Singular spectrum analysis for time series.

DOI10.1007/978-3-642-34913-3zbMath1276.62053OpenAlexW4297709905WikidataQ60627725 ScholiaQ60627725MaRDI QIDQ690695

Nina Golyandina, Anatoly A. Zhigljavsky

Publication date: 28 November 2012

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-34913-3

zbMATH Keywords

predictionsingular value decompositionstationary processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Prediction theory (aspects of stochastic processes) (60G25)

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