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DOI | 10.1175/JCLI-D-19-0413.1 |
Principal Component Analysis for Extremes and Application to U.S. Precipitation | |
Jiang Y.; Cooley D.; Wehner M.F. | |
发表日期 | 2020 |
ISSN | 0894-8755 |
起始页码 | 6441 |
结束页码 | 6451 |
卷号 | 33期号:15 |
英文摘要 | We propose a method for analyzing extremal behavior through the lens of a most efficient basis of vectors. The method is analogous to principal component analysis, but is based on methods from extreme value analysis. Specifically, rather than decomposing a covariance or correlation matrix, we obtain our basis vectors by performing an eigendecomposition of a matrix that describes pairwise extremal dependence.We apply the method to precipitation observations over the contiguous United States. We find that the time series of large coefficients associated with the leading eigenvector shows very strong evidence of a positive trend, and there is evidence that large coefficients of other eigenvectors have relationships with El Ninõ-Southern Oscillation. © 2020 American Meteorological Society. All rights reserved. |
英文关键词 | Atmospheric pressure; Eigenvalues and eigenfunctions; Basis vector; Correlation matrix; Eigen decomposition; Extremal; Extremal behavior; Extreme value analysis; Southern oscillation; Through the lens; Covariance matrix; decomposition analysis; eigenvalue; El Nino-Southern Oscillation; matrix; precipitation (climatology); principal component analysis; vector; United States |
语种 | 英语 |
来源期刊 | Journal of Climate
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文献类型 | 期刊论文 |
条目标识符 | http://gcip.llas.ac.cn/handle/2XKMVOVA/171198 |
作者单位 | Colorado State University, Fort Collins, CO, United States; Lawrence Berkeley National Laboratory, Berkeley, CA, United States |
推荐引用方式 GB/T 7714 | Jiang Y.,Cooley D.,Wehner M.F.. Principal Component Analysis for Extremes and Application to U.S. Precipitation[J],2020,33(15). |
APA | Jiang Y.,Cooley D.,&Wehner M.F..(2020).Principal Component Analysis for Extremes and Application to U.S. Precipitation.Journal of Climate,33(15). |
MLA | Jiang Y.,et al."Principal Component Analysis for Extremes and Application to U.S. Precipitation".Journal of Climate 33.15(2020). |
条目包含的文件 | 条目无相关文件。 |
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