Search Results - subject:"singular spectrum analysis"

Heuristic Analysis of Time Series Internal Structure

Mert, Cihan; Milnikov, Alexander - In: IBSU Scientific Journal 4 (2010) 2, pp. 149-155

A method of analysis of Time Series Internal Structures based on Singular Spectrum Analysis is discussed. It has been …

Persistent link: https://www.econbiz.de/10008836630

Description Length Based Signal Detection in singular Spectrum Analysis

Khan, Md Atikur Rahman; Poskitt, D.S. - Department of Econometrics and Business Statistics, … - 2010

This paper provides an information theoretic analysis of the signal-noise separation problem in Singular Spectrum … Analysis. We present a signal-plus-noise model based on the Karhunen-Loève expansion and use this model to motivate the …

Persistent link: https://www.econbiz.de/10008464948

Signal Extraction and Forecasting of the UK Tourism Income Time Series. A Singular Spectrum Analysis Approach

Beneki, Christina; Eeckels, Bruno; Leon, Costas - Volkswirtschaftliche Fakultät, … - 2009

We present and apply the Singular Spectrum Analysis (SSA), a relatively new, non-parametric and data-driven method used …

Persistent link: https://www.econbiz.de/10008567977

Forecasting US tourist arrivals using optimal singular spectrum analysis

Hassani, Hossein; Webster, Allan D.; Silva, Emmanuel Sirimal - In: Tourism management : research, policies, practice 46 (2015), pp. 322-335

Persistent link: https://www.econbiz.de/10010486219

On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession

Silva, Emmanuel Sirimal; Hassani, Hossein - In: International economics : a journal published by CEPII … 141 (2015), pp. 34-49

Persistent link: https://www.econbiz.de/10011539483

Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root

Thomakos, Dimitrios - Department of Economics, University of Peloponnese - 2008

interest. The filter and resulting smoother are based on the methodology of Singular Spectrum Analysis (SSA) and their form and …

Persistent link: https://www.econbiz.de/10005416766

Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration

Thomakos, Dimitrios D. - Rimini Centre for Economic Analysis (RCEA) - 2008

unit root. The filter is based on the Singular Spectrum Analysis (SSA) methodology, takes the form of a particular moving …

Persistent link: https://www.econbiz.de/10005091110

A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift

Thomakos, Dimitrios - Department of Economics, University of Peloponnese - 2008

the aforementioned paper is based on Singular Spectrum Analysis (SSA) and here I also derive an SSA-based consistent …

Persistent link: https://www.econbiz.de/10005636116

Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration

Thomakos, Dimitrios - Department of Economics, University of Peloponnese - 2008

unit root. The filter is based on the Singular Spectrum Analysis (SSA) methodology, takes the form of a particular moving …

Persistent link: https://www.econbiz.de/10005181804

Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis

Hassani, Hossein; Ghodsi, Zara; Gupta, Rangan; Segnon, … - Department of Economics, Faculty of Economic and … - 2014

Spectrum Analysis (SSA) methods, namely Recurrent SSA (RSSA) and Vector SSA (VSSA), in univariate and multivariate frameworks … institutions and real estate professionals. Given this, our analysis compares the ability of two different versions of Singular …

Persistent link: https://www.econbiz.de/10011106695