Frequency-Weighted Singular Spectrum Analysis for Time Series

DOI10.1142/S2424922X22500097OpenAlexW4284994506MaRDI QIDQ5887327

Kenji Kume, Unnamed Author, Unnamed Author

Publication date: 18 April 2023

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

Full work available at URL: https://doi.org/10.1142/s2424922x22500097

zbMATH Keywords

optimal filtersingular spectrum analysisfrequency weighting

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• SSA of biomedical signals: a linear invariant systems approach
• Singular spectrum analysis for time series.
• An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series

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