Singular Spectrum Analysis for Time Series

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Singular Spectrum Analysis for Time Series by Nina Golyandina, Anatoly Zhigljavsky, Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Nina Golyandina, Anatoly Zhigljavsky ISBN: 9783642349133
Publisher: Springer Berlin Heidelberg Publication: January 19, 2013
Imprint: Springer Language: English
Author: Nina Golyandina, Anatoly Zhigljavsky
ISBN: 9783642349133
Publisher: Springer Berlin Heidelberg
Publication: January 19, 2013
Imprint: Springer
Language: English

Singular spectrum analysis (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 seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Singular spectrum analysis (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 seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.

More books from Springer Berlin Heidelberg

Cover of the book Recht ex machina by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book The Core of Economies with Asymmetric Information by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Arbeitsbuch Höhere Mathematik in Rezepten by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Investigations on Mesoscale Structure in Gas–Solid Fluidization and Heterogeneous Drag Model by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Glaucoma Update II by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Radiotherapy in Prostate Cancer by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Proceedings of the 18th International Symposium on Advancement of Construction Management and Real Estate by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Uncultivated Microorganisms by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Collaborative Financial Infrastructure Protection by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book GPCRs: From Deorphanization to Lead Structure Identification by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Atlas of Inflammatory Bowel Diseases by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Polymer Composites – Polyolefin Fractionation – Polymeric Peptidomimetics – Collagens by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Curiosity and Exploration by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Convergence of Food Security, Energy Security and Sustainable Agriculture by Nina Golyandina, Anatoly Zhigljavsky
Cover of the book Dynamic Optimization in Environmental Economics by Nina Golyandina, Anatoly Zhigljavsky
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy