Singular-spectrum analysis (SSA) is a powerful technique of time series analysis. SSA is based on a singular value decomposition of a ‘trajectory matrix’ obtained from the original time series with subsequent reconstruction of the series. A methodology of change-point detection in time series based on sequential application of the singular-spectrum analysis is proposed and studied. The underlyi...

Filtering ABSTRACT Singular spectrum analysis (SSA) and filtering methods were employed to extract the spontaneous low frequency components from voxel time courses acquired with a single-shot, gradient echo EPI sequence, and determine the functional synchrony in the human hippocampus region in order to distinguish Alzheimer’s disease subjects from age-matched controls. Their performances were e...

This paper looks at forecasting daily exchange rates for the United Kingdom, European Union, and China. Here, the authors evaluate the forecasting performance of neural networks (NN), vector singular spectrum analysis (VSSA), and recurrent singular spectrum analysis (RSSA) for forecasting exchange rates in these countries. The authors find statistically significant evidence based on the RMSE, t...

To optimize the number of decomposition layers in wavelet threshold denoising for ultrasonic signals, we propose a self-adaptive algorithm of determining the number of decomposition layers based on singular spectrum analysis and wavelet entropy. First the noise-containing signals are decomposed by discrete wavelet transform. The slope of the singular value spectrum for each layer is estimated. ...

Singular spectrum analysis, a technique to detect oscillations in short and noisy time series, was Ðrst developed for geophysical applications. This work o†ers a generalization for long and noisy time series in astrophysical applications. The motivating problem is the detection of low-amplitude solar oscillations. Subject headings : methods : data analysis È Sun: oscillations

Hankel matrices are an important family of matrices that play a fundamental role in diverse fields of study, such as computer science, engineering, mathematics and statistics. In this paper, we study the behavior of the singular values of the Hankel matrix by changing its dimension. In addition, as an application, we use the obtained results for choosing the optimal values of the parameters of ...

A novel mineral slurry assaying method combining visible and near-infrared reflectance spectroscopy and traditional X-ray fluorescence has recently been developed. The improved method is capable of high-frequency assaying of slurry grades in zinc and copper flotation, thus being able to reveal possible rapid oscillations in the grades. In this study, the new measurements are used to detect osci...