Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity

DOI10.1016/j.camwa.2010.05.028zbMath1201.86011OpenAlexW2001012548MaRDI QIDQ611372

Roberto Carniel, Dario Fasino, Enrico Bozzo

Publication date: 14 December 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2010.05.028

zbMATH Keywords

time seriesFourier analysisToeplitz matricessingular spectrum analysisvolcanic tremor

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Geostatistics (86A32) Computational methods for problems pertaining to geophysics (86-08) Toeplitz, Cauchy, and related matrices (15B05)

Related Items (4)

Singular Spectrum Analysis and Circulant Maximum Variance Frames ⋮ Time-Delay Observables for Koopman: Theory and Applications ⋮ Exchange rate forecasting with optimum singular spectrum analysis ⋮ Pursuit and synchronization in hydrodynamic dipoles

Uses Software

• CaterpillarSSA

Cites Work

• Spectra of multilevel Toeplitz matrices: Advanced theory via simple matrix relationships
• Absolute equal distribution of families of finite sets.
• A unifying approach to some old and new theorems on distribution and clustering
• Distribution results on the algebra generated by Toeplitz sequences: A finite-dimensional approach
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Relationship between singular spectrum analysis and Fourier analysis: theory and application to the monitoring of volcanic activity