Singular Spectrum Analysis with R

DOI10.1007/978-3-662-57380-8zbMath1409.62007OpenAlexW2808220546MaRDI QIDQ3174851

Anton Korobeynikov, Nina Golyandina, Anatoly A. Zhigljavsky

Publication date: 18 July 2018

Published in: Use R! (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-662-57380-8

zbMATH Keywords

image processingsingular value decompositionseparabilityforecastingsignal processingprinciple component analysissingular spectrum analysisSSAtime series processinggap fillings

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (7)

Big Data: Forecasting and Control for Tourism Demand ⋮ Analyzing and forecasting financial series with singular spectral analysis ⋮ Analysis of temperature and humidity in Oman using singular spectrum analysis ⋮ Unnamed Item ⋮ On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis ⋮ Blind deconvolution of covariance matrix inverses for autoregressive processes ⋮ New developments in the forecasting of monthly overnight stays in the North Region of Portugal

Uses Software

• LAPACK
• R
• FFTW
• CRAN
• forecast
• raster
• SLRA
• devtools
• Rssa
• svd
• BioSSA
• TSDL

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