A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting

DOI10.22124/JMM.2023.25412.2262MaRDI QIDQ6151441FDOQ6151441

Authors:

Publication date: 11 March 2024

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zbMATH Keywords

forecastingtime seriessingular value decompositioncontaminated data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• Extracting qualitative dynamics from experimental data
• A note on window length selection in singular spectrum analysis
• On the optimal parameters for reconstruction and forecasting in singular spectrum analysis
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• selection of window length for singular spectrum analysis
• A new parsimonious recurrent forecasting model in singular spectrum analysis
• Singular Spectrum Analysis with R
• A new approach for the vector forecast algorithm in singular spectrum analysis
• Forecasting daily exchange rates: a comparison between SSA and MSSA

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