An efficient approach for statistical calculations with globally gridded filtered time series

Abstract

The formulas for performing several statistical calculations based on Fourier coefficients are presented for use in atmospheric observational studies. The calculations discussed include a method for estimating the degree of temporal freedoms of two correlated time series and a method for performing seasonal analyses using a half-year summer/winter projection operator in the frequency domain. A modified lag-correlation calculation is proposed for obtaining lag correlations in the frequency domain. Also, a spectral approach for Empirical Orthogonal Function (EOF) and Extended EOF analysis is given which reduces the size of the matrix to be solved in the eigenproblem.