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Singular spectrum analysis for time series / / Nina Golyandina, Anatoly Zhigljavsky
| Singular spectrum analysis for time series / / Nina Golyandina, Anatoly Zhigljavsky |
| Autore | Golyandina Nina |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer, , [2020] |
| Descrizione fisica | 1 online resource (IX, 146 p. 44 illus., 38 illus. in color.) |
| Disciplina | 519.55 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Time-series analysis - Mathematical models
Spectrum analysis |
| ISBN | 3-662-62436-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 1.1 Overview of SSA methodology and the structure of the book -- 1.2 SSA and other techniques -- 1.3 Computer implementation of SSA -- 1.4 Historical and bibliographical remarks -- 1.5 Common symbols and acronyms -- 2 Basic SSA - 2.1 The main algorithm -- 2.2 Potential of Basic SSA -- 2.3 Models of time series and SSA objectives -- 2.4 Choice of parameters in Basic SSA -- 2.5 Some variations of Basic SSA -- 2.6 Multidimensional and multivariate extensions of SSA -- 3 SSA for forecasting, interpolation, filtering and estimation -- 3.1 SSA forecasting algorithms -- 3.2 LRR and associated characteristic polynomials -- 3.3 Recurrent forecasting as approximate continuation -- 3.4 Confidence bounds for the forecasts -- 3.5 Summary and recommendations on forecasting parameters -- 3.6 Case study: ‘Fortified wine’ -- 3.7 Imputation of missing values -- 3.8 Subspace-based methods and estimation of signal parameters -- 3.9 SSA and filters -- 3.10 Multidimensional/Multivariate SSA. |
| Record Nr. | UNISA-996418188603316 |
Golyandina Nina
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| Berlin, Germany : , : Springer, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Singular spectrum analysis for time series / / Nina Golyandina, Anatoly Zhigljavsky
| Singular spectrum analysis for time series / / Nina Golyandina, Anatoly Zhigljavsky |
| Autore | Golyandina Nina |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer, , [2020] |
| Descrizione fisica | 1 online resource (IX, 146 p. 44 illus., 38 illus. in color.) |
| Disciplina | 519.55 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Time-series analysis - Mathematical models
Spectrum analysis |
| ISBN | 3-662-62436-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 1.1 Overview of SSA methodology and the structure of the book -- 1.2 SSA and other techniques -- 1.3 Computer implementation of SSA -- 1.4 Historical and bibliographical remarks -- 1.5 Common symbols and acronyms -- 2 Basic SSA - 2.1 The main algorithm -- 2.2 Potential of Basic SSA -- 2.3 Models of time series and SSA objectives -- 2.4 Choice of parameters in Basic SSA -- 2.5 Some variations of Basic SSA -- 2.6 Multidimensional and multivariate extensions of SSA -- 3 SSA for forecasting, interpolation, filtering and estimation -- 3.1 SSA forecasting algorithms -- 3.2 LRR and associated characteristic polynomials -- 3.3 Recurrent forecasting as approximate continuation -- 3.4 Confidence bounds for the forecasts -- 3.5 Summary and recommendations on forecasting parameters -- 3.6 Case study: ‘Fortified wine’ -- 3.7 Imputation of missing values -- 3.8 Subspace-based methods and estimation of signal parameters -- 3.9 SSA and filters -- 3.10 Multidimensional/Multivariate SSA. |
| Record Nr. | UNINA-9910484289003321 |
|
Golyandina Nina
|
||
| Berlin, Germany : , : Springer, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Singular Spectrum Analysis for Time Series / / by Nina Golyandina, Anatoly Zhigljavsky
| Singular Spectrum Analysis for Time Series / / by Nina Golyandina, Anatoly Zhigljavsky |
| Autore | Golyandina Nina |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (IX, 146 p. 44 illus., 38 illus. in color.) |
| Disciplina | 519.55 |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Statistics
Signal processing Biometry Statistical Theory and Methods Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Signal, Speech and Image Processing Statistics in Business, Management, Economics, Finance, Insurance Biostatistics |
| ISBN | 3-662-62436-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 1.1 Overview of SSA methodology and the structure of the book -- 1.2 SSA and other techniques -- 1.3 Computer implementation of SSA -- 1.4 Historical and bibliographical remarks -- 1.5 Common symbols and acronyms -- 2 Basic SSA - 2.1 The main algorithm -- 2.2 Potential of Basic SSA -- 2.3 Models of time series and SSA objectives -- 2.4 Choice of parameters in Basic SSA -- 2.5 Some variations of Basic SSA -- 2.6 Multidimensional and multivariate extensions of SSA -- 3 SSA for forecasting, interpolation, filtering and estimation -- 3.1 SSA forecasting algorithms -- 3.2 LRR and associated characteristic polynomials -- 3.3 Recurrent forecasting as approximate continuation -- 3.4 Confidence bounds for the forecasts -- 3.5 Summary and recommendations on forecasting parameters -- 3.6 Case study: ‘Fortified wine’ -- 3.7 Imputation of missing values -- 3.8 Subspace-based methods and estimation of signal parameters -- 3.9 SSA and filters -- 3.10 Multidimensional/Multivariate SSA. |
| Record Nr. | UNINA-9910863136103321 |
|
Golyandina Nina
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Singular Spectrum Analysis for Time Series / / by Nina Golyandina, Anatoly Zhigljavsky
| Singular Spectrum Analysis for Time Series / / by Nina Golyandina, Anatoly Zhigljavsky |
| Autore | Golyandina Nina |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (125 p.) |
| Disciplina | 330.1951 |
| Altri autori (Persone) | ZhigljavskyAnatoly |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Statistics
Statistical Theory and Methods |
| ISBN |
1-299-19783-3
3-642-34913-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction: Preliminaries -- SSA Methodology and the Structure of the Book -- SSA Topics Outside the Scope of this Book -- Common Symbols and Acronyms -- Basic SSA: The Main Algorithm -- Potential of Basic SSA -- Models of Time Series and SSA Objectives -- Choice of Parameters in Basic SSA -- Some Variations of Basic SSA -- SSA for Forecasting, interpolation, Filtration and Estimation: SSA Forecasting Algorithms -- LRR and Associated Characteristic Polynomials -- Recurrent Forecasting as Approximate Continuation -- Confidence Bounds for the Forecast -- Summary and Recommendations on Forecasting Parameters -- Case Study: ‘Fortified Wine’ -- Missing Value Imputation -- Subspace-Based Methods and Estimation of Signal Parameters -- SSA and Filters. |
| Record Nr. | UNINA-9910438140003321 |
|
Golyandina Nina
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Singular Spectrum Analysis with R / / by Nina Golyandina, Anton Korobeynikov, Anatoly Zhigljavsky
| Singular Spectrum Analysis with R / / by Nina Golyandina, Anton Korobeynikov, Anatoly Zhigljavsky |
| Autore | Golyandina Nina |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XIII, 272 p. 121 illus., 106 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Use R! |
| Soggetto topico |
Statistics
Image processing - Digital techniques Computer vision Computer software Mathematical statistics - Data processing Biometry Statistical Theory and Methods Computer Imaging, Vision, Pattern Recognition and Graphics Mathematical Software Statistics in Business, Management, Economics, Finance, Insurance Statistics and Computing Biostatistics |
| ISBN | 3-662-57380-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Common symbols and acronyms -- Contents -- 1 Introduction: Overview -- 2 SSA analysis of one-dimensional time series -- 3 Parameter estimation, forecasting, gap filling -- 4 SSA for multivariate time series -- 5 Image processing -- Index -- References. |
| Record Nr. | UNINA-9910300115803321 |
|
Golyandina Nina
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||