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Singular spectrum analysis for time series
This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturall...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2020
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-662-62436-4 http://cds.cern.ch/record/2746909 |