Analysis of Time Series Structure (English, Nina Golyandina | Vladimir Nekrutkin | Anatoly A. Zhigljavsky)
by Nina Golyandina | Vladimir Nekrutkin | Anatoly A. Zhigljavsky
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About the Book
Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time series analysis and well known in nonlinear physics and signal processing. However, despite the promise it holds for time series applications in other disciplines, SSA is not widely known among statisticians and econometrists, and although the basic SSA algorithm looks simple, understanding…
ISBN: 9781584881940
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