Singular spectrum analysis for time series

DOI10.1007/978-3-662-62436-4MaRDI QIDQ2212844zbMATH OpenOpenAlexFDO

Authors Nina Golyandina, A. Zhigljavsky

Publication date 26 November 2020

Published in SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-662-62436-4

zbMATH Keywords

time seriessingular spectrum analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(24)

• Introduction to this special issue
• scientific article; zbMATH DE number 6951443 (Why is no real title available?)
• Assessing the stability of long-horizon SSA forecasting
• Singular spectrum analysis for time series: Introduction to this special issue
• Remark on the accuracy of recurrent forecasting in singular spectrum analysis
• Spatio-temporal predictions using multivariate singular spectrum analysis
• Singular Spectrum Analysis with R
• Singular Spectrum Analysis and Circulant Maximum Variance Frames
• Common singular spectrum analysis of several time series
• Singular spectrum analysis for time series.
• Basic singular spectrum analysis and forecasting with R
• Analysis of time series structure. SSA and related techniques
• A review on singular spectrum analysis for economic and financial time series
• Analyzing and forecasting financial series with singular spectral analysis
• scientific article; zbMATH DE number 5944404 (Why is no real title available?)
• A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
• On the robustness of singular spectrum analysis for long time series
• Search for weights in the problem of finite-rank signal estimation in the presence of random noise
• Asymptotical separation of harmonics by singular spectrum analysis
• On the asymptotical separation of linear signals from harmonics by singular spectrum analysis
• The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool
• The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis
• A new parsimonious recurrent forecasting model in singular spectrum analysis
• 2D-extension of singular spectrum analysis: algorithm and elements of theory

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