Singular spectrum analysis based on the perturbation theory
DOI10.1016/J.NONRWA.2011.03.020zbMATH Open1225.94006OpenAlexW1987098267MaRDI QIDQ635237FDOQ635237
Authors: Hossein Hassani, Zhengyuan Xu, A. Zhigljavsky 
Publication date: 19 August 2011
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.03.020
Recommendations
- Singular spectrum analysis based on the minimum variance estimator
- Singular spectrum analysis for time series.
- Singular spectrum analysis for time series: Introduction to this special issue
- On perturbation stability of SSA and MSSA forecasts and the supportiveness of time series
- Filtering and frequency interpretations of singular spectrum analysis
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
- Introduction to Time Series and Forecasting
- A test for independence based on the correlation dimension
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Signal enhancement-a composite property mapping algorithm
- USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
- Analysis of time series structure. SSA and related techniques
- A review on singular spectrum analysis for economic and financial time series
- Extracting qualitative dynamics from experimental data
- Perturbation expansions of signal subspaces for long signals
- Extracting fetal heart signal from noisy maternal ECG by multivariate singular spectrum analysis
- Singular spectrum analysis based on the minimum variance estimator
- Entropy-based independence test
- Predicting daily exchange rate with singular spectrum analysis
- Noise in unspecified, nonlinear time series
- The sample autocorrelations of financial time series models
Cited In (12)
- Modeling daily realized futures volatility with singular spectrum analysis
- Multivariate posterior singular spectrum analysis
- A novel signal extraction approach for filtering and forecasting noisy exponential series
- On the choice of parameters in singular spectrum analysis and related subspace-based methods
- Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
- Singular spectrum analysis based on the minimum variance estimator
- Fault-tolerant filter design with quantized measurements
- Forecasting before, during, and after recession with singular spectrum analysis
- Dynamical analysis and perturbation solution of an SEIR epidemic model
- Separability and window length in singular spectrum analysis
- Denoising method based on singular spectrum analysis and its applications in calculation of maximal Lyapunov exponent
- selection of window length for singular spectrum analysis
Uses Software
This page was built for publication: Singular spectrum analysis based on the perturbation theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q635237)
