Detection of signals by Monte Carlo singular spectrum analysis: multiple testing
نویسندگان
چکیده
منابع مشابه
Analysis of Process Dynamics with Monte Carlo Singular Spectrum Analysis
Singular spectrum analysis of time series observations can be visualized as a sliding window of width m moving down the time series x of length n, to determine the orthogonal patterns that best capture the variance presented by the window. It is designed to extract information from short and noisy time series. This allows the time series to be decomposed into various components, ideally separat...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2023
ISSN: ['1938-7989', '1938-7997']
DOI: https://doi.org/10.4310/sii.2023.v16.n1.a12