Common singular spectrum analysis of several time series (Q1036726)

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scientific article; zbMATH DE number 5632738
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    Common singular spectrum analysis of several time series
    scientific article; zbMATH DE number 5632738

      Statements

      Common singular spectrum analysis of several time series (English)
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      13 November 2009
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      hierachical selection
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      singular spectrum analysis
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      singular value decomposition
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      common principal components
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