The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis

DOI10.1007/S11232-005-0077-YMaRDI QIDQ844302zbMATHOpenAlexFDO

Authors I. A. Istomin, O. L. Kotlyarov, Alexander Loskutov

Publication date 18 January 2010

Published in Theoretical and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11232-005-0077-y

zbMATH Keywords

forecasttime serieschaoslocal approximation

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

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Cites work

• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Extracting qualitative dynamics from experimental data
• Measuring the strangeness of strange attractors
• Oscillation and chaos in physiological control systems
• Regularized local linear prediction of chaotic time series
• Towards long-term prediction

Cited in

(9)

• Singular spectrum analysis for time series: Introduction to this special issue
• scientific article; zbMATH DE number 6725675 (Why is no real title available?)
• Extrapolation of time series by their structural properties
• Pyramidal method of extrapolation for short time series
• Spatial generalization of ``pyramidal data extrapolation method
• Approximate Projectors in Singular Spectrum Analysis
• The use of the inverse problem of spectral analysis to forecast time series
• Problems of nonlinear dynamics: III. Local methods of time series forecasting
• An algorithm for the filtration and extrapolation of time series by splines

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Uses Software

• UNCMND
• pchip

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