Separability and window length in singular spectrum analysis
DOI10.1016/J.CRMA.2011.07.012zbMATH Open1232.62122OpenAlexW1981693973MaRDI QIDQ640900FDOQ640900
Authors: Hossein Hassani, Rahim Mahmoudvand, Mohammad Zokaei 
Publication date: 21 October 2011
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2011.07.012
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Cites Work
- Analysis of time series structure. SSA and related techniques
- A review on singular spectrum analysis for economic and financial time series
- Singular spectrum analysis for time series: Introduction to this special issue
- Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
Cited In (15)
- Difference-based Methods for Truncating the Singular Value Decomposition
- مقایسهی تجربی مدلهای باکس- جنکینز، شبکههای عصبی مصنوعی و تحلیل مجموعهی مقادیر تکین در پیشبینی سریهای زمانی
- Designing a framework to improve time series data of construction projects: application of a simulation model and singular spectrum analysis
- On the Optimal Parameters for Reconstruction and Forecasting in Singular Spectrum Analysis
- A study of singular spectrum analysis with global optimization techniques
- Against the long-range spectral leakage of the cosine window family
- Forecasting before, during, and after recession with singular spectrum analysis
- Vector and recurrent singular spectrum analysis: which is better at forecasting?
- Combining singular spectrum analysis and \(\mathrm{PAR}(p)\) structures to model wind speed time series
- Exchange rate forecasting with optimum singular spectrum analysis
- A new approach for the vector forecast algorithm in singular spectrum analysis
- A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
- Title not available (Why is that?)
- selection of window length for singular spectrum analysis
- The benefits of multivariate singular spectrum analysis over the univariate version
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