Singular Spectrum Analysis
Subtitle: A New Tool in Time Series Analysis
By: by James B. Elsner, Anastasios A. Tsonis
Contributors: Tsonis, Anastasios A.
Publisher: Springer US
Published: 1996
Place of publication: Boston, MA
Language: eng
Format: [electronic resource] :
Number of pages: 164
ISBN-13: 9781441932662; 9781475725148
Subjects: Nuclear physics; Economics; Physics
Description: This original new text provides an easily accessible introduction to this important new topic in time series analysis. The authors emphasize examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. The book's focus is on the application of the method in signal detection, filtering, and prediction. Instructors and students will appreciate the step-by-step presentation of underlying ideas.
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