Forecasting before, during, and after recession with singular spectrum analysis

DOI10.1080/02664763.2013.810193MaRDI QIDQ5129111zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

forecastingsingular spectrum analysisrecession

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3742453 (Why is no real title available?)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• A review on singular spectrum analysis for economic and financial time series
• Analysis of time series structure. SSA and related techniques
• Approximate Projectors in Singular Spectrum Analysis
• 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
• Predicting daily exchange rate with singular spectrum analysis
• Separability and window length in singular spectrum analysis
• Singular spectrum analysis based on the minimum variance estimator
• Singular spectrum analysis based on the perturbation theory
• Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series

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
• Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach
• Vector and recurrent singular spectrum analysis: which is better at forecasting?
• Dependence measures for model selection in singular spectrum analysis

Describes a project that uses

Uses Software

• CaterpillarSSA

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