On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (Q5111778)
From MaRDI portal
scientific article; zbMATH DE number 7205081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Singular Spectrum Analysis And Stepwise Time Series Reconstruction |
scientific article; zbMATH DE number 7205081 |
Statements
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (English)
0 references
27 May 2020
0 references
singular value decomposition
0 references
Wold decomposition
0 references
signal-noise reconstruction
0 references
Grenander process
0 references
re-scaled trajectory matrix
0 references
principle components
0 references
unobserved components
0 references
0 references
0 references
0 references
0 references
