Frequency-Weighted Singular Spectrum Analysis for Time Series

DOI10.1142/S2424922X22500097MaRDI QIDQ5887327zbMATH OpenOpenAlexFDO

Authors Kenji Kume

Publication date 18 April 2023

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

Full work available at URL https://doi.org/10.1142/s2424922x22500097

zbMATH Keywords

singular spectrum analysisoptimal filterfrequency weighting

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series
• SSA of biomedical signals: a linear invariant systems approach
• Singular spectrum analysis for time series.

Cited in

(5)

• The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool
• Singular spectrum analysis for time series: Introduction to this special issue
• The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis
• scientific article; zbMATH DE number 6951443 (Why is no real title available?)
• Singular spectrum analysis for time series

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