论文标题
让我们考虑更多一般的非线性方法来研究气候变量的遥相关
Let's consider more general nonlinear approaches to study teleconnections of climate variables
论文作者
论文摘要
(Rieger等,2021)最近的工作涉及从时空地球物理信号提取特征的问题。作者介绍了复杂的旋转MCA(XMCA)来处理特征表示的滞后效果和非正交性。这种方法本质上(1)将信号转换为具有希尔伯特变换的复杂平面。 (2)应用倾斜(varimax和promax)旋转以消除正交性约束; (3)在这个复杂空间中执行特征分类(Horel等,1984)。我们认为,该方法本质上是一种特殊情况,即在(Bueso等,2019,2020)中引入的称为旋转的复杂内核主成分分析(ROCK-PCA),我们提出了相同的方法:首先将数据转换为希尔伯特(Hilbert)旋转的复杂平面,然后使用varimax旋转,然后应用eigendectectsport,eigendectects pers n of the n of an HH hh hh hh hh hh hh hh hin n of an HH。后者允许我们在使用非线性内核函数时提取非线性(曲线)特征来概括XMCA解决方案。因此,当在输入数据空间中计算内部产品,而不是在数据被映射到数据的高维(可能是无限的)Hilbert空间时,XMCA的解决方案归结为Rock-PCA。在这个简短的通信中,我们证明了XMCA是Rock-PCA的一种特殊情况,并提供了定量证据,表明与内核合作时可以提取更具表现力和信息性的特征。与XMCA不同,全球海面温度(SST)场分解的结果表明了Rock-PCA应对非线性过程的能力。
The recent work by (Rieger et al 2021) is concerned with the problem of extracting features from spatio-temporal geophysical signals. The authors introduce the complex rotated MCA (xMCA) to deal with lagged effects and non-orthogonality of the feature representation. This method essentially (1) transforms the signals to a complex plane with the Hilbert transform; (2) applies an oblique (Varimax and Promax) rotation to remove the orthogonality constraint; and (3) performs the eigendecomposition in this complex space (Horel et al, 1984). We argue that this method is essentially a particular case of the method called rotated complex kernel principal component analysis (ROCK-PCA) introduced in (Bueso et al., 2019, 2020), where we proposed the same approach: first transform the data to the complex plane with the Hilbert transform and then apply the varimax rotation, with the only difference that the eigendecomposition is performed in the dual (kernel) Hilbert space. The latter allows us to generalize the xMCA solution by extracting nonlinear (curvilinear) features when nonlinear kernel functions are used. Hence, the solution of xMCA boils down to ROCK-PCA when the inner product is computed in the input data space instead of in the high-dimensional (possibly infinite) kernel Hilbert space to which data has been mapped. In this short correspondence we show theoretical proof that xMCA is a special case of ROCK-PCA and provide quantitative evidence that more expressive and informative features can be extracted when working with kernels; results of the decomposition of global sea surface temperature (SST) fields are shown to illustrate the capabilities of ROCK-PCA to cope with nonlinear processes, unlike xMCA.