Analysis of Time Series Structure
Subtitle: SSA and Related Techniques
Edition: 1st edition
Publisher: Chapman & Hall/CRC
Published: January 23, 2001
Language: eng
Format: Hardcover
Number of pages: 320
ISBN-13: 9781584881940
Subjects: Probability & statistics; Science/Mathematics; Time Series Analysis; Mathematics; Applied; Physics; Probability & Statistics - General; Mathematics / Statistics; Time-series analysis
First sentence: This chapter deals with the basic scheme of SSA and several modifications of it.
Description: "Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time series analysis, is well known in nonlinear physics and signal processing, and holds great promise in a variety of other applications. Analysis of Time Series Structure: SSA and Related Techniques provides a careful, lucid description of its general theory and methodology.".

"Based on the authors' original work and filled with applications illustrated with real data sets, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research."--BOOK JACKET.