Identifying secondary series for stepwise common singular spectrum analysis
نویسندگان
چکیده
منابع مشابه
Singular Spectrum Analysis for Time Series
Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA aims at decomposing the original series into a sum of a small number of interpretable components such as a slowly varying trend, oscillatory components and a ‘...
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ژورنال
عنوان ژورنال: ORiON
سال: 2013
ISSN: 2224-0004
DOI: 10.5784/29-2-134