A novel similarity measure based on eigenvalue distribution

DOI10.1016/j.trmi.2016.08.001zbMath1432.62379OpenAlexW2521606429MaRDI QIDQ336004

Mansi Ghodsi, Hossein Hassani, Xu Huang

Publication date: 10 November 2016

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2016.08.001

zbMATH Keywords

singular value decompositioneigenvalue distributionsimilarity measuremultivariate

Mathematics Subject Classification ID

Applications of statistics (62P99)

Uses Software

• CaterpillarSSA

Cites Work

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• Prediction of steel prices: a comparison between a conventional regression model and MSSA
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• Extracting qualitative dynamics from experimental data
• Bootstrap methods: another look at the jackknife
• A SHORT NOTE ON THE PATTERN OF THE SINGULAR VALUES OF A SCALED RANDOM HANKEL MATRIX
• MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY
• Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
• Multivariate singular spectrum analysis for forecasting revisions to real-time data
• An analysis of variance test for normality (complete samples)
• On Information and Sufficiency
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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