Combining singular spectrum analysis and PAR(p) structures to model wind speed time series

DOI10.1007/S11424-014-3301-8MaRDI QIDQ741876zbMATH OpenOpenAlexFDO

Authors Moisés Lima de Menezes, Reinaldo Castro Souza, José Francisco Moreira Pessanha

Publication date 15 September 2014

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-014-3301-8

zbMATH Keywords

SSAwind speed seriesMSSAperiodic autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Eigenvalue problems (93B60) Application models in control theory (93C95) Stochastic systems in control theory (general) (93E03)

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Cites work

• scientific article; zbMATH DE number 1614156 (Why is no real title available?)
• scientific article; zbMATH DE number 3051789 (Why is no real title available?)
• A priori error analysis of the Petrov-Galerkin Crank-Nicolson scheme for parabolic optimal control problems
• A review on singular spectrum analysis for economic and financial time series
• A test for independence based on the correlation dimension
• Analysis of time series structure. SSA and related techniques
• Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
• On the optimal parameters for reconstruction and forecasting in singular spectrum analysis
• Separability and window length in singular spectrum analysis

Cited in

(2)

• Selection of window length in singular spectrum analysis of a time series
• Smoothing non-stationary time series using the discrete cosine transform

Describes a project that uses

Uses Software

• CaterpillarSSA

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