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

Singular spectrum analysis (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 seeks to decompose the original series into a sum of a small numb...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Golyandina, Nina
Other Authors:	Zhigli︠a︡vskiĭ, A. A. (Anatoliĭ Aleksandrovich)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, ©2013.
Series:	SpringerBriefs in statistics.
Subjects:	Time-series analysis > Mathematical models. Spectrum analysis.