Singular spectrum analysis based on the minimum variance estimator
نویسندگان
چکیده
منابع مشابه
Singular Spectrum Analysis Based on the Minimum Variance Estimator
In recent years Singular Spectrum Analysis (SSA), used as a powerful technique in time series analysis, has been developed and applied to many practical problems. In this paper, we introduce the SSA technique based on the minimum variance estimator. We also consider the SSA technique based on the minimum variance and structured total least squares estimators in reconstructing and forecasting ti...
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ژورنال
عنوان ژورنال: Nonlinear Analysis: Real World Applications
سال: 2010
ISSN: 1468-1218
DOI: 10.1016/j.nonrwa.2009.05.009