Singular Spectrum Analysis
A New Tool in Time Series Analysis
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Author
Contributions
- Tsonis, Anastasios A. - Contributor
Publication
1996 - Springer US, Boston, MA, United States
Language
English
Word Count
41,000 words, Guess
Page Count
164 pages
Physical Format
Electronic resource
Identifiers
- Internet Archivesingularspectrum00elsn
- ISBN-101441932666
- ISBN-101475725140
- ISBN-139781441932662
- ISBN-139781475725148
and 4 more
- OCLC Control Number851754528
- Better World Books9781441932662
- Better World Books9781475725148
- Open LibraryOL27087743M
Classifications
- DDC650
- LCCHF4999.2-6182
- LCCHD28-70
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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