Singular Spectrum Analysis

Author:

Yarmohammadi Masoud

Publisher

Springer International Publishing

Reference28 articles.

1. Alderite, A. A. (2019). Example of singular spectrum analysis [Method]. Davao Oriental State University. https://www.researchgate.net/publication/336512288

2. Broomhead, D. S., & King, G. P. (1986). Extracting qualitative dynamics from experimental data. Physica D, 20, 217–236.

3. Danilov, D., & Zhigljavsky, A. (1997). Principal components of time series: The ‘Caterpillar’ method. University of St. Petersburg, St. Petersburg (in Russian).

4. de Carvalho, M., Rodrigues, P. C., & Rue, A. (2012). Tracking the US business cycle with a singular spectrum analysis. Economics Letters, 114, 32–35.

5. Golyandina, N. (2010). On the choice of parameters in singular spectrum analysis and related subspace-based methods. Statistics and Its Interface, 3(3), 259–279.

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