Singular spectrum time–series analysis and continuous transformation groups

DOI10.1098/RSPA.2003.1197zbMath1042.37061OpenAlexW1990870993MaRDI QIDQ3043466

Martin Nilsson Jacobi

Publication date: 6 August 2004

Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2003.1197

zbMATH Keywords

principal component analysisLie groupsspectral analysisspectral methodssingular spectrum analysistime-series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Meteorology and atmospheric physics (86A10) Time series analysis of dynamical systems (37M10)

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