Combining singular spectrum analysis and \(\mathrm{PAR}(p)\) structures to model wind speed time series

DOI10.1007/s11424-014-3301-8zbMath1294.93076OpenAlexW2060208741MaRDI QIDQ741876

José Francisco Moreira Pessanha, Moisés Lima de Menezes, Reinaldo Castro Souza

Publication date: 15 September 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-3301-8

zbMATH Keywords

SSAwind speed seriesMSSAperiodic autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Application models in control theory (93C95) Eigenvalue problems (93B60) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Smoothing non-stationary time series using the discrete cosine transform

Uses Software

• CaterpillarSSA

Cites Work

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• A review on singular spectrum analysis for economic and financial time series
• Separability and window length in singular spectrum analysis
• A Priori Error Analysis of the Petrov–Galerkin Crank–Nicolson Scheme for Parabolic Optimal Control Problems
• A test for independence based on the correlation dimension
• Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
• On the Optimal Parameters for Reconstruction and Forecasting in Singular Spectrum Analysis

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