Search Results - subject:"singular spectrum analysis"

Wang, Jing; Peng, Xuhong; Wu, Jindong; Ding, Youde; … - In: IMA journal of management mathematics 35 (2024) 1, pp. 45-64

Persistent link: https://www.econbiz.de/10014526094

Santos, Matheus Fellipe de Oliveira; Souza, Rafael Morais de - In: Central Bank review / Central Bank of the Republic of Turkey 24 (2024) 4, pp. 1-11

This paper presents a set of new core inflation measures for Brazil based on the Singular Spectrum Analysis (SSA …

Persistent link: https://www.econbiz.de/10015410473

Chala, Tetyana; Korepanov, Oleksiy; Lazebnyk, Iuliia; … - In: Statistics in transition : an international journal of … 24 (2023) 1, pp. 169-197

wheat and meslin from Ukraine are based on Singular Spectrum Analysis. The study particularly focuses on the individual …

Persistent link: https://www.econbiz.de/10015051736

Rahmani, Donya; Fay, Damien - In: Journal of forecasting 41 (2022) 1, pp. 43-63

Persistent link: https://www.econbiz.de/10012796267

Carvalho, Miguel de; Martos, Gabriel - In: Journal of forecasting 41 (2022) 1, pp. 167-180

Persistent link: https://www.econbiz.de/10012796282

Gonzalez, Rodrigo Barbone; Marinho, Leonardo Sousa Gomes; … - In: Brazilian review of econometrics : BRE ; the review of … 41 (2021) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10014253206

Gonzalez, Rodrigo Barbone; Lima, Joaquim; Marinho, … - 2015

Persistent link: https://www.econbiz.de/10011303557

Caporale, Guglielmo Maria; Škare, Marinko - 2014

Persistent link: https://www.econbiz.de/10010364606

Thomakos, Dimitrios; Hassani, Hossein; Patterson, Kerry - Henley Business School, University of Reading - 2013

filter and resulting smoother are based on the methodology of Singular Spectrum Analysis (SSA). An explicit representation …

Persistent link: https://www.econbiz.de/10010747655

Ruch, Franz; Bester, Dirk - Economic Research Southern Africa (ERSA) - 2011

This paper constructs a number of possible core measures of annual inflation using Singular Spectrum Analysis (SSA …

Persistent link: https://www.econbiz.de/10009369291

A service of the