Forecasting before, during, and after recession with singular spectrum analysis
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Publication:5129111
DOI10.1080/02664763.2013.810193OpenAlexW2077337795MaRDI QIDQ5129111
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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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- Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
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- Singular spectrum analysis based on the minimum variance estimator
- Extracting qualitative dynamics from experimental data
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Approximate Projectors in Singular Spectrum Analysis
- Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
- Multivariate singular spectrum analysis for forecasting revisions to real-time data
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