Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
Author:
Affiliation:
1. St. Petersburg State University St. Petersburg Russia
Publisher
Wiley
Subject
Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/wics.1487
Reference106 articles.
1. A method of trend extraction using singular spectrum analysis;Alexandrov T.;RevStat,2009
2. Distinguishing modulated oscillations from coloured noise in multivariate datasets
3. Monte Carlo SSA: Detecting irregular oscillations in the Presence of Colored Noise
4. CramÉr–Rao Bounds for Multiple Poles and Coefficients of Quasi-Polynomials in Colored Noise
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