On singular spectrum analysis and stepwise time series reconstruction
From MaRDI portal
Publication:5111778
Recommendations
- A review on singular spectrum analysis for economic and financial time series
- Singular spectrum analysis for time series: Introduction to this special issue
- Singular spectrum analysis for time series.
- Analysis of time series structure. SSA and related techniques
- The benefits of multivariate singular spectrum analysis over the univariate version
Cites work
- scientific article; zbMATH DE number 3647917 (Why is no real title available?)
- scientific article; zbMATH DE number 3131354 (Why is no real title available?)
- scientific article; zbMATH DE number 3131469 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- A note on window length selection in singular spectrum analysis
- A review of some modern approaches to the problem of trend extraction
- Alternative forms of fractional Brownian motion
- Analysis of time series structure. SSA and related techniques
- Asymptotics for linear processes
- Extracting qualitative dynamics from experimental data
- Introduction to spectral analysis
- Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica
- Matrix Algebra
- Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes
- ON GENERALIZED FRACTIONAL PROCESSES
- On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
- On the choice of parameters in singular spectrum analysis and related subspace-based methods
- Principal component analysis.
- Semi-nonparametric singular spectrum analysis with projection
- Signal Identification in Singular Spectrum Analysis
- Singular spectrum analysis for time series.
- Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
Cited in
(21)- Reconstruction of diffusion using spectral data from time series
- The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool
- On perturbation stability of SSA and MSSA forecasts and the supportiveness of time series
- On signal and extraneous roots in singular spectrum analysis
- Singular spectrum analysis for time series: Introduction to this special issue
- A study of singular spectrum analysis with global optimization techniques
- On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
- Approximate Projectors in Singular Spectrum Analysis
- Filtering and frequency interpretations of singular spectrum analysis
- The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis
- Frequency-Weighted Singular Spectrum Analysis for Time Series
- Singular Spectrum Analysis and Circulant Maximum Variance Frames
- Applying spline-based phase analysis to macroeconomic dynamics
- Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity
- A method of trend extraction using singular spectrum analysis
- A review on singular spectrum analysis for economic and financial time series
- Singular spectrum time–series analysis and continuous transformation groups
- Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach
- On the optimal parameters for reconstruction and forecasting in singular spectrum analysis
- Singular spectrum analysis for time series
- Bootstrapping non-stationary and irregular time series using singular spectral analysis
This page was built for publication: On singular spectrum analysis and stepwise time series reconstruction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5111778)
