The Decomposition and Forecasting of Mutual Investment Funds Using Singular Spectrum Analysis

Singular spectrum analysis (SSA) is a non-parametric method that breaks down a time series into a set of components that can be interpreted and grouped as trend, periodicity, and noise, emphasizing the separability of the underlying components and separate periodicities that occur at different time...

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Detalles Bibliográficos
Autores principales: Rodrigues, Paulo Canas, Pimentel, Jonatha, Messala, Patrick, Kazemi, Mohammad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516519/
https://www.ncbi.nlm.nih.gov/pubmed/33285858
http://dx.doi.org/10.3390/e22010083

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