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Beschreibung
The singular spectrum analysis (SSA) is a novel technique of time series analysis and forecast. This comprehensive, unified work presents both the methodology and theory of SSA. The authors use a large amount of illustrative material to elucidate the key ideas of the methodology, to demonstrate its power, and to caution readers about snags. They proceed to discuss why, when, and how the method works.
The singular spectrum analysis (SSA) is a novel technique of time series analysis and forecast. This comprehensive, unified work presents both the methodology and theory of SSA. The authors use a large amount of illustrative material to elucidate the key ideas of the methodology, to demonstrate its power, and to caution readers about snags. They proceed to discuss why, when, and how the method works.
Über den Autor
Nina Golyandina
Inhaltsverzeichnis
PART I: Basic SSA. SSA Forecasting. SSA Detection of Structural Changes. PART II: Singular Value Decomposition. Time Series of Finite Rank. SVD of Trajectory Matrices
Details
Erscheinungsjahr: 2001
Fachbereich: Allgemeines
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
ISBN-13: 9781584881940
ISBN-10: 1584881941
Sprache: Englisch
Einband: Gebunden
Autor: Golyandina, Nina
Nekrutkin, Vladimir
Zhigljavsky, Anatoly A
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 240 x 161 x 22 mm
Von/Mit: Nina Golyandina (u. a.)
Erscheinungsdatum: 01.01.2001
Gewicht: 0,646 kg
Artikel-ID: 128519980

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