On singular spectrum analysis and stepwise time series reconstruction (Q5111778)
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scientific article; zbMATH DE number 7205081
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On singular spectrum analysis and stepwise time series reconstruction |
scientific article; zbMATH DE number 7205081 |
Statements
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (English)
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27 May 2020
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singular value decomposition
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Wold decomposition
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signal-noise reconstruction
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Grenander process
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re-scaled trajectory matrix
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principle components
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unobserved components
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0.8363887667655945
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0.8158047199249268
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0.7996772527694702
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0.7985454201698303
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0.7985454201698303
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