An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series

DOI10.1142/S2424922X1850002XMaRDI QIDQ4600600zbMATH OpenOpenAlexFDO

Authors Kenji Kume, Naoko Nose-Togawa

Publication date 11 January 2018

Published in Advances in Data Science and Adaptive Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s2424922x1850002x

zbMATH Keywords

groupingorthogonal decompositionsingular spectrum analysistime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• Analysis of time series structure. SSA and related techniques
• Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
• Singular spectrum analysis for time series.
• Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
• SSA of biomedical signals: a linear invariant systems approach

Cited in

(4)

• Variations of singular spectrum analysis for separability improvement: non-orthogonal decompositions of time series
• Singular Spectrum Analysis and Circulant Maximum Variance Frames
• Frequency-Weighted Singular Spectrum Analysis for Time Series
• Generalized singular spectrum analysis for the decomposition and analysis of non-stationary signals

Describes a project that uses

Uses Software

• CaterpillarSSA

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