Singular Spectrum Analysis A New Tool in Time Series Analysis / by J.B. Elsner, A.A. Tsonis.

The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis· is unfortunate since the traditional eigenvalue decompos...

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Bibliographic Details
Main Authors: Elsner, J.B (Author), Tsonis, A.A (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Published: New York, NY : Springer US : Imprint: Springer, 1996.
Edition:1st ed. 1996.
Series:Springer eBook Collection.
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.