Singular Spectrum Analysis : A New Tool in Time Series Analysis

by James B. Elsner, Anastasios A. Tsonis

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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Year of publication:	1996
Authors:	Elsner, James B. ; Tsonis, Anastasios A.
Publisher:	Boston, MA : Springer US
Subject:	Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Ökonometrie \| Econometrics

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Extent:	Online-Ressource (XV, 164 p) online resource
Type of publication:	Book / Working Paper
Language:	English
Notes:	I. Mathematical Notes1. Review of Linear Algebra -- 2. Eigenvalues and Eigenvectors -- 3. Multivariate Statistics -- II. Theory and Methods -- 4. Foundations of SSA -- 5. Details -- 6. Noise -- III. Applications -- 7. Signal Detection -- 8. Filtering -- 9. Prediction -- 10. Phase Space Reconstruction -- References.
ISBN:	978-1-4757-2514-8 ; 978-1-4419-3266-2
Other identifiers:	10.1007/978-1-4757-2514-8 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013522356