A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis (Q4607341)
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scientific article; zbMATH DE number 6849553
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| English | A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis |
scientific article; zbMATH DE number 6849553 |
Statements
A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis (English)
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13 March 2018
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multivariate time series
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signal estimation
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singular value decomposition
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stepwise common principal components simulation
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0.793885350227356
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0.7639184594154358
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0.7521695494651794
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0.7497459053993225
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0.7485404014587402
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