Singular Spectrum Analysis for Time Series

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA seeks to decompose the original series into a sum of a small numb...

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Bibliografische gegevens
Hoofdauteurs: Golyandina, Nina. (Auteur, http://id.loc.gov/vocabulary/relators/aut), Zhigljavsky, Anatoly. (http://id.loc.gov/vocabulary/relators/aut)
Coauteur: SpringerLink (Online service)
Formaat: Elektronisch E-boek
Taal:English
Gepubliceerd in: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Editie:1st ed. 2013.
Reeks:SpringerBriefs in Statistics,
Onderwerpen:
Online toegang:https://doi.org/10.1007/978-3-642-34913-3
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