Remark on the accuracy of recurrent forecasting in singular spectrum analysis

DOI10.1134/S1063454123010090MaRDI QIDQ6040314

V. V. Nekrutkin

Publication date: 25 May 2023

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic analysissignal processingsingular spectrum analysisrecurrent forecast

Mathematics Subject Classification ID

Statistics (62-XX) Inference from stochastic processes (62Mxx) Approximation methods and numerical treatment of dynamical systems (37Mxx)

Related Items (1)

Asymptotical separation of harmonics by singular spectrum analysis

Cites Work

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• On the choice of parameters in singular spectrum analysis and related subspace-based methods
• Perturbation expansions of signal subspaces for long signals
• Two asymptotic approaches for the exponential signal and harmonic noise in singular spectrum analysis
• Singular spectrum analysis for time series
• On the asymptotical separation of linear signals from harmonics by singular spectrum analysis
• The Theory of Linear Prediction

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