Signal Identification in Singular Spectrum Analysis

DOI10.1111/ANZS.12143MaRDI QIDQ5361192zbMATH OpenOpenAlexFDO

Authors Atikur R. Khan, D. S. Poskitt

Publication date 27 September 2017

Full work available at URL https://doi.org/10.1111/anzs.12143

zbMATH Keywords

dimensionembeddinginformation theoretic analysismean squared reconstruction errorsignal identification problemsignal rankwindow length

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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