Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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Cited in
(73)- An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series
- Statistical dimension estimation in singular spectrum analysis
- Analysis of time series structure. SSA and related techniques
- The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool
- Modeling daily realized futures volatility with singular spectrum analysis
- Prony methods for recovery of structured functions
- Spatio-temporal predictions using multivariate singular spectrum analysis
- The ``Caterpillar-SSA method for analysis of time series with missing values
- Interval type-2 evolving fuzzy Kalman filter for processing of unobservable spectral components from uncertain experimental data
- 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
- Pre-processing and transfer entropy measures in motor neurons controlling limb movements
- On perturbation stability of SSA and MSSA forecasts and the supportiveness of time series
- Randomized singular spectrum analysis for long time series
- A new parsimonious recurrent forecasting model in singular spectrum analysis
- Approximations of the boundary crossing probabilities for the maximum of moving weighted sums
- Assessing the stability of long-horizon SSA forecasting
- On signal and extraneous roots in singular spectrum analysis
- Singular spectrum analysis for time series: Introduction to this special issue
- SSA of biomedical signals: a linear invariant systems approach
- Singular spectrum analysis for image processing
- A study of singular spectrum analysis with global optimization techniques
- A new peak fitting method for 1D solid-state \(^{29}\)Si NMR spectra based on singular spectrum analysis
- On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
- Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
- Singular spectrum analysis based on the perturbation theory
- A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting
- Approximate Projectors in Singular Spectrum Analysis
- Filtering and frequency interpretations of singular spectrum analysis
- Deconvolution of a discrete uniform distribution
- The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis
- Signal extraction and forecasting of the UK tourism income time series: a singular spectrum analysis approach
- Frequency-Weighted Singular Spectrum Analysis for Time Series
- Singular Spectrum Analysis and Circulant Maximum Variance Frames
- New developments in the forecasting of monthly overnight stays in the north region of Portugal
- Singular spectrum analysis based on the minimum variance estimator
- Common singular spectrum analysis of several time series
- Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity
- Pursuit and synchronization in hydrodynamic dipoles
- A method for fast and robust sungular spectrum analysis
- Statistical methods for predicting e-cigarette use events based on beat-to-beat interval (BBI) data collected from wearable devices
- A method of trend extraction using singular spectrum analysis
- Approximation of quasiperiodic signal phase trajectory using directional regression
- A review on singular spectrum analysis for economic and financial time series
- 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
- Singular spectrum analysis (SSA) based hybrid models for emergency ambulance demand (EAD) time series forecasting
- Fast ESPRIT algorithms based on partial singular value decompositions
- Empirical comparison of Box-Jenkins models, artificial neural network and singular spectrum analysis in forecasting time series
- A new approach for the vector forecast algorithm in singular spectrum analysis
- 2D-extension of singular spectrum analysis: algorithm and elements of theory
- scientific article; zbMATH DE number 6951443 (Why is no real title available?)
- On singular spectrum analysis and stepwise time series reconstruction
- Variations of singular spectrum analysis for separability improvement: non-orthogonal decompositions of time series
- Singular spectrum analysis for time series
- Iterative filtering as a direct method for the decomposition of nonstationary signals
- Difference-based methods for truncating the singular value decomposition
- A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
- Weighted norms in subspace-based methods for time series analysis.
- Noise correction in gene expression data: a new approach based on subspace method
- Extraction of sea temperature in the Barents Sea by a scale space multiresolution method -- prospects for Atlantic salmon
- An improved SSA forecasting result based on a filtered recurrent forecasting algorithm
- Semi-nonparametric singular spectrum analysis with projection
- Stochastic algorithms for solving structured low-rank matrix approximation problems
- Functional singular spectrum analysis
- Introduction to this special issue
- Multiscale forecasting models
- The benefits of multivariate singular spectrum analysis over the univariate version
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