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...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Elsner, J.B (Awdur), Tsonis, A.A (Awdur)
Awdur Corfforaethol: SpringerLink (Online service)
Fformat: eLyfr
Iaith:English
Cyhoeddwyd: New York, NY : Springer US : Imprint: Springer, 1996.
Rhifyn:1st ed. 1996.
Cyfres:Springer eBook Collection.
Pynciau:
Mynediad Ar-lein:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.