| DOI: | 10.1175/JCLI-D-15-0812.1
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| Scopus记录号: | 2-s2.0-84964885564
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| 论文题名: | Modified "Rule N" procedure for principal component (EOF) truncation |
| 作者: | Wilks D.S.
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| 刊名: | Journal of Climate
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| ISSN: | 8948755
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| 出版年: | 2016
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| 卷: | 29, 期:8 | | 起始页码: | 3049
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| 结束页码: | 3056
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| 语种: | 英语
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| Scopus关键词: | Algorithms
; Data handling
; Data processing
; Eigenvalues and eigenfunctions
; Functions
; Orthogonal functions
; Statistical methods
; Critical questions
; Empirical Orthogonal Function
; Empirical orthogonal function analysis
; High dimensional datasets
; Principal Components
; Principal components analysis
; Seasonal forecasting
; Statistical techniques
; Principal component analysis
; algorithm
; climate prediction
; data processing
; eigenvalue
; observational method
; principal component analysis
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| 英文摘要: | Principal component analysis (PCA), also known as empirical orthogonal function (EOF) analysis, is widely used for compression of high-dimensional datasets in such applications as climate diagnostics and seasonal forecasting. A critical question when using this method is the number of modes, representing meaningful signal, to retain. The resampling-based "Rule N" method attempts to address the question of PCA truncation in a statistically principled manner. However, it is only valid for the leading (largest) eigenvalue, because it fails to condition the hypothesis tests for subsequent (smaller) eigenvalues on the results of previous tests. This paper draws on several relatively recent statistical results to construct a hypothesis-test-based truncation rule that accounts at each stage for the magnitudes of the larger eigenvalues. The performance of the method is demonstrated in an artificial data setting and illustrated with a real-data example. © 2016 American Meteorological Society. |
| 资助项目: | NSF, National Science Foundation
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| Citation statistics: |
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| 资源类型: | 期刊论文
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| 标识符: | http://119.78.100.158/handle/2HF3EXSE/49983
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| Appears in Collections: | 气候变化事实与影响
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作者单位: | Department of Earth and Atmospheric Sciences, Cornell University, 1104 Bradfield Hall, Ithaca, NY, United States
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| Recommended Citation: | |
Wilks D.S.. Modified "Rule N" procedure for principal component (EOF) truncation[J]. Journal of Climate,2016-01-01,29(8)
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