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

DOI10.1007/S11424-014-3301-8zbMATH Open1294.93076OpenAlexW2060208741MaRDI QIDQ741876FDOQ741876

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

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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)

Cites Work

• A test for independence based on the correlation dimension
• Title not available (Why is that?)
• A priori error analysis of the Petrov-Galerkin Crank-Nicolson scheme for parabolic optimal control problems
• Analysis of time series structure. SSA and related techniques
• A review on singular spectrum analysis for economic and financial time series
• 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
• Title not available (Why is that?)

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

Uses Software

• CaterpillarSSA

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