Singular Spectrum Analysis: Methodology and Comparison

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. this paper, the performance of SSA tech nique considered by applying it well-known data set, namely, monthly accidental deaths USA. The results are com pared with those obtained using Box-Jenkins SARIMA models, ARAR algorithm Holt-Winter (as described Brockwell Davis (2002)). show that gives much more accurate forecast than other methods indicated above.