Spatio-temporal predictions using multivariate singular spectrum analysis

MaRDI QIDQ1753177zbMATH OpenFDO

Authors Richard Awichi

Publication date 28 May 2018

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1526522420

zbMATH Keywords

spatial dependencetime series analysisinverse distance weightingMSSA

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Singular spectrum analysis for time series.
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Cited in

(3)

• Spatial early warning signals for tipping points using dynamic mode decomposition
• Modeling and prediction of multivariate space-time random fields
• Predictive Oscillation Patterns: A Synthesis of Methods for Spatial-Temporal Decomposition of Random Fields

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