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

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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