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In this paper we provide clear direct evidence of multiple concurrent higher order magnetohydrodynamic (MHD) modes in circular and elliptical sunspots by applying both Proper Orthogonal Decomposition (POD) and Dynamic Mode Decomposition (DMD) techniques on solar observational data. These techniques are well documented and validated in the areas of fluid mechanics, hydraulics, and granular flows, yet are relatively new to the field of solar physics. While POD identifies modes based on orthogonality in space and it provides a clear ranking of modes in terms of their contribution to the variance of the signal, DMD resolves modes that are orthogonal in time. The clear presence of the fundamental slow sausage and kink body modes, as well as higher order slow sausage and kink body modes have been identified using POD and DMD analysis of the chromospheric H$α$ line at 6562.808~Å for both the circular and elliptical sunspots. Additionally, to the various slow body modes, evidence for the presence of the fast surface kink mode was found in the circular sunspot. All the MHD modes patterns were cross-correlated with their theoretically predicted counterparts and we demonstrated that ellipticity cannot be neglected when interpreting MHD wave modes. The higher-order MHD wave modes are even more sensitive to irregularities in umbral cross-sectional shapes, hence this must be taken into account for more accurate modelling of the modes in sunspots and pores.