A note on window length selection in singular spectrum analysis
DOI10.1111/ANZS.12027zbMATH Open1337.62288OpenAlexW2047154124MaRDI QIDQ2802834FDOQ2802834
M. Atikur Rahman Khan, D. S. Poskitt
Publication date: 27 April 2016
Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12027
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Cited In (11)
- Statistical dimension estimation in singular spectrum analysis
- On Singular Spectrum Analysis And Stepwise Time Series Reconstruction
- On the choice of parameters in singular spectrum analysis and related subspace-based methods
- Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
- Against the long-range spectral leakage of the cosine window family
- Statistical methods for predicting e-cigarette use events based on beat-to-beat interval (BBI) data collected from wearable devices
- Vector and recurrent singular spectrum analysis: which is better at forecasting?
- Separability and window length in singular spectrum analysis
- Bootstrapping non-stationary and irregular time series using singular spectral analysis
- Dependence measures for model selection in singular spectrum analysis
- Title not available (Why is that?)
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