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  • Search: subject:"singular spectrum analysis"
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Year of publication
Subject
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Time series analysis 24 Zeitreihenanalyse 23 Forecasting model 20 Prognoseverfahren 20 Singular spectrum analysis 17 Theorie 15 Theory 15 Singular Spectrum Analysis 13 singular spectrum analysis 12 Business cycle 8 Konjunktur 8 Forecasting 7 Forecast 6 Prognose 6 forecasting 6 smoothing 6 trend extraction and prediction 6 linear filtering 5 unit root 5 Demand 4 Nachfrage 4 Time series 4 USA 4 United States 4 core inflation 4 ARMA model 3 ARMA-Modell 3 Financial market 3 Finanzmarkt 3 Fourier analysis 3 Fourier-Analyse 3 Inflation 3 Multivariate singular spectrum analysis 3 Neural networks 3 Neuronale Netze 3 United Kingdom 3 business cycles 3 differences 3 ARCH model 2 ARCH-Modell 2
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Online availability
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Undetermined 29 Free 19 CC license 2
Type of publication
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Article 39 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 29 Aufsatz in Zeitschrift 29 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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English 36 Undetermined 17
Author
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Hassani, Hossein 10 Thomakos, Dimitrios 4 Thomakos, Dimitrios D. 4 Silva, Emmanuel Sirimal 3 Bester, Dirk 2 Bouvatier, Vincent 2 Carvalho, Miguel de 2 Delatte, Anne-Laure 2 Ghodsi, Zara 2 Golyandina, Nina 2 Gonzalez, Rodrigo Barbone 2 Gupta, Rangan 2 Khan, Md Atikur Rahman 2 Lai, Kin Keung 2 Liu, John J. 2 Lovallo, Michele 2 Marinho, Leonardo Sousa Gomes 2 Martos, Gabriel 2 Poskitt, D.S. 2 Rehault, Pierre-Nicolas 2 Rua, António 2 Ruch, Franz 2 Telesca, Luciano 2 Wang, Shouyang 2 Wang, Yingfeng 2 Xiao, Yi 2 Škare, Marinko 2 Ali, Barkat 1 Amacha, Nabil 1 Arteche, Josu 1 Arévalo, Álvaro 1 Babayev, Gulam 1 Beneki, Christina 1 Berenguer, Andrés 1 Brackett, Beth Ann 1 Caporale, Guglielmo Maria 1 Carvalho, Miguelde 1 Chala, Tetyana 1 Chernenko, Daryna 1 Chu, Moody 1
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Institution
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Department of Economics, University of Peloponnese 3 Department of Econometrics and Business Statistics, Monash Business School 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, Faculty of Economic and Management Sciences 1 Economic Research Southern Africa (ERSA) 1 Henley Business School, University of Reading 1 Rimini Centre for Economic Analysis (RCEA) 1
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Published in...
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Journal of forecasting 5 International journal of forecasting 3 Physica A: Statistical Mechanics and its Applications 3 Working Papers / Department of Economics, University of Peloponnese 3 Computational Statistics & Data Analysis 2 Energy economics 2 MPRA Paper 2 Monash Econometrics and Business Statistics Working Papers 2 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Central Bank review / Central Bank of the Republic of Turkey 1 Computational economics 1 Discussion papers / CEPR 1 Economics & Management Discussion Papers 1 Economics Letters 1 Economics and finance working paper series 1 Emerging markets review 1 IBSU Scientific Journal 1 IMA journal of management mathematics 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1 International journal of computational economics and econometrics : IJCEE 1 Journal of Air Transport Management 1 Journal of Global Optimization 1 Journal of air transport management 1 Journal of business analytics 1 Journal of business research : JBR 1 Journal of empirical finance 1 Journal of international money and finance 1 Journal of the Operational Research Society : OR 1 Research in economics : an international review of economics 1 Risk management : a journal of risk, crisis and disaster 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Série de trabalhos para discussão 1 The Quarterly Review of Economics and Finance 1 The South African journal of economics 1 Tourism economics : the business and finance of tourism and recreation 1 Tourism management : research, policies, practice 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 1 Working Papers / Economic Research Southern Africa (ERSA) 1
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Source
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ECONIS (ZBW) 32 RePEc 21
Showing 41 - 50 of 53
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A neuro-fuzzy combination model based on singular spectrum analysis for air transport demand forecasting
Xiao, Yi; Liu, John J.; Hu, Yi; Wang, Yingfeng; Lai, … - In: Journal of Air Transport Management 39 (2014) C, pp. 1-11
approach, combining singular spectrum analysis (SSA), adaptive-network-based fuzzy inference system (ANFIS) and improved …
Persistent link: https://www.econbiz.de/10010785180
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A study of singular spectrum analysis with global optimization techniques
Chu, Moody; Lin, Matthew; Wang, Liqi - In: Journal of Global Optimization 60 (2014) 3, pp. 551-574
Singular spectrum analysis has recently become an attractive tool in a broad range of applications. Its main mechanism … a formulation makes it possible to recast the notion of singular spectrum analysis as a semi-linear least squares …
Persistent link: https://www.econbiz.de/10010938214
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Basic Singular Spectrum Analysis and forecasting with R
Golyandina, Nina; Korobeynikov, Anton - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 934-954
Singular Spectrum Analysis (SSA) is a powerful tool of analysis and forecasting of time series. The main features of …
Persistent link: https://www.econbiz.de/10010719666
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A neuro-fuzzy combination model based on singular spectrum analysis for air transport demand forecasting
Xiao, Yi; Liu, John J.; Wang, Yingfeng; Lai, Kin Keung; … - In: Journal of air transport management 39 (2014), pp. 1-11
Persistent link: https://www.econbiz.de/10010400146
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Using singular specturm analysis to obtain staffing level requirements in emergency units
Gillard, Jonathan H.; Knight, Vincent - In: Journal of the Operational Research Society : OR 65 (2014) 5, pp. 735-746
Persistent link: https://www.econbiz.de/10010364728
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Singular Spectrum Analysis: Methodology and Comparison
Hassani, Hossein - Volkswirtschaftliche Fakultät, … - 2007
In recent years Singular Spectrum Analysis (SSA), used as a powerful technique in time series analysis, has been …
Persistent link: https://www.econbiz.de/10005835814
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Singular spectrum analysis and Fisher–Shannon analysis of spring flow time series: An application to Anjar Spring, Lebanon
Telesca, Luciano; Lovallo, Michele; Shaban, Amin; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 17, pp. 3789-3797
, the Singular Spectrum Analysis (SSA) and Fisher–Shannon (FS) method, which are useful methods to disclose dynamical …
Persistent link: https://www.econbiz.de/10010679187
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Spectral and informational analysis of seismicity: An application to the 1996–2012 seismicity of the Northern Caucasus–Azerbaijan part of the greater Caucasus–Kopet Dag region
Telesca, Luciano; Lovallo, Michele; Babayev, Gulam; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 6064-6078
periodogram, (ii) the singular spectrum analysis (SSA), and (iii) the Fisher–Shannon method. Two main significant periodicities …
Persistent link: https://www.econbiz.de/10010703205
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Towards a measure of core inflation using singular spectrum analysis
Ruch, Franz; Bester, Dirk - In: The South African journal of economics 81 (2013) 3, pp. 307-329
Persistent link: https://www.econbiz.de/10010188706
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On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
Menezes, Rui; Dionísio, Andreia; Hassani, Hossein - In: The Quarterly Review of Economics and Finance 52 (2012) 4, pp. 369-384
, Mutual Information and Singular Spectrum Analysis capture nonlinear relationships in a non-parametric way. The framework of …, the nonlinear Singular Spectrum Analysis technique displays several advantages, since it enabled us to capture nonlinear … Spectrum Analysis (SSA). While the cointegration tests are based on regression models and capture linearities in the data …
Persistent link: https://www.econbiz.de/10011040176
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