An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series

DOI10.1142/S2424922X1850002XzbMath1392.62267OpenAlexW2782277850MaRDI QIDQ4600600

Naoko Nose-Togawa, Kenji Kume

Publication date: 11 January 2018

Published in: Advances in Data Science and Adaptive Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2424922x1850002x

zbMATH Keywords

time seriesorthogonal decompositiongroupingsingular spectrum analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Frequency-Weighted Singular Spectrum Analysis for Time Series

Uses Software

• CaterpillarSSA

Cites Work

• Unnamed Item
• SSA of biomedical signals: a linear invariant systems approach
• Singular spectrum analysis for time series.
• Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
• Mapping the channels of communication between the tropics and higher latitudes in the atmosphere

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