A novel similarity measure based on eigenvalue distribution

DOI10.1016/J.TRMI.2016.08.001MaRDI QIDQ336004zbMATH OpenOpenAlexFDO

Authors Xu Huang, Mansi Ghodsi, Hossein Hassani

Publication date 10 November 2016

Published in Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.trmi.2016.08.001

zbMATH Keywords

eigenvalue distributionmultivariatesimilarity measuresingular value decomposition

Mathematics Subject Classification ID

Applications of statistics (62P99)

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Cites work

• A review on singular spectrum analysis for economic and financial time series
• A short note on the pattern of the singular values of a scaled random Hankel matrix
• An analysis of variance test for normality (complete samples)
• Analysis of time series structure. SSA and related techniques
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Bootstrap methods: another look at the jackknife
• Extracting qualitative dynamics from experimental data
• Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
• scientific article; zbMATH DE number 3883474 (Why is no real title available?)
• scientific article; zbMATH DE number 3008134 (Why is no real title available?)
• scientific article; zbMATH DE number 3103176 (Why is no real title available?)
• Multifractal detrended cross-correlation analysis of Chinese stock markets based on time delay
• Multivariate singular spectrum analysis for forecasting revisions to real-time data
• On Information and Sufficiency
• Prediction of steel prices: a comparison between a conventional regression model and MSSA

Describes a project that uses

Uses Software

• CaterpillarSSA

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