A method of trend extraction using singular spectrum analysis

MaRDI QIDQ2923456zbMATH OpenFDO

Authors Theodore Alexandrov

Publication date 15 October 2014

Published in REVSTAT (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.3367, http://www.ine.pt/revstat/pdf/rs090101.pdf

zbMATH Keywords

time seriestrend extractionsingular spectrum analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Semi-nonparametric singular spectrum analysis with projection
• A review of some modern approaches to the problem of trend extraction
• Singular spectrum analysis for time series.
• On singular spectrum analysis and stepwise time series reconstruction
• Singular spectrum analysis for time series: Introduction to this special issue

Cited in

(12)

• Robust nonparametric regression for heavy-tailed data
• Disentangling collective trends from local dynamics
• Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
• Signal extraction and forecasting of the UK tourism income time series: a singular spectrum analysis approach
• Iterative eigenvalue decomposition of Hankel matrix: an EMD like tool
• Spectral filtering for trend estimation
• Constructing trends of time series segments
• Noise correction in gene expression data: a new approach based on subspace method
• Semi-nonparametric singular spectrum analysis with projection
• A review of some modern approaches to the problem of trend extraction
• Functional singular spectrum analysis
• Optimizing bicoid signal extraction

This page was built for publication: A method of trend extraction using singular spectrum analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2923456)