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...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Golyandina, Nina. (Awdur, http://id.loc.gov/vocabulary/relators/aut), Zhigljavsky, Anatoly. (http://id.loc.gov/vocabulary/relators/aut)
Awdur Corfforaethol: SpringerLink (Online service)
Fformat: Electronig eLyfr
Iaith:English
Cyhoeddwyd: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Rhifyn:1st ed. 2013.
Cyfres:SpringerBriefs in Statistics,
Pynciau:
Mynediad Ar-lein:https://doi.org/10.1007/978-3-642-34913-3
Tagiau: Ychwanegu Tag
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