Singular spectrum analysis for time series.
DOI10.1007/978-3-642-34913-3zbMATH Open1276.62053OpenAlexW4297709905WikidataQ60627725 ScholiaQ60627725MaRDI QIDQ690695FDOQ690695
Nina Golyandina, A. Zhigljavsky
Publication date: 28 November 2012
Published in: SpringerBriefs in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-34913-3
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Cited In (50)
- An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series
- Statistical dimension estimation in singular spectrum analysis
- Weighted norms in subspace-based methods for time series analysis
- Analysis of time series structure. SSA and related techniques
- 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
- The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool
- Prony methods for recovery of structured functions
- Modeling daily realized futures volatility with singular spectrum analysis
- Interval type-2 evolving fuzzy Kalman filter for processing of unobservable spectral components from uncertain experimental data
- New developments in the forecasting of monthly overnight stays in the North Region of Portugal
- The ``Caterpillar-SSA method for analysis of time series with missing values
- Multivariate posterior singular spectrum analysis
- Basic singular spectrum analysis and forecasting with R
- A novel signal extraction approach for filtering and forecasting noisy exponential series
- Singular Spectrum Analysis with R
- Randomized singular spectrum analysis for long time series
- Pre-processing and transfer entropy measures in motor neurons controlling limb movements
- On Singular Spectrum Analysis And Stepwise Time Series Reconstruction
- Approximations of the boundary crossing probabilities for the maximum of moving weighted sums
- Singular spectrum analysis for time series: Introduction to this special issue
- Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
- A study of singular spectrum analysis with global optimization techniques
- Extraction of sea temperature in the Barents Sea by a scale space multiresolution method – prospects for Atlantic salmon
- Approximate Projectors in Singular Spectrum Analysis
- Frequency-Weighted Singular Spectrum Analysis for Time Series
- Deconvolution of a discrete uniform distribution
- The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis
- Statistical methods for predicting e-cigarette use events based on beat-to-beat interval (BBI) data collected from wearable devices
- Pursuit and synchronization in hydrodynamic dipoles
- Approximation of quasiperiodic signal phase trajectory using directional regression
- Detecting Oscillations Hidden in Noise: Common Cycles in Atmospheric, Geomagnetic and Solar Data
- Improvement of separability of time series in singular spectrum analysis using the method of independent component analysis
- Singular spectrum time–series analysis and continuous transformation groups
- Using multiple time series analysis for geosensor data forecasting
- Filtering out high frequencies in time series using F-transform
- Fast ESPRIT algorithms based on partial singular value decompositions
- A new approach for the vector forecast algorithm in singular spectrum analysis
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- Iterative filtering as a direct method for the decomposition of nonstationary signals
- A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
- Noise correction in gene expression data: a new approach based on subspace method
- An improved SSA forecasting result based on a filtered recurrent forecasting algorithm
- Functional singular spectrum analysis
- Stochastic algorithms for solving structured low-rank matrix approximation problems
- On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis
- The benefits of multivariate singular spectrum analysis over the univariate version
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- A new peak fitting method for 1D solid-state 29Si NMR spectra based on singular spectrum analysis
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