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Signal Identification in Singular Spectrum Analysis - MaRDI portal

Signal Identification in Singular Spectrum Analysis

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DOI10.1111/anzs.12143zbMath1373.94627OpenAlexW2306957893MaRDI QIDQ5361192

Atikur R. Khan, D. S. Poskitt

Publication date: 27 September 2017

Full work available at URL: https://doi.org/10.1111/anzs.12143

zbMATH Keywords

embedding dimension window length information theoretic analysis mean squared reconstruction error signal identification problem signal rank

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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On Singular Spectrum Analysis And Stepwise Time Series Reconstruction

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