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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 1 - 10 of 53
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Singular spectrum analysis (SSA) based hybrid models for emergency ambulance demand (EAD) time series forecasting
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
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Singular spectrum analysis to estimate core inflation in Brazil
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
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Statistical modelling and forecasting of wheat and meslin export from Ukraine using the singular spectral analysis
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
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A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya; Fay, Damien - In: Journal of forecasting 41 (2022) 1, pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
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Modeling interval trendlines : symbolic singular spectrum analysis for interval time series
Carvalho, Miguel de; Martos, Gabriel - In: Journal of forecasting 41 (2022) 1, pp. 167-180
Persistent link: https://www.econbiz.de/10012796282
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Financial cycles : how long and how certain?
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
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A bi-level ensemble learning approach to complex time series forecasting : taking exchange rates as an example
Hao, Jun; Feng, Qian Qian; Li, Jianping; Sun, Xiaolei - In: Journal of forecasting 42 (2023) 6, pp. 1385-1406
Persistent link: https://www.econbiz.de/10014338903
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Modeling and forecasting percent changes in national park visitation using social media
Goebel, Russell; Schmaltz, Austin; Brackett, Beth Ann; … - In: Journal of forecasting 42 (2023) 6, pp. 1502-1518
Persistent link: https://www.econbiz.de/10014338945
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Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu; García-Enríquez, Javier - In: Journal of forecasting 41 (2022) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
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Singular spectrum analysis for real-time financial cycles measurement
Coussin, Maximilien - In: Journal of international money and finance 120 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013417341
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