Forecasting before, during, and after recession with singular spectrum analysis
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Publication:5129111
DOI10.1080/02664763.2013.810193OpenAlexW2077337795MaRDI QIDQ5129111FDOQ5129111
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Publication date: 26 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2013.810193
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Cites Work
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Title not available (Why is that?)
- Analysis of time series structure. SSA and related techniques
- A review on singular spectrum analysis for economic and financial time series
- Extracting qualitative dynamics from experimental data
- Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
- Multivariate singular spectrum analysis for forecasting revisions to real-time data
- Singular spectrum analysis based on the perturbation theory
- Singular spectrum analysis based on the minimum variance estimator
- Approximate Projectors in Singular Spectrum Analysis
- Separability and window length in singular spectrum analysis
- Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
- Predicting daily exchange rate with singular spectrum analysis
Cited In (5)
- A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting
- Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
- Vector and recurrent singular spectrum analysis: which is better at forecasting?
- Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach
- Dependence measures for model selection in singular spectrum analysis
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