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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| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer US : Imprint: Springer,
1996.
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| Edition: | 1st ed. 1996. |
| Series: | Springer eBook Collection.
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| Subjects: | |
| Online Access: | Click to view e-book |
| Holy Cross Note: | Loaded electronically. Electronic access restricted to members of the Holy Cross Community. |