CaterpillarSSA

swMATH20106MaRDI QIDQ31928FDOQ31928

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Cited In (78)

• An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series
• MCOV
• MDPCA
• MACF
• Nonlinear kernel density principal component analysis with application to climate data
• On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
• Tensor factorisation for narrowband single channel source decomposition
• 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
• Vector and recurrent singular spectrum analysis: which is better at forecasting?
• A new approach for the vector forecast algorithm in singular spectrum analysis
• Tourist number prediction of historic buildings by singular spectrum analysis
• Extraction of sea temperature in the Barents Sea by a scale space multiresolution method -- prospects for Atlantic salmon
• Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression
• Analysis of time series structure. SSA and related techniques
• Moving dynamic principal component analysis for non-stationary multivariate time series
• On the asymptotical separation of linear signals from harmonics by singular spectrum analysis
• New approaches to nonparametric density estimation and selection of smoothing parameters
• Prony methods for recovery of structured functions
• Modeling daily realized futures volatility with singular spectrum analysis
• Designing a framework to improve time series data of construction projects: application of a simulation model and singular spectrum analysis
• The ``Caterpillar-SSA method for analysis of time series with missing values
• Spectral modeling of time series with missing data
• Multivariate posterior singular spectrum analysis
• Basic singular spectrum analysis and forecasting with R
• On the singular values of the Hankel matrix with application in singular spectrum analysis
• Randomized singular spectrum analysis for long time series
• Correlators of polynomial processes
• Search for weights in the problem of finite-rank signal estimation in the presence of random noise
• On the least-squares fitting of data by sinusoids
• Prediction of chaotic dynamical processes based on detection of regular component
• Comparison of families of algorithms for recognizing abnormal behavior of dynamic systems
• Approximations of the boundary crossing probabilities for the maximum of moving weighted sums
• A study of singular spectrum analysis with global optimization techniques
• Singular spectrum analysis based on the perturbation theory
• Fast Cadzow's algorithm and a gradient variant
• Filtering and frequency interpretations of singular spectrum analysis
• Posterior singular spectrum analysis
• Singular spectrum analysis based on the minimum variance estimator
• Common singular spectrum analysis of several time series
• Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity
• On estimates of the spectrum of a linear operator
• Smoothing non-stationary time series using the discrete cosine transform
• An iterative approach for decomposition of multi-component non-stationary signals based on eigenvalue decomposition of the Hankel matrix
• Multivariate singular spectrum analysis for forecasting revisions to real-time data
• Improvement of separability of time series in singular spectrum analysis using the method of independent component analysis
• itsmr
• ROBPCA
• sapa
• PSF
• A novel similarity measure based on eigenvalue distribution
• Forecasting before, during, and after recession with singular spectrum analysis
• Rmtstat
• Rssa
• pastecs
• MODISTools
• RobStatTM
• PAW
• Combining singular spectrum analysis and \(\mathrm{PAR}(p)\) structures to model wind speed time series
• Exchange rate forecasting with optimum singular spectrum analysis
• Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach
• A new approach for selecting the number of the eigenvalues in singular spectrum analysis
• MVR Composer
• Separability and window length in singular spectrum analysis
• GRU-ODE-Bayes
• Predicting daily exchange rate with singular spectrum analysis
• A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
• BRITS
• rccm
• Wavelet filtering of network traffic measurements
• A review of some modern approaches to the problem of trend extraction
• Nonlinear Laplacian spectral analysis: capturing intermittent and low‐frequency spatiotemporal patterns in high‐dimensional data
• Stochastic algorithms for solving structured low-rank matrix approximation problems
• Optimization challenges in the structured low rank approximation problem
• selection of window length for singular spectrum analysis
• Dependence measures for model selection in singular spectrum analysis
• The benefits of multivariate singular spectrum analysis over the univariate version
• Swarm intelligence-based hybrid models for short-term power load prediction

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