Comparison between basic and Toeplitz SSA applied to non-stationary time-series

DOI10.4310/SII.2019.V12.N4.A3MaRDI QIDQ2314044zbMATH OpenWikidataFDO

Authors Michel C. R. Leles, Mariana G. Moreira, Adriano S. Vale-Cardoso, Cairo L. Nascimento, Elton F. Sbruzzi, H. N. Guimarães

Publication date 19 July 2019

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

Full work available at URL https://doi.org/10.4310/SII.2019.V12.N4.A3

zbMATH Keywords

Basic SSAnon-stationary signalssingular spectrum analysis (SSA)Toeplitz SSA

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: Comparison between basic and Toeplitz SSA applied to non-stationary time-series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2314044)