tially indexed time series, in the case of empirical or- thogonal function analysis). The results of singular spectrum analysis consist of a number of orthogonal Addison-Wesley index series, each a linear smoothing of the original Jaco b Way, Rt. 128 time series, with variance decreasing from the maxi- Reading , MA 0186 7 mum possible. Actually, the index series are techni- Telephone : 800-447-2226 cally not linear smoothings of the original time se- ries. The reason is that the weights used to construct Computational Mechanics, Inc. them depend on an estimate of the autocovariance 2 5 Bridge St. function of the original time series, and this estimate Billerica, MA 0182 1 is itself a nonlinear function of the original time Telephone : 508-667-5841 series. As in principal component analysis, once the in- Oxford University Press dex series have been constructed, they can be inter- 19 8 Madison Ave. preted (e.g., as secular trend, a periodic oscillation, ne w York, NY 10016-4314 etc.) and the original time series can be projected onto Telephone : 800-451-7556 a subset of them. An important problem concerns the assessment of the significance of one or more of the Plenum Publishing index series. Eisner and Tsonis discuss this problem 23 3 Spring St. in some detail. They point out that, in assessing sig- Mew York, NY 10013 nificance, it is important to specify the null model. Telephone : 800-221-9369 Too often in this kind of work the null model is white noise, which is unrealistic for many, if not most, geo- University Science Books physical time series. 2 0 Edgehill Rd. The final part of the book describes the application Mill Valley, CA 9494 1 of singular spectrum analysis to signal detection, fil- 415-383-143 0 tering, prediction, and, although it is somewhat out of place, phase space reconstruction. The authors cover Water Resources Publications a lot of ground here and it is clear that some sorting out of methods needs to be done. 720 0 East Dry Creek Rd. Suit e E-104 I am not enthusiastic about singular spectrum analy- Englewood , CO 80112 sis. My main reservation is that I do not believe that it Telephone : 800-736-2405 is possible to get much out of a time series without making some assumptions about its structure. I have a specific worry that the orthogonality constraint ap- plied in singular spectrum analysis can lead to arti- facts to which physical interpretations are attached. I mm \ nou also worry that statistical issues, such as the assess- ment of the significance of a component, have not been The Bulletin relies on its readership for timely infor- thought out carefully. That said, I am enthusiastic about mation on members' accomplishments, chapter this book. It provides a clear, concise description of a happenings, conferences, and science fairs. method that has gained some currency in atmospheric • About Our Members science. Whether this method stands or falls, it is im- • Chapter News portant that it be understood. This book certainly con- • Announcements tributes to that understanding.—Andrew R. Solow. • Science Fairs Andrew R. Solow is a researcher at Woods Submit contributions to Bulletin News Editor, AMS, Hole Oceanographic Institution, Woods Hole, 45 Beacon St., Boston, MA 02108-3693; fax 617- Massachusetts. • 742-8718; e-mail: email@example.com. Bulletin of the American Meteorological Society 2257
Bulletin of the American Meteorological Society – American Meteorological Society
Published: Oct 1, 1997
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