Singular Spectrum Analysis with R
DOI10.1007/978-3-662-57380-8zbMath1409.62007MaRDI QIDQ3174851
Anatoly A. Zhigljavsky, Nina Golyandina, Anton Korobeynikov
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
image processing; singular value decomposition; separability; forecasting; signal processing; principle component analysis; singular spectrum analysis; SSA; time series processing; gap fillings
62M20: Inference from stochastic processes and prediction
62H25: Factor analysis and principal components; correspondence analysis
62-04: Software, source code, etc. for problems pertaining to statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
62-02: Research exposition (monographs, survey articles) pertaining to statistics
Uses Software
