Singular spectrum analysis for modeling seasonal signals from GPS time series

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Q. Chen
  • T. van Dam
  • N. Sneeuw
  • X. Collilieux
  • M. Weigelt
  • P. Rebischung

External Research Organisations

  • University of Stuttgart
  • University of Luxembourg
  • Université de Paris
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Details

Original languageEnglish
Pages (from-to)25-35
Number of pages11
JournalJournal of geodynamics
Volume72
Publication statusPublished - Dec 2013
Externally publishedYes

Abstract

Seasonal signals in GPS time series are of great importance for understanding the evolution of regional mass fluctuations, i.e., ice, hydrology, and ocean mass. Conventionally these signals (quasi-annual and semi-annual signals) are modeled by least-squares fitting harmonic terms with a constant amplitude and phase. In reality, however, such seasonal signals are modulated, i.e., they will have a time-variable amplitude and phase. Recently, Davis et al. (2012) proposed a Kalman filter based approach to capture the stochastic seasonal behavior of geodetic time series. Singular Spectrum Analysis (SSA) is a non-parametric method, which uses time domain data to extract information from short and noisy time series without a priori knowledge of the dynamics affecting the time series. A prominent benefit is that trends obtained in this way are not necessarily linear. Further, true oscillations can be amplitude and phase modulated. In this work, we will assess the value of SSA for extracting time-variable seasonal signals from GPS time series. We compare our SSA-based results to those obtained using (1) least-squares analysis and (2) Kalman filtering. Our results demonstrate that SSA is a viable and complementary tool for extracting modulated oscillations from GPS time series.

Keywords

    GPS time series, Kalman filtering, Least-squares fitting, Modulated seasonal signals, Singular spectrum analysis

ASJC Scopus subject areas

Cite this

Singular spectrum analysis for modeling seasonal signals from GPS time series. / Chen, Q.; van Dam, T.; Sneeuw, N. et al.
In: Journal of geodynamics, Vol. 72, 12.2013, p. 25-35.

Research output: Contribution to journalArticleResearchpeer review

Chen Q, van Dam T, Sneeuw N, Collilieux X, Weigelt M, Rebischung P. Singular spectrum analysis for modeling seasonal signals from GPS time series. Journal of geodynamics. 2013 Dec;72:25-35. doi: 10.1016/j.jog.2013.05.005
Chen, Q. ; van Dam, T. ; Sneeuw, N. et al. / Singular spectrum analysis for modeling seasonal signals from GPS time series. In: Journal of geodynamics. 2013 ; Vol. 72. pp. 25-35.
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abstract = "Seasonal signals in GPS time series are of great importance for understanding the evolution of regional mass fluctuations, i.e., ice, hydrology, and ocean mass. Conventionally these signals (quasi-annual and semi-annual signals) are modeled by least-squares fitting harmonic terms with a constant amplitude and phase. In reality, however, such seasonal signals are modulated, i.e., they will have a time-variable amplitude and phase. Recently, Davis et al. (2012) proposed a Kalman filter based approach to capture the stochastic seasonal behavior of geodetic time series. Singular Spectrum Analysis (SSA) is a non-parametric method, which uses time domain data to extract information from short and noisy time series without a priori knowledge of the dynamics affecting the time series. A prominent benefit is that trends obtained in this way are not necessarily linear. Further, true oscillations can be amplitude and phase modulated. In this work, we will assess the value of SSA for extracting time-variable seasonal signals from GPS time series. We compare our SSA-based results to those obtained using (1) least-squares analysis and (2) Kalman filtering. Our results demonstrate that SSA is a viable and complementary tool for extracting modulated oscillations from GPS time series.",
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AU - Chen, Q.

AU - van Dam, T.

AU - Sneeuw, N.

AU - Collilieux, X.

AU - Weigelt, M.

AU - Rebischung, P.

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