A note on window length selection in singular spectrum analysis (Q2802834)
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scientific article; zbMATH DE number 6574328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on window length selection in singular spectrum analysis |
scientific article; zbMATH DE number 6574328 |
Statements
27 April 2016
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dimension
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embedding
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forecasting
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mean squared error
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signal-noise separation
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time series reconstruction
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window length
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A note on window length selection in singular spectrum analysis (English)
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