Singular systems analysis as a moving-window spectral method

DOI10.1017/S0956792597003380MaRDI QIDQ4236414zbMATH OpenOpenAlexFDO

Authors G. C. Kember, A. C. Fowler

Publication date 14 December 1999

Published in European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0956792597003380

zbMATH Keywords

empirical orthogonal functionsprincipal component analysissingular systems analysisspectral analysistime series

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and spectral analysis (62M15)

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(8)

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• Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes
• Singular spectrum time–series analysis and continuous transformation groups
• Detecting Oscillations Hidden in Noise: Common Cycles in Atmospheric, Geomagnetic and Solar Data
• ADAPTIVE FILTERING AND PREDICTION OF NOISY MULTIVARIATE SIGNALS: AN APPLICATION TO SUBANNUAL VARIABILITY IN ATMOSPHERIC ANGULAR MOMENTUM
• SSA of biomedical signals: a linear invariant systems approach
• Filtering and frequency interpretations of singular spectrum analysis
• Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity

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