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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 | ||
| ||