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
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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 |
DOI | 10.1007/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 |
推荐引用方式 GB/T 7714 | 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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