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

embeddingdimensionwindow lengthinformation theoretic analysismean squared reconstruction errorsignal identification problemsignal rank

Mathematics Subject Classification ID

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

Recommendations

• Spectral methods in identification problems for a class of signals
• scientific article; zbMATH DE number 2222289
• On signal and extraneous roots in singular spectrum analysis
• scientific article; zbMATH DE number 17439
• scientific article; zbMATH DE number 4170828
• Singularity in signal theory
• Signal analysis using a multiresolution form of the singular value decomposition
• Filtering and frequency interpretations of singular spectrum analysis
• Signal identification using a least \(L_1\) norm algorithm
• Blind source separation from single measurements using singular spectrum analysis

Cited in

(9)

• scientific article; zbMATH DE number 4170828 (Why is no real title available?)
• On singular spectrum analysis and stepwise time series reconstruction
• Statistical dimension estimation in singular spectrum analysis
• Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes
• selection of window length for singular spectrum analysis
• Dependence measures for model selection in singular spectrum analysis
• A note on window length selection in singular spectrum analysis
• The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool
• Spectral methods in identification problems for a class of signals

This page was built for publication: Signal Identification in Singular Spectrum Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5361192)