Singular spectrum analysis based on the minimum variance estimator
DOI10.1016/J.NONRWA.2009.05.009zbMATH Open1188.62278OpenAlexW2098166693MaRDI QIDQ974625FDOQ974625
Authors: Hossein Hassani 
Publication date: 3 June 2010
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2009.05.009
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
- Introduction to Time Series and Forecasting
- Title not available (Why is that?)
- Title not available (Why is that?)
- Signal enhancement-a composite property mapping algorithm
- Analysis of time series structure. SSA and related techniques
- Extracting qualitative dynamics from experimental data
- Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
- An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection
- The singular value decomposition and long and short spaces of noisy matrices
- Title not available (Why is that?)
- The ``Caterpillar-SSA method for analysis of time series with missing values
Cited In (21)
- Jensen-Marshall-Ky Fan-type inequalities and their applications in business profit management model
- Spatio-temporal predictions using multivariate singular spectrum analysis
- 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
- Forecasting mortality rate by singular spectrum analysis
- On the choice of parameters in singular spectrum analysis and related subspace-based methods
- A study of singular spectrum analysis with global optimization techniques
- Singular spectrum analysis based on the perturbation theory
- A method for fast and robust sungular spectrum analysis
- Singular spectrum analysis (SSA) based hybrid models for emergency ambulance demand (EAD) time series forecasting
- Forecasting before, during, and after recession with singular spectrum analysis
- Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach
- Discriminant Analysis with Singular Covariance Matrices: Methods and Applications to Spectroscopic Data
- Difference-based methods for truncating the singular value decomposition
- An improved SSA forecasting result based on a filtered recurrent forecasting algorithm
- Introduction to this special issue
- selection of window length for singular spectrum analysis
- The benefits of multivariate singular spectrum analysis over the univariate version
Uses Software
This page was built for publication: Singular spectrum analysis based on the minimum variance estimator
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q974625)
