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Climate data imputation using the singular value decomposition: an empirical comparison

A common problem in climate data is missing information. Recently, four methods have been developed which are based in the singular value decomposition of a matrix (SVD). The aim of this paper is to evaluate these new developments making a comparison by means of a simulation study based on two complete matrices of real data. One corresponds to the historical precipitation of Piracicaba / SP - Brazil and the other matrix corresponds to multivariate meteorological characteristics in the same city from year 1997 to 2012. In the study, values were deleted randomly at different percentages with subsequent imputation, comparing the methodologies by three criteria: the normalized root mean squared error, the similarity statistic of Procrustes and the Spearman correlation coefficient. It was concluded that the SVD should be used only when multivariate matrices are analyzed and when matrices of precipitation are used, the monthly mean overcome the performance of other methods based on the SVD.

Imputation; SVD; missing values


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