Singular Spectrum Analysis for Time Series

Available
0
StarStarStarStarStar
0Reviews
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 s...
Read more
E-book
pdf
Price
49.99 £
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 s...
Read more
Follow the Author

Options

  • Formats: pdf
  • ISBN: 9783642349133
  • Publication Date: 19 Jan 2013
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM