Singular spectrum analysis for time series:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2013
|
| Series: | SpringerBriefs in statistics
|
| Subjects: | |
| Online Access: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Physical Description: | 1 Online-Ressource |
| ISBN: | 9783642349126 9783642349133 |
| DOI: | 10.1007/978-3-642-34913-3 |
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Record in the Search Index
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| adam_text | SINGULAR SPECTRUM ANALYSIS FOR TIME SERIES
/ GOLYANDINA, NINA
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
INTRODUCTION: PRELIMINARIES
SSA METHODOLOGY AND THE STRUCTURE OF THE BOOK
SSA TOPICS OUTSIDE THE SCOPE OF THIS BOOK
COMMON SYMBOLS AND ACRONYMS
BASIC SSA: THE MAIN ALGORITHM
POTENTIAL OF BASIC SSA
MODELS OF TIME SERIES AND SSA OBJECTIVES
CHOICE OF PARAMETERS IN BASIC SSA
SOME VARIATIONS OF BASIC SSA
SSA FOR FORECASTING, INTERPOLATION, FILTRATION AND ESTIMATION: SSA
FORECASTING ALGORITHMS
LRR AND ASSOCIATED CHARACTERISTIC POLYNOMIALS
RECURRENT FORECASTING AS APPROXIMATE CONTINUATION
CONFIDENCE BOUNDS FOR THE FORECAST
SUMMARY AND RECOMMENDATIONS ON FORECASTING PARAMETERS
CASE STUDY: ‘FORTIFIED WINE’
MISSING VALUE IMPUTATION
SUBSPACE-BASED METHODS AND ESTIMATION OF SIGNAL PARAMETERS
SSA AND FILTERS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
SINGULAR SPECTRUM ANALYSIS FOR TIME SERIES
/ GOLYANDINA, NINA
: 2013
ABSTRACT / INHALTSTEXT
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 NUMBER OF INTERPRETABLE COMPONENTS SUCH AS TREND, OSCILLATORY
COMPONENTS AND NOISE. IT IS BASED ON THE SINGULAR VALUE DECOMPOSITION OF
A SPECIFIC MATRIX CONSTRUCTED UPON THE TIME SERIES. NEITHER A PARAMETRIC
MODEL NOR STATIONARITY ARE ASSUMED FOR THE TIME SERIES. THIS MAKES SSA A
MODEL-FREE METHOD AND HENCE ENABLES SSA TO HAVE A VERY WIDE RANGE OF
APPLICABILITY. THE PRESENT BOOK IS DEVOTED TO THE METHODOLOGY OF SSA AND
SHOWS HOW TO USE SSA BOTH SAFELY AND WITH MAXIMUM EFFECT. POTENTIAL
READERS OF THE BOOK INCLUDE: PROFESSIONAL STATISTICIANS AND
ECONOMETRICIANS, SPECIALISTS IN ANY DISCIPLINE IN WHICH PROBLEMS OF TIME
SERIES ANALYSIS AND FORECASTING OCCUR, SPECIALISTS IN SIGNAL PROCESSING
AND THOSE NEEDED TO EXTRACT SIGNALS FROM NOISY DATA, AND STUDENTS TAKING
COURSES ON APPLIED TIME SERIES ANALYSIS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Goljandina, Nina E. Žigljavskij, Anatolij Aleksandrovič 1953- |
| author_GND | (DE-588)132720949 (DE-588)124189199 |
| author_facet | Goljandina, Nina E. Žigljavskij, Anatolij Aleksandrovič 1953- |
| author_role | aut aut |
| author_sort | Goljandina, Nina E. |
| author_variant | n e g ne neg a a ž aa aaž |
| building | Verbundindex |
| bvnumber | BV040806152 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA |
| ctrlnum | (OCoLC)830901987 (DE-599)DNB1029963096 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-642-34913-3 |
| format | Electronic eBook |
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| indexdate | 2024-07-10T00:34:17Z |
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| isbn | 9783642349126 9783642349133 |
| language | English |
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| spelling | Goljandina, Nina E. Verfasser (DE-588)132720949 aut Singular spectrum analysis for time series Nina Golyandina ; Anatoly Zhigljavsky Berlin [u.a.] Springer 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier SpringerBriefs in statistics Zeitreihe (DE-588)4127298-5 gnd rswk-swf Spektralanalyse Stochastik (DE-588)4056125-2 gnd rswk-swf Zeitreihe (DE-588)4127298-5 s Spektralanalyse Stochastik (DE-588)4056125-2 s DE-604 Žigljavskij, Anatolij Aleksandrovič 1953- Verfasser (DE-588)124189199 aut https://doi.org/10.1007/978-3-642-34913-3 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025786153&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025786153&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Goljandina, Nina E. Žigljavskij, Anatolij Aleksandrovič 1953- Singular spectrum analysis for time series Zeitreihe (DE-588)4127298-5 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd |
| subject_GND | (DE-588)4127298-5 (DE-588)4056125-2 |
| title | Singular spectrum analysis for time series |
| title_auth | Singular spectrum analysis for time series |
| title_exact_search | Singular spectrum analysis for time series |
| title_full | Singular spectrum analysis for time series Nina Golyandina ; Anatoly Zhigljavsky |
| title_fullStr | Singular spectrum analysis for time series Nina Golyandina ; Anatoly Zhigljavsky |
| title_full_unstemmed | Singular spectrum analysis for time series Nina Golyandina ; Anatoly Zhigljavsky |
| title_short | Singular spectrum analysis for time series |
| title_sort | singular spectrum analysis for time series |
| topic | Zeitreihe (DE-588)4127298-5 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd |
| topic_facet | Zeitreihe Spektralanalyse Stochastik |
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