Posterior singular spectrum analysis

DOI10.1002/sam.11195OpenAlexW2144285257MaRDI QIDQ4969915

Lasse Holmström, Ilkka Launonen

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.11195

zbMATH Keywords

Bayesian analysistime seriesoscillationsSSApaleoclimatecredible features

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Related Items (2)

Multivariate posterior singular spectrum analysis ⋮ Extraction of sea temperature in the Barents Sea by a scale space multiresolution method – prospects for Atlantic salmon

Uses Software

• CaterpillarSSA

Cites Work

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• Singular spectrum analysis for time series: Introduction to this special issue
• On the choice of parameters in singular spectrum analysis and related subspace-based methods
• Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
• Extracting qualitative dynamics from experimental data
• Bayesian analysis of features in a scatter plot with dependent observations and errors in predictors

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