Study of automatic choice of parameters for forecasting in singular spectrum analysis

DOI10.4310/21-SII707OpenAlexW4288049955MaRDI QIDQ2172376

Andrey Pepelyshev, Safia Al-Marhoobi

Publication date: 15 September 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/21-sii707

zbMATH Keywords

humiditytemperaturerecurrent SSAvector SSA

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistics (62-XX)

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