ABSTRACT

We have evaluated a fast and memory efficient implementation of the multidimensional singular spectrum analysis (MSSA) method for seismic data reconstruction. The new algorithm makes use of random projections and the structure of Hankel matrices to avoid the construction of large Hankel trajectory matrices. Through tests with synthetic and real data examples, we find that the presented algorithm significantly decreases the computational costs of MSSA seismic data recovery without compromising its accuracy.

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