Approximate Projectors in Singular Spectrum Analysis
نویسندگان
چکیده
Singular spectrum analysis (SSA) is a method of time-series analysis based on the singular value decomposition of an associated Hankel matrix. We present an approach to SSA using an effective and numerically stable high-degree polynomial approximation of a spectral projector, which also provides a means of time-series forecasting. Several numerical examples illustrating the algorithm are given.
منابع مشابه
Predicting the Brexit outcome using singular spectrum analysis
In a referendum conducted in the United Kingdom (UK) on June 23, 2016, $51.6\%$ of the participants voted to leave the European Union (EU). The outcome of this referendum had major policy and financial impact for both UK and EU, and was seen as a surprise because the predictions consistently indicate that the ``Remain'''' would get a majority. In this paper, we investigate whether the outcome o...
متن کاملSolving singular integral equations by using orthogonal polynomials
In this paper, a special technique is studied by using the orthogonal Chebyshev polynomials to get approximate solutions for singular and hyper-singular integral equations of the first kind. A singular integral equation is converted to a system of algebraic equations based on using special properties of Chebyshev series. The error bounds are also stated for the regular part of approximate solut...
متن کاملOn Approximate Stationary Radial Solutions for a Class of Boundary Value Problems Arising in Epitaxial Growth Theory
In this paper, we consider a non-self-adjoint, singular, nonlinear fourth order boundary value problem which arises in the theory of epitaxial growth. It is possible to reduce the fourth order equation to a singular boundary value problem of second order given by w''-1/r w'=w^2/(2r^2 )+1/2 λ r^2. The problem depends on the parameter λ and admits multiple solutions. Therefore, it is difficult to...
متن کاملA contribution to approximate analytical evaluation of Fourier series via an Applied Analysis standpoint; an application in turbulence spectrum of eddies
In the present paper, we shall attempt to make a contribution to approximate analytical evaluation of the harmonic decomposition of an arbitrary continuous function. The basic assumption is that the class of functions that we investigate here, except the verification of Dirichlet's principles, is concurrently able to be expanded in Taylor's representation, over a particular interval of their do...
متن کاملA Unique Approach of Noise Elimination from Electroencephalography Signals between Normal and Meditation State
In this paper, unique approach is presented for the electroencephalography (EEG) signals analysis. This is based on Eigen values distribution of a matrix which is called as scaled Hankel matrix. This gives us a way to find out the number of Eigen values essential for noise reduction and extraction of signal in singular spectrum analysis. This paper gives us an approach to classify the EEG signa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 24 شماره
صفحات -
تاریخ انتشار 2003