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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Main Authors: Golyandina, Nina. (Author, http://id.loc.gov/vocabulary/relators/aut), Zhigljavsky, Anatoly. (http://id.loc.gov/vocabulary/relators/aut)
企業作者: SpringerLink (Online service)
格式: 電子 電子書
語言:English
出版: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
版:1st ed. 2013.
叢編:SpringerBriefs in Statistics,
主題:
在線閱讀:https://doi.org/10.1007/978-3-642-34913-3
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