Separability and window length in singular spectrum analysis

DOI10.1016/J.CRMA.2011.07.012zbMath1232.62122OpenAlexW1981693973MaRDI QIDQ640900

Rahim Mahmoudvand, Hossein Hassani, Mohammad Zokaei

Publication date: 21 October 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.07.012

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (14)

Vector and recurrent singular spectrum analysis: which is better at forecasting? ⋮ Difference-based Methods for Truncating the Singular Value Decomposition ⋮ Unnamed Item ⋮ selection of window length for singular spectrum analysis ⋮ A new approach for the vector forecast algorithm in singular spectrum analysis ⋮ A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis ⋮ Forecasting before, during, and after recession with singular spectrum analysis ⋮ A study of singular spectrum analysis with global optimization techniques ⋮ Designing a framework to improve time series data of construction projects: application of a simulation model and singular spectrum analysis ⋮ The benefits of multivariate singular spectrum analysis over the univariate version ⋮ On the Optimal Parameters for Reconstruction and Forecasting in Singular Spectrum Analysis ⋮ مقایسهی تجربی مدلهای باکس- جنکینز، شبکههای عصبی مصنوعی و تحلیل مجموعهی مقادیر تکین در پیشبینی سریهای زمانی ⋮ Combining singular spectrum analysis and \(\mathrm{PAR}(p)\) structures to model wind speed time series ⋮ Exchange rate forecasting with optimum singular spectrum analysis

Uses Software

• CaterpillarSSA

Cites Work

• Singular spectrum analysis for time series: Introduction to this special issue
• A review on singular spectrum analysis for economic and financial time series
• Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
• Unnamed Item

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