Forecasting before, during, and after recession with singular spectrum analysis

DOI10.1080/02664763.2013.810193OpenAlexW2077337795MaRDI QIDQ5129111

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Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.810193

zbMATH Keywords

forecastingrecessionsingular spectrum analysis

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Vector and recurrent singular spectrum analysis: which is better at forecasting? ⋮ Dependence measures for model selection in singular spectrum analysis

Uses Software

• CaterpillarSSA

Cites Work

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• A review on singular spectrum analysis for economic and financial time series
• Singular spectrum analysis based on the perturbation theory
• Separability and window length in singular spectrum analysis
• Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
• Predicting daily exchange rate with singular spectrum analysis
• Singular spectrum analysis based on the minimum variance estimator
• Extracting qualitative dynamics from experimental data
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Approximate Projectors in Singular Spectrum Analysis
• Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
• Multivariate singular spectrum analysis for forecasting revisions to real-time data

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