Singular spectrum analysis for time series.
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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(73)- A new approach for the vector forecast algorithm in singular spectrum analysis
- Interval type-2 evolving fuzzy Kalman filter for processing of unobservable spectral components from uncertain experimental data
- Extraction of sea temperature in the Barents Sea by a scale space multiresolution method -- prospects for Atlantic salmon
- Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
- A method for fast and robust sungular spectrum analysis
- Statistical methods for predicting e-cigarette use events based on beat-to-beat interval (BBI) data collected from wearable devices
- Functional singular spectrum analysis
- A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting
- Singular spectrum analysis (SSA) based hybrid models for emergency ambulance demand (EAD) time series forecasting
- A new peak fitting method for 1D solid-state \(^{29}\)Si NMR spectra based on singular spectrum analysis
- On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
- New developments in the forecasting of monthly overnight stays in the north region of Portugal
- Randomized singular spectrum analysis for long time series
- Introduction to this special issue
- On singular spectrum analysis and stepwise time series reconstruction
- Statistical dimension estimation in singular spectrum analysis
- Variations of singular spectrum analysis for separability improvement: non-orthogonal decompositions of time series
- scientific article; zbMATH DE number 6951443 (Why is no real title available?)
- A method of trend extraction using singular spectrum analysis
- Assessing the stability of long-horizon SSA forecasting
- On signal and extraneous roots in singular spectrum analysis
- Singular spectrum analysis for time series: Introduction to this special issue
- SSA of biomedical signals: a linear invariant systems approach
- Singular spectrum analysis for image processing
- Spatio-temporal predictions using multivariate singular spectrum analysis
- Multiscale forecasting models
- Singular Spectrum Analysis with R
- Frequency-Weighted Singular Spectrum Analysis for Time Series
- Singular Spectrum Analysis and Circulant Maximum Variance Frames
- Pre-processing and transfer entropy measures in motor neurons controlling limb movements
- Detecting Oscillations Hidden in Noise: Common Cycles in Atmospheric, Geomagnetic and Solar Data
- Noise correction in gene expression data: a new approach based on subspace method
- Stochastic algorithms for solving structured low-rank matrix approximation problems
- Common singular spectrum analysis of several time series
- Using multiple time series analysis for geosensor data forecasting
- Signal extraction and forecasting of the UK tourism income time series: a singular spectrum analysis approach
- On perturbation stability of SSA and MSSA forecasts and the supportiveness of time series
- Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity
- A study of singular spectrum analysis with global optimization techniques
- Singular spectrum analysis for time series
- The benefits of multivariate singular spectrum analysis over the univariate version
- Basic singular spectrum analysis and forecasting with R
- Singular spectrum analysis based on the perturbation theory
- Pursuit and synchronization in hydrodynamic dipoles
- Modeling daily realized futures volatility with singular spectrum analysis
- Prony methods for recovery of structured functions
- Filtering and frequency interpretations of singular spectrum analysis
- Iterative filtering as a direct method for the decomposition of nonstationary signals
- Approximation of quasiperiodic signal phase trajectory using directional regression
- Empirical comparison of Box-Jenkins models, artificial neural network and singular spectrum analysis in forecasting time series
- Semi-nonparametric singular spectrum analysis with projection
- Approximations of the boundary crossing probabilities for the maximum of moving weighted sums
- The ``Caterpillar-SSA method for analysis of time series with missing values
- Analysis of time series structure. SSA and related techniques
- A review on singular spectrum analysis for economic and financial time series
- Approximate Projectors in Singular Spectrum Analysis
- Filtering out high frequencies in time series using F-transform
- A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
- Deconvolution of a discrete uniform distribution
- Singular spectrum time–series analysis and continuous transformation groups
- A novel signal extraction approach for filtering and forecasting noisy exponential series
- An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series
- Difference-based methods for truncating the singular value decomposition
- The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool
- Improvement of separability of time series in singular spectrum analysis using the method of independent component analysis
- Singular spectrum analysis based on the minimum variance estimator
- Multivariate posterior singular spectrum analysis
- 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
- An improved SSA forecasting result based on a filtered recurrent forecasting algorithm
- 2D-extension of singular spectrum analysis: algorithm and elements of theory
- Fast ESPRIT algorithms based on partial singular value decompositions
- Weighted norms in subspace-based methods for time series analysis.
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