New SSA-MTM Toolkit with varimax rotation available

January 28, 2013
New SSA-MTM Toolkit with varimax rotation available

The SSA-MTM toolkit becomes a major upgrade and includes now the option of a varimax rotation for M-SSA.

Groth and Ghil (2011) have demonstrated that a classical M-SSA analysis suffers from a degeneracy problem, namely the eigenvectors (also called empirical orthogonal functions or EOFs) do not separate well between distinct oscillations when the corresponding eigenvalues are similar in size. This problem is a shortcoming of principal component analysis in general, not just of M-SSA in particular. In order to reduce mixture effects and to improve the physical interpretation, Groth and Ghil (2011) have proposed a subsequent Varimax Rotation of the spatio-temporal EOFs (ST-EOFs) of the M-SSA. To avoid a loss of spectral properties (Plaut and Vautard 1994), they have introduced a slight modification of the common varimax rotation that does take the spatio-temporal structure of ST-EOFs into account.

Available on Linux and Mac OS builds.

See also: SSA-MTM Toolkit