Windowed SSA (Singular Spectral Analysis) for Geophysical Time Series Analysis

Abstract

Although the SSA (singular spectral analysis) is a potential tool for analysing time series of different physical processes, the processing of large geophysical data set requires more time and is found to be computationally expansive. In particular for the SVD (singular value decomposition) of large trajectory matrix, the processing units require huge memory and high performance computing system. In the present work, we propose an alternative scheme based on WSSA (windowed singular spectral analysis), which is robust for analysing long data sets without losing any valuable low-frequency information contained in the data. The underlying scheme reduces the floating point operations in SVD computations as the size of the trajectory matrix is small in windowed processing. In order to test the efficiency, the authors applied the proposed method on two geophysical data sets i.e., the climatic record with 30,000 data points and seismic reflection trace with 8,000 data points. The authors have shown that without distorting any physical information, the low-frequency contents of the data are well preserved after the windowed processing in both the cases.