Singular Spectrum Analysis with R
DOI10.1007/978-3-662-57380-8zbMATH Open1409.62007OpenAlexW2808220546MaRDI QIDQ3174851FDOQ3174851
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
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forecastingsignal processingsingular value decompositionimage processingseparabilityprinciple component analysissingular spectrum analysisSSAtime series processinggap fillings
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)
Cited In (15)
- Analysis of time series structure. SSA and related techniques
- Basic singular spectrum analysis and forecasting with R
- Analysis of temperature and humidity in Oman using singular spectrum analysis
- On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
- On signal and extraneous roots in singular spectrum analysis
- Singular spectrum analysis for image processing
- 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
- Blind deconvolution of covariance matrix inverses for autoregressive processes
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