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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Главные авторы: Elsner, J.B (Автор), Tsonis, A.A (Автор)
Соавтор: SpringerLink (Online service)
Формат: eКнига
Язык:English
Опубликовано: New York, NY : Springer US : Imprint: Springer, 1996.
Редактирование:1st ed. 1996.
Серии:Springer eBook Collection.
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Online-ссылка:Click to view e-book
Holy Cross Note:Loaded electronically.
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