A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
DOI10.1080/03610918.2016.1217010zbMATH Open1462.62557OpenAlexW2518983853MaRDI QIDQ4607341FDOQ4607341
Authors: Helena Viljoen 
Publication date: 13 March 2018
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1217010
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Cites Work
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- Stepwise estimation of common principal components
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- Singular spectrum analysis for time series.
- Analysis of time series structure. SSA and related techniques
- Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
- Common singular spectrum analysis of several time series
- On the optimal parameters for reconstruction and forecasting in singular spectrum analysis
- Separability and window length in singular spectrum analysis
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