On the optimal parameters for reconstruction and forecasting in singular spectrum analysis (Q4921603)

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scientific article; zbMATH DE number 6162286
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    On the optimal parameters for reconstruction and forecasting in singular spectrum analysis
    scientific article; zbMATH DE number 6162286

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      On the Optimal Parameters for Reconstruction and Forecasting in Singular Spectrum Analysis (English)
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      13 May 2013
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      cut of point
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      singular spectrum analysis
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      window length
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