The benefits of multivariate singular spectrum analysis over the univariate version
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Publication:681209
DOI10.1016/J.JFRANKLIN.2017.09.008zbMATH Open1379.37139OpenAlexW2761731804WikidataQ57645634 ScholiaQ57645634MaRDI QIDQ681209FDOQ681209
Authors: Paulo Canas Rodrigues, Rahim Mahmoudvand 
Publication date: 30 January 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2017.09.008
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Cites Work
- Embedology
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- Singular spectrum analysis for time series.
- Analysis of time series structure. SSA and related techniques
- Multivariate singular spectrum analysis for forecasting revisions to real-time data
- A new approach for selecting the number of the eigenvalues in singular spectrum analysis
- Separability and window length in singular spectrum analysis
- selection of window length for singular spectrum analysis
- Spectral modeling of time series with missing data
- Forecasting mortality rate by multivariate singular spectrum analysis
- On the singular values of the Hankel matrix with application in singular spectrum analysis
- Forecasting mortality rate by singular spectrum analysis
Cited In (6)
- Multivariate posterior singular spectrum analysis
- Randomized singular spectrum analysis for long time series
- On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
- Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach
- A new approach for the vector forecast algorithm in singular spectrum analysis
- On singular spectrum analysis and stepwise time series reconstruction
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