Statistical dimension estimation in singular spectrum analysis

DOI10.1007/BF02589172MaRDI QIDQ3598357zbMATH OpenOpenAlexFDO

Authors Francesco Lisi

Publication date 3 February 2009

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02589172

zbMATH Keywords

chaotic modelsfilteringsingular spectrum analysis

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

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Cites work

• Adaptive Principal Surfaces
• Embedology
• Extracting qualitative dynamics from experimental data
• On noise reduction methods for chaotic data

Cited in

(10)

• Statistical estimation of multidimensional parameter of spectral density. II
• Multivariate posterior singular spectrum analysis
• Dependence measures for model selection in singular spectrum analysis
• Singular Spectrum Analysis with R
• On the choice of parameters in singular spectrum analysis and related subspace-based methods
• SSA of biomedical signals: a linear invariant systems approach
• Discriminant Analysis with Singular Covariance Matrices: Methods and Applications to Spectroscopic Data
• Filtering and frequency interpretations of singular spectrum analysis
• Separability and window length in singular spectrum analysis
• The benefits of multivariate singular spectrum analysis over the univariate version

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