Common singular spectrum analysis of several time series
DOI10.1016/J.JSPI.2009.07.009zbMATH Open1353.62104OpenAlexW2088308185MaRDI QIDQ1036726FDOQ1036726
Authors: J. Blot 
Publication date: 13 November 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.07.009
Recommendations
- Singular spectrum analysis for time series.
- Analysis of time series structure. SSA and related techniques
- A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
- Singular spectrum analysis for time series: Introduction to this special issue
- Singular spectrum analysis for time series
common principal componentssingular value decompositionsingular spectrum analysishierachical selection
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
Cites Work
- Title not available (Why is that?)
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- Statistical analysis of cointegration vectors
- Time series analysis. Univariate and multivariate methods.
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Analysis of time series structure. SSA and related techniques
- Extracting qualitative dynamics from experimental data
- Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
- Title not available (Why is that?)
Cited In (9)
- Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression
- Analysis of time series structure. SSA and related techniques
- Designing a framework to improve time series data of construction projects: application of a simulation model and singular spectrum analysis
- Singular spectrum analysis for time series: Introduction to this special issue
- Detecting Oscillations Hidden in Noise: Common Cycles in Atmospheric, Geomagnetic and Solar Data
- Singular spectrum time–series analysis and continuous transformation groups
- Singular spectrum analysis for time series
- A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
- Dependence measures for model selection in singular spectrum analysis
Uses Software
This page was built for publication: Common singular spectrum analysis of several time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1036726)
