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The benefits of multivariate singular spectrum analysis over the univariate version - MaRDI portal

The benefits of multivariate singular spectrum analysis over the univariate version (Q681209)

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scientific article; zbMATH DE number 6832190
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English
The benefits of multivariate singular spectrum analysis over the univariate version
scientific article; zbMATH DE number 6832190

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    The benefits of multivariate singular spectrum analysis over the univariate version (English)
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    30 January 2018
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    singular spectrum analysis (SSA)
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    multivariate version
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    time series analysis
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