Randomized singular spectrum analysis for long time series
Author:
Affiliation:
1. CAST, Faculty of Natural Sciences, University of Tampere, Tampere, Finland
2. Department of Statistics, Federal University of Bahia, Salvador, Brazil
3. Department of Statistics, Bu-Ali Sina University, Hamedan, Iran
Funder
Comissão de Aperfeiçoamento de Pessoal do Nível Superior
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00949655.2018.1462810
Reference30 articles.
1. Analysis of Time Series Structure
2. Singular Spectrum Analysis for Time Series
3. Singular Spectrum Analysis
4. Singular Spectrum Analysis for time series: Introduction to this special issue
5. Spectral methods for learning discrete latent tree models
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