A study of singular spectrum analysis with global optimization techniques

DOI10.1007/s10898-013-0117-3zbMath1310.90089DBLPjournals/jgo/ChuLW14OpenAlexW2079549129WikidataQ57440734 ScholiaQ57440734MaRDI QIDQ480832

Moody T. Chu, Liqi Wang, Matthew M. Lin

Publication date: 11 December 2014

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-013-0117-3

zbMATH Keywords

global optimizationtime seriesHankel operatorlow rank approximationsingular spectrum analysissemi-infinite matrixVandermonde factorization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (1)

Dependence measures for model selection in singular spectrum analysis

Uses Software

• LGO
• itsmr
• CaterpillarSSA

Cites Work

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