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...

Full beskrivning

Sparad:
Bibliografiska uppgifter
Huvudupphovsmän: Elsner, J.B (Författare, medförfattare), Tsonis, A.A (Författare, medförfattare)
Institutionell upphovsman: SpringerLink (Online service)
Materialtyp: E-bok
Språk:English
Publicerad: New York, NY : Springer US : Imprint: Springer, 1996.
Upplaga:1st ed. 1996.
Serie:Springer eBook Collection.
Ämnen:
Länkar:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.