Signal Identification in Singular Spectrum Analysis
DOI10.1111/ANZS.12143zbMATH Open1373.94627OpenAlexW2306957893MaRDI QIDQ5361192FDOQ5361192
Authors: Atikur R. Khan, D. S. Poskitt 
Publication date: 27 September 2017
Full work available at URL: https://doi.org/10.1111/anzs.12143
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embeddingdimensionwindow lengthinformation theoretic analysismean squared reconstruction errorsignal identification problemsignal rank
Factor analysis and principal components; correspondence analysis (62H25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inference from stochastic processes and spectral analysis (62M15)
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- Statistical dimension estimation in singular spectrum analysis
- The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool
- Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes
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- On singular spectrum analysis and stepwise time series reconstruction
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- A note on window length selection in singular spectrum analysis
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- Dependence measures for model selection in singular spectrum analysis
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