On the singular values of the Hankel matrix with application in singular spectrum analysis
From MaRDI portal
Publication:5207073
zbMATH Open1449.15015MaRDI QIDQ5207073FDOQ5207073
Authors: Rahim Mahmoudvand, Mohammad Zokaei 
Publication date: 6 January 2020
Full work available at URL: http://chjs.mat.utfsm.cl/volumes/03/01/Mahmoudvand_Zokaei(2012).pdf#vol3-number1-2012
Recommendations
- scientific article; zbMATH DE number 221349
- scientific article; zbMATH DE number 1974611
- On the singular values of matrices with displacement structure
- A short note on the pattern of the singular values of a scaled random Hankel matrix
- Singular value decomposition of an infinite block-hankel matrix and its applications
Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz, Cauchy, and related matrices (15B05)
Cites Work
- Principal component analysis.
- Matrix Analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
- Hankel Matrices
- Analysis of time series structure. SSA and related techniques
- A review on singular spectrum analysis for economic and financial time series
- Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
- Separability and window length in singular spectrum analysis
Cited In (9)
- A short note on the pattern of the singular values of a scaled random Hankel matrix
- Cascading With Inner Systems: Hankel Singular Values and Characteristic Values
- A robust method for coherent and non-coherent source number detection using a special Hankel-based covariance matrix
- An iterative approach for decomposition of multi-component non-stationary signals based on eigenvalue decomposition of the Hankel matrix
- Empirical comparison of Box-Jenkins models, artificial neural network and singular spectrum analysis in forecasting time series
- Discussion on: ``On frequency weighted balanced truncation: Hankel singular values and error bounds
- A simpler formula for the singular values of a certain Hankel operator
- The benefits of multivariate singular spectrum analysis over the univariate version
- Title not available (Why is that?)
Uses Software
This page was built for publication: On the singular values of the Hankel matrix with application in singular spectrum analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5207073)
