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Singular Spectrum Analysis with R
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This comprehensive and richly illustrated volume provides up-to-date material on Singular Spectrum Analysis (SSA). SSA is a well-known methodology for the analy
Singular Spectrum Analysis for Time Series
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Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate stati
Singular Spectrum Analysis
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Authors: Hossein Hassani
Categories: Business & Economics
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This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior a
Analysis of Time Series Structure
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Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time s
Singular Spectrum Analysis
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The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are th