Singular Spectrum Analysis and Circulant Maximum Variance Frames (Q5887324)

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scientific article; zbMATH DE number 7675716
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Singular Spectrum Analysis and Circulant Maximum Variance Frames
scientific article; zbMATH DE number 7675716

    Statements

    Singular Spectrum Analysis and Circulant Maximum Variance Frames (English)
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    18 April 2023
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    SSA
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    PCA
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    discrete Fourier transform
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    linear filtering
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    spectral density estimation
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    frames
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    circulant matrix
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    Toeplitz matrix
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    Hankel matrix
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