The ``Caterpillar-SSA method for analysis of time series with missing values

DOI10.1016/J.JSPI.2006.05.014zbMath1121.37065OpenAlexW2068251166WikidataQ60627734 ScholiaQ60627734MaRDI QIDQ997273

J. Martínez

Publication date: 23 July 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.014

zbMATH Keywords

time series analysismissing datasingular spectrum analysistime series of finite rank

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (3)

Spectral modeling of time series with missing data ⋮ Timescale effect estimation in time-series studies of air pollution and health: a singular spectrum analysis approach ⋮ Singular spectrum analysis based on the minimum variance estimator

Uses Software

• CaterpillarSSA

Cites Work

• Unnamed Item
• Unnamed Item

This page was built for publication: The ``Caterpillar-SSA method for analysis of time series with missing values