Study of automatic choice of parameters for forecasting in singular spectrum analysis

DOI10.4310/21-SII707MaRDI QIDQ2172376zbMATH OpenOpenAlexFDO

Authors Safia Al-Marhoobi, Andrey Pepelyshev

Publication date 15 September 2022

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/21-sii707

zbMATH Keywords

humidityrecurrent SSAtemperaturevector SSA

Mathematics Subject Classification ID

Statistics (62-XX) Inference from stochastic processes and prediction (62M20)

Cited in

(2)

• Vector and recurrent singular spectrum analysis: which is better at forecasting?
• Remark on the accuracy of recurrent forecasting in singular spectrum analysis

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