A new approach for selecting the number of the eigenvalues in singular spectrum analysis

DOI10.1016/j.jfranklin.2015.10.015zbMath1395.94081OpenAlexW2107595860MaRDI QIDQ1660849

Nader Alharbi, Hossein Hassani

Publication date: 16 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.10.015

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (6)

A new approach for the vector forecast algorithm in singular spectrum analysis ⋮ A novel signal extraction approach for filtering and forecasting noisy exponential series ⋮ The benefits of multivariate singular spectrum analysis over the univariate version ⋮ Using matrix norms to estimate the direction of arrival of planar waves on an ULA ⋮ Using matrix norms to estimate the direction of arrival of planar waves on an ULA ⋮ Dependence measures for model selection in singular spectrum analysis

Uses Software

• itsmr
• CaterpillarSSA

Cites Work

• Prediction of steel prices: a comparison between a conventional regression model and MSSA
• Extracting fetal heart signal from noisy maternal ECG by multivariate singular spectrum analysis
• Periodicity analysis of DNA microarray gene expression time series profiles in mouse segmentation clock data
• Denoising deterministic time series
• Adaptive wavelet thresholding for image denoising and compression
• On the parametrization of classes of normal Hankel matrices
• A SHORT NOTE ON THE PATTERN OF THE SINGULAR VALUES OF A SCALED RANDOM HANKEL MATRIX
• Ideal spatial adaptation by wavelet shrinkage
• Introduction to Time Series and Forecasting
• Nonlinear Time Series Analysis
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