EOSC 510 Homework #3

(1) Analyze the given data file (spec.mat file in Matlab 7 format or text file) using Fourier spectral analysis. (a) Compute the autospectrum for the time series x1 (with the time series t giving the time of the observation in days). (b) Compute the autospectrum for time series x2.


(2) Using the same time series x1 and x2 from (1), perform singular spectrum analysis (SSA) on (a) x1 and (b) x2, with the time series lagged by an extra 50 days in SSA (so there is a total of 51 time series). Briefly discuss the difference between the SSA result and the Fourier spectral result -- in particular, which method is more efficient in capturing the variance?