Theoretical Relationship between SSA and MESA with Both Application

It is theoretically demonstrated that singular spectrum analysis (SSA) is an equivalent form or Maximum Entropy Spectrum Analysis (MESA) which is essentially a nonlinear estimation of the classical power spectrum. Both methods have respectively some different features in application as a result of the difference of description of manners. The numerical experiments show that SSA possesses some special advantage in climatic diagnosis and pre diction, e.g., to steadily and accurately identify periods and investigate on domain of time in combination with frequency, which cannot be replaced by MESA. Thus SSA has extensive application in the near future.