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100   $a20180625d2018      u|         0
101 0 $aeng
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181   $ctxt$2rdacontent
182   $cc$2rdamedia
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200 10$aSingular Spectrum Analysis $eUsing R /$fby Hossein Hassani, Rahim Mahmoudvand
205   $a1st ed. 2018.
210  1$aLondon :$cPalgrave Macmillan UK :$cImprint: Palgrave Pivot,$d2018.
215   $a1 online resource (158 pages)
225 1 $aPalgrave Advanced Texts in Econometrics,$x2662-639X
311   $a1-137-40950-9 
327   $aPreface -- 1. Univariate Singular Spectrum Analysis -- 2. Multivariate Singular Spectrum Analysis -- 3. Applications of Singular Spectrum Analysis -- 4. More on Filtering and Forecasting by SSA -- A. A Short Introduction to R  -- B. Theoretical explanations. .
330   $aThis book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical aspects underlying SSA, but also provides a comprehensive guide enabling the user to apply the theory in practice using the R software. Further, it provides the user with step- by- step coding and guidance for the practical application of the SSA technique to analyze their time series databases using R. The first two chapters present basic notions of univariate and multivariate SSA and their implementations in R environment. The next chapters discuss the applications of SSA to change point detection, missing-data imputation, smoothing and filtering. This book is appropriate for researchers, upper level students (masters level and beyond) and practitioners wishing to revive their knowledge of times series analysis or to quickly learn about the main mechanisms of SSA. .
410  0$aPalgrave Advanced Texts in Econometrics,$x2662-639X
606   $aEconomics
606   $aManagement science
606   $aR (Computer program language)
606   $aEconomics, general$3https://scigraph.springernature.com/ontologies/product-market-codes/W00000
615  0$aEconomics.
615  0$aManagement science.
615  0$aR (Computer program language)
615 14$aEconomics, general.
676   $a005.3
700   $aHassani$b Hossein$4aut$4http://id.loc.gov/vocabulary/relators/aut$0976191
702   $aMahmoudvand$b Rahim$4aut$4http://id.loc.gov/vocabulary/relators/aut
906   $aBOOK
912   $a9910299647803321
996   $aSingular Spectrum Analysis$92528674
997   $aUNINA