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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Bibliografiset tiedot
Päätekijät: Elsner, J.B (Tekijä), Tsonis, A.A (Tekijä)
Yhteisötekijä: SpringerLink (Online service)
Aineistotyyppi: E-kirja
Kieli:English
Julkaistu: New York, NY : Springer US : Imprint: Springer, 1996.
Painos:1st ed. 1996.
Sarja:Springer eBook Collection.
Aiheet:
Linkit:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.