Singular Spectrum Analysis with R

DOI10.1007/978-3-662-57380-8MaRDI QIDQ3174851zbMATH OpenOpenAlexFDO

Authors Nina Golyandina, Anton Korobeynikov, A. Zhigljavsky

Publication date 18 July 2018

Published in Use R! (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-662-57380-8

zbMATH Keywords

forecastingsignal processingsingular value decompositionimage processingseparabilityprinciple component analysissingular spectrum analysisSSAtime series processinggap fillings

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Software, source code, etc. for problems pertaining to statistics (62-04) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(15)

• Blind deconvolution of covariance matrix inverses for autoregressive processes
• Analysis of time series structure. SSA and related techniques
• Basic singular spectrum analysis and forecasting with R
• On signal and extraneous roots in singular spectrum analysis
• Singular spectrum analysis for image processing
• On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
• Analysis of temperature and humidity in Oman using singular spectrum analysis
• Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
• A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting
• Relative measures of forecasting: lambda-family-measures
• New developments in the forecasting of monthly overnight stays in the north region of Portugal
• Singular spectrum analysis for time series.
• Analyzing and forecasting financial series with singular spectral analysis
• Big Data: Forecasting and Control for Tourism Demand
• Functional singular spectrum analysis

Describes a project that uses

Uses Software

• TSDL
• BioSSA
• svd
• Rssa
• devtools
• SLRA
• raster
• forecast
• CRAN
• FFTW
• R
• LAPACK

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