On time-variable seasonal signals: Comparison of SSA and Kalman filtering based approach

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  • University of Stuttgart
  • University of Luxembourg
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Original languageEnglish
Title of host publication8th Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium
EditorsNico Sneeuw, Mattia Crespi, Fernando Sansò, Pavel Novák
PublisherSpringer Verlag
Pages75-80
Number of pages6
ISBN (print)9783319245485
Publication statusPublished - 2016
Externally publishedYes
Event8th Hotine-Marussi Symposium on Mathematical Geodesy, 2013 - La Sapienza, Italy
Duration: 17 Jun 201321 Jun 2013

Publication series

NameInternational Association of Geodesy Symposia
Volume142
ISSN (Print)0939-9585

Abstract

Seasonal signals (annual and semi-annual) in GPS time series are of great importance for understanding the evolution of regional mass, e.g. ice and hydrology. Conventionally, these signals are derived by least-squares fitting of harmonic terms with a constant amplitude and phase. In reality, however, such seasonal signals are modulated, i.e., they have time variable amplitudes and phases. Davis et al. (J Geophys Res 117(B1):B01,403, 2012) used a Kalman filtering (KF) based approach to investigate seasonal behavior of geodetic time series. Singular spectrum analysis (SSA) is a data-driven method that also allows to derive time-variable periodic signals from the GPS time series. In Chen et al. (J Geodyn 72:25–35, 2013), we compared time-varying seasonal signals obtained from SSA and KF for two GPS stations and received comparable results. In this paper, we apply SSA to a global set of 79 GPS stations and further confirm that SSA is a viable tool for deriving time variable periodic signals from the GPS time series. Moreover, we compare the SSA-derived periodic signals with the seasonal signals from KF with two different input process noise variances. Through the comparison, we find both SSA and KF obtain promising results from the stations with strong seasonal signals. While for the stations dominated by the long-term variations, SSA seems to be superior. We also find that KF with input process noise variance based on variance rates performs better than KF with the input process noise variance based on simulations.

Keywords

    Kalman filtering, Singular spectrum analysis, Time variable seasonal signals

ASJC Scopus subject areas

Cite this

On time-variable seasonal signals: Comparison of SSA and Kalman filtering based approach. / Chen, Q.; Weigelt, M.; Sneeuw, N. et al.
8th Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium. ed. / Nico Sneeuw; Mattia Crespi; Fernando Sansò; Pavel Novák. Springer Verlag, 2016. p. 75-80 (International Association of Geodesy Symposia; Vol. 142).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Chen, Q, Weigelt, M, Sneeuw, N & van Dam, T 2016, On time-variable seasonal signals: Comparison of SSA and Kalman filtering based approach. in N Sneeuw, M Crespi, F Sansò & P Novák (eds), 8th Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium. International Association of Geodesy Symposia, vol. 142, Springer Verlag, pp. 75-80, 8th Hotine-Marussi Symposium on Mathematical Geodesy, 2013, La Sapienza, Italy, 17 Jun 2013. https://doi.org/10.1007/1345_2015_4
Chen, Q., Weigelt, M., Sneeuw, N., & van Dam, T. (2016). On time-variable seasonal signals: Comparison of SSA and Kalman filtering based approach. In N. Sneeuw, M. Crespi, F. Sansò, & P. Novák (Eds.), 8th Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium (pp. 75-80). (International Association of Geodesy Symposia; Vol. 142). Springer Verlag. https://doi.org/10.1007/1345_2015_4
Chen Q, Weigelt M, Sneeuw N, van Dam T. On time-variable seasonal signals: Comparison of SSA and Kalman filtering based approach. In Sneeuw N, Crespi M, Sansò F, Novák P, editors, 8th Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium. Springer Verlag. 2016. p. 75-80. (International Association of Geodesy Symposia). doi: 10.1007/1345_2015_4
Chen, Q. ; Weigelt, M. ; Sneeuw, N. et al. / On time-variable seasonal signals : Comparison of SSA and Kalman filtering based approach. 8th Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium. editor / Nico Sneeuw ; Mattia Crespi ; Fernando Sansò ; Pavel Novák. Springer Verlag, 2016. pp. 75-80 (International Association of Geodesy Symposia).
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title = "On time-variable seasonal signals: Comparison of SSA and Kalman filtering based approach",
abstract = "Seasonal signals (annual and semi-annual) in GPS time series are of great importance for understanding the evolution of regional mass, e.g. ice and hydrology. Conventionally, these signals are derived by least-squares fitting of harmonic terms with a constant amplitude and phase. In reality, however, such seasonal signals are modulated, i.e., they have time variable amplitudes and phases. Davis et al. (J Geophys Res 117(B1):B01,403, 2012) used a Kalman filtering (KF) based approach to investigate seasonal behavior of geodetic time series. Singular spectrum analysis (SSA) is a data-driven method that also allows to derive time-variable periodic signals from the GPS time series. In Chen et al. (J Geodyn 72:25–35, 2013), we compared time-varying seasonal signals obtained from SSA and KF for two GPS stations and received comparable results. In this paper, we apply SSA to a global set of 79 GPS stations and further confirm that SSA is a viable tool for deriving time variable periodic signals from the GPS time series. Moreover, we compare the SSA-derived periodic signals with the seasonal signals from KF with two different input process noise variances. Through the comparison, we find both SSA and KF obtain promising results from the stations with strong seasonal signals. While for the stations dominated by the long-term variations, SSA seems to be superior. We also find that KF with input process noise variance based on variance rates performs better than KF with the input process noise variance based on simulations.",
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author = "Q. Chen and M. Weigelt and N. Sneeuw and {van Dam}, T.",
note = "Funding information: We acknowledge the International GNSS Service (IGS), especially Xavier Collilieux (IGN, France), for providing the original GPS coordinate time series. We appreciate J. L. Davis and two anonymous reviewers for their valuable comments. Qiang Chen acknowledges the Chinese Scholarship Council for supporting his PhD study.; 8th Hotine-Marussi Symposium on Mathematical Geodesy, 2013 ; Conference date: 17-06-2013 Through 21-06-2013",
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T2 - 8th Hotine-Marussi Symposium on Mathematical Geodesy, 2013

AU - Chen, Q.

AU - Weigelt, M.

AU - Sneeuw, N.

AU - van Dam, T.

N1 - Funding information: We acknowledge the International GNSS Service (IGS), especially Xavier Collilieux (IGN, France), for providing the original GPS coordinate time series. We appreciate J. L. Davis and two anonymous reviewers for their valuable comments. Qiang Chen acknowledges the Chinese Scholarship Council for supporting his PhD study.

PY - 2016

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N2 - Seasonal signals (annual and semi-annual) in GPS time series are of great importance for understanding the evolution of regional mass, e.g. ice and hydrology. Conventionally, these signals are derived by least-squares fitting of harmonic terms with a constant amplitude and phase. In reality, however, such seasonal signals are modulated, i.e., they have time variable amplitudes and phases. Davis et al. (J Geophys Res 117(B1):B01,403, 2012) used a Kalman filtering (KF) based approach to investigate seasonal behavior of geodetic time series. Singular spectrum analysis (SSA) is a data-driven method that also allows to derive time-variable periodic signals from the GPS time series. In Chen et al. (J Geodyn 72:25–35, 2013), we compared time-varying seasonal signals obtained from SSA and KF for two GPS stations and received comparable results. In this paper, we apply SSA to a global set of 79 GPS stations and further confirm that SSA is a viable tool for deriving time variable periodic signals from the GPS time series. Moreover, we compare the SSA-derived periodic signals with the seasonal signals from KF with two different input process noise variances. Through the comparison, we find both SSA and KF obtain promising results from the stations with strong seasonal signals. While for the stations dominated by the long-term variations, SSA seems to be superior. We also find that KF with input process noise variance based on variance rates performs better than KF with the input process noise variance based on simulations.

AB - Seasonal signals (annual and semi-annual) in GPS time series are of great importance for understanding the evolution of regional mass, e.g. ice and hydrology. Conventionally, these signals are derived by least-squares fitting of harmonic terms with a constant amplitude and phase. In reality, however, such seasonal signals are modulated, i.e., they have time variable amplitudes and phases. Davis et al. (J Geophys Res 117(B1):B01,403, 2012) used a Kalman filtering (KF) based approach to investigate seasonal behavior of geodetic time series. Singular spectrum analysis (SSA) is a data-driven method that also allows to derive time-variable periodic signals from the GPS time series. In Chen et al. (J Geodyn 72:25–35, 2013), we compared time-varying seasonal signals obtained from SSA and KF for two GPS stations and received comparable results. In this paper, we apply SSA to a global set of 79 GPS stations and further confirm that SSA is a viable tool for deriving time variable periodic signals from the GPS time series. Moreover, we compare the SSA-derived periodic signals with the seasonal signals from KF with two different input process noise variances. Through the comparison, we find both SSA and KF obtain promising results from the stations with strong seasonal signals. While for the stations dominated by the long-term variations, SSA seems to be superior. We also find that KF with input process noise variance based on variance rates performs better than KF with the input process noise variance based on simulations.

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PB - Springer Verlag

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ER -

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