Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity

DOI10.1016/J.CAMWA.2010.05.028MaRDI QIDQ611372zbMATH OpenOpenAlexFDO

Authors Enrico Bozzo, Roberto Carniel, Dario Fasino

Publication date 14 December 2010

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2010.05.028

zbMATH Keywords

Fourier analysissingular spectrum analysistime seriesToeplitz matricesvolcanic tremor

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Inference from stochastic processes and spectral analysis (62M15) Computational methods for problems pertaining to geophysics (86-08) Geostatistics (86A32)

Recommendations

• Singular spectrum analysis for time series: Introduction to this special issue
• Analysis of time series structure. SSA and related techniques
• Singular systems analysis as a moving-window spectral method
• Singular spectrum analysis for time series.
• On singular spectrum analysis and stepwise time series reconstruction

Cites work

• A unifying approach to some old and new theorems on distribution and clustering
• Absolute equal distribution of families of finite sets.
• Analysis of time series structure. SSA and related techniques
• Distribution results on the algebra generated by Toeplitz sequences: A finite-dimensional approach
• scientific article; zbMATH DE number 3988038 (Why is no real title available?)
• scientific article; zbMATH DE number 53687 (Why is no real title available?)
• scientific article; zbMATH DE number 977420 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Spectra of multilevel Toeplitz matrices: Advanced theory via simple matrix relationships

Cited in

(6)

• Time-delay observables for Koopman: theory and applications
• Singular Spectrum Analysis and Circulant Maximum Variance Frames
• Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
• Structured time-delay models for dynamical systems with connections to Frenet-Serret frame
• Exchange rate forecasting with optimum singular spectrum analysis
• Pursuit and synchronization in hydrodynamic dipoles

Describes a project that uses

Uses Software

• CaterpillarSSA

This page was built for publication: Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q611372)