. modified parallel analysis and nonparametric bootstrap perform best to abandon the spurious coupled modes, but the latter is better than the former to retain the significant coupled modes when the sample size is not much larger than the number of grid points. parallel analysis and random-phase test are robust to abandon the spurious coupled modes only when either (1) the observations at the grid points are spatially uncorrelated, or (2) the coupled signal is very strong for parallel analysis and is not weak for random-phase test. the reasons affecting the accuracy of the test rules are discussed.
WOS关键词SEA-SURFACE TEMPERATURE ; EMPIRICAL ORTHOGONAL FUNCTIONS ; CANONICAL CORRELATION-ANALYSIS ; ASIAN SUMMER MONSOON ; INTERANNUAL VARIABILITY ; SEASONAL PRECIPITATION ; SAMPLING ERRORS ; LEVEL PRESSURE ; PACIFIC OCEAN ; EL-NINO
WOS研究方向Meteorology & Atmospheric Sciences
WOS类目Meteorology & Atmospheric Sciences
语种英语
WOS记录号WOS:000244983200004
出版者SCIENCE CHINA PRESS
URI标识http://www.irgrid.ac.cn/handle/1471x/2380316
专题中国科学院大学
通讯作者Li Fang
作者单位1.Chinese Acad Sci, Inst Atmospher Phys, Beijing 100080, Peoples R China
2.Chinese Acad Sci, Grad Univ, Beijing 100039, Peoples R China
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Li Fang,Zeng Qingcun. An intercomparison of rules for testing the significance of coupled modes of singular value decomposition analysis[J]. Advances in atmospheric sciences,2007,24(2):199-212.
APA Li Fang,&Zeng Qingcun.(2007).An intercomparison of rules for testing the significance of coupled modes of singular value decomposition analysis.Advances in atmospheric sciences,24(2),199-212.
MLA Li Fang,et al."An intercomparison of rules for testing the significance of coupled modes of singular value decomposition analysis".Advances in atmospheric sciences 24.2(2007):199-212.

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来源:中国科学院大学

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