A note on window length selection in singular spectrum analysis (Q2802834)
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scientific article; zbMATH DE number 6574328
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on window length selection in singular spectrum analysis |
scientific article; zbMATH DE number 6574328 |
Statements
27 April 2016
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dimension
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embedding
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forecasting
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mean squared error
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signal-noise separation
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time series reconstruction
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window length
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A note on window length selection in singular spectrum analysis (English)
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0.8837519288063049
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0.8784398436546326
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0.8389426469802856
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0.8273953199386597
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0.8191406726837158
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