Singular spectrum analysis for time series / Nina Golyandina, Anatoly Zhigljavsky.

This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturall...

Full description

Saved in:
Bibliographic Details
Main Authors: Golyandina, Nina (Author), Zhigli︠a︡vskiĭ, A. A. (Anatoliĭ Aleksandrovich) (Author)
Format: eBook
Language:English
Published: Berlin : Springer, [2020]
Edition:Second edition.
Series:SpringerBriefs in statistics,
Subjects:
Online Access:Click for online access