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- catalog abstract ""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."--Jacket.".
- catalog contributor b12099202.
- catalog contributor b12099203.
- catalog contributor b12099204.
- catalog created "c2001.".
- catalog date "2001".
- catalog date "c2001.".
- catalog dateCopyrighted "c2001.".
- catalog description ""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."--Jacket.".
- catalog 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."".
- catalog description "Includes bibliographical references (p. [299]-302) and index.".
- catalog description "SSA: Methodology -- Basic SSA: description -- Steps in Basic SSA: comments -- Basic SSA: basic capabilities -- Time series and SSA tasks -- Separability -- Choice of SSA parameters -- Supplementary SSA techniques -- SSA forecasting -- SSA recurrent forecasting algorithm -- Continuation and approximate continuation -- Modifications to Basic SSA R-forecasting -- Forecast confidence bounds -- Summary and recommendations -- Examples and effects -- SSA detection of structural changes -- Main definitions and concepts -- Homogeneity and heterogeneity -- Heterogeneity and separability -- Choice of detection parameters -- Additional detection characteristics -- SSA: Theory -- Singular value decomposition -- Existence and uniqueness -- SVD matrices -- Optimality of SVDs -- Centring in SVD -- Time series of finite rank -- General properties -- Series of finite rank and recurrent formulae -- Time series continuation -- SVD of trajectory matrices -- Mathematics of separability -- Hankelization -- Centring in SSA -- SSA for stationary series.".
- catalog extent "xii, 305 p. :".
- catalog identifier "1584881941 (acid-free paper)".
- catalog isPartOf "Monographs on statistics and applied probability ; 90".
- catalog issued "2001".
- catalog issued "c2001.".
- catalog language "eng".
- catalog publisher "Boca Raton : Chapman & Hall/CRC,".
- catalog subject "519.5/5 21".
- catalog subject "QA280 .G65 2001".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "SSA: Methodology -- Basic SSA: description -- Steps in Basic SSA: comments -- Basic SSA: basic capabilities -- Time series and SSA tasks -- Separability -- Choice of SSA parameters -- Supplementary SSA techniques -- SSA forecasting -- SSA recurrent forecasting algorithm -- Continuation and approximate continuation -- Modifications to Basic SSA R-forecasting -- Forecast confidence bounds -- Summary and recommendations -- Examples and effects -- SSA detection of structural changes -- Main definitions and concepts -- Homogeneity and heterogeneity -- Heterogeneity and separability -- Choice of detection parameters -- Additional detection characteristics -- SSA: Theory -- Singular value decomposition -- Existence and uniqueness -- SVD matrices -- Optimality of SVDs -- Centring in SVD -- Time series of finite rank -- General properties -- Series of finite rank and recurrent formulae -- Time series continuation -- SVD of trajectory matrices -- Mathematics of separability -- Hankelization -- Centring in SSA -- SSA for stationary series.".
- catalog title "Analysis of time series structure : SSA and related techniques / Nina Golyandina, Vladimir Nekrutkin, Anatoly Zhigljavsky.".
- catalog type "text".