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Search: subject:"spectrum analysis"
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Subject
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Time series analysis
7
Zeitreihenanalyse
7
singular spectrum analysis
7
forecasting
6
smoothing
5
trend extraction and prediction
5
unit root
5
Forecasting model
4
Prognoseverfahren
4
Theorie
4
Theory
4
linear filtering
4
Financial market
3
Finanzmarkt
3
Singular Spectrum Analysis
3
ASEAN capital markets
2
Business cycle
2
Fourier analysis
2
Fourier-Analyse
2
Indonesia Stock Exchange
2
Konjunktur
2
Singular Spectrum Analysis (SSA)
2
Singular spectrum analysis
2
Spectrum analysis
2
business cycles
2
cointegration
2
core inflation
2
differences
2
euro
2
integration vs. segmentation
2
singular spectrum analysis (SSA)
2
spectral analysis
2
spectrum analysis
2
wavelet analysis
2
(Multichannel) Singular spectrum analysis
1
ARAR algorithm
1
ARMA model
1
ARMA-Modell
1
ASEAN countries
1
ASEAN-Staaten
1
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Online availability
All
Free
24
CC license
3
Type of publication
All
Book / Working Paper
13
Article
10
Other
1
Type of publication (narrower categories)
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Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article
1
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Language
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English
15
Undetermined
9
Author
All
Thomakos, Dimitrios
4
Frensidy, Budi
2
Gonzalez, Rodrigo Barbone
2
Hassani, Hossein
2
Huruta, Andrian Dolfriandra
2
Khan, Md Atikur Rahman
2
Marinho, Leonardo Sousa Gomes
2
Poskitt, D.S.
2
Robiyanto, Robiyanto
2
Setyawan, Ignatius Roni
2
Ali, Barkat
1
Beneki, Christina
1
Bester, Dirk
1
Botha, Ilse
1
Bu, Hui
1
Caporale, Guglielmo Maria
1
Carvalho, Miguel de
1
Chala, Tetyana
1
Chernenko, Daryna
1
Corrêa, Wilson Luiz Rotatori
1
Ding, Youde
1
Eeckels, Bruno
1
Fay, Damien
1
Hu, Yiting
1
Ji, Yuqiong
1
Koltick, D. S.
1
Korepanov, Georgii
1
Korepanov, Oleksiy
1
Lazebnyk, Iuliia
1
Leon, Costas
1
Lima, Joaquim
1
Lima, Joaquim Ignácio Alves de Vasconcelos e
1
Luo, Yizhou
1
Martos, Gabriel
1
Mert, Cihan
1
Milnikov, Alexander
1
Patterson, Kerry
1
Peng, Xuhong
1
Rahmani, Donya
1
Ruch, Franz
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
Economic Research Southern Africa (ERSA)
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Henley Business School, University of Reading
1
Rimini Centre for Economic Analysis (RCEA)
1
Published in...
All
Working Papers / Department of Economics, University of Peloponnese
3
Journal of forecasting
2
MPRA Paper
2
Monash Econometrics and Business Statistics Working Papers
2
Working Papers / Economic Research Southern Africa (ERSA)
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
Economics & Management Discussion Papers
1
Economics and finance working paper series
1
Economies
1
Economies : open access journal
1
IBSU Scientific Journal
1
IMA journal of management mathematics
1
Pacific-Basin finance journal
1
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
1
Série de trabalhos para discussão
1
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
1
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RePEc
12
ECONIS (ZBW)
10
BASE
1
EconStor
1
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1
-
10
of
24
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date (oldest first)
1
Market uncertainty and information content in complex seasonality of prices
Tang, Wenjin
;
Bu, Hui
;
Ji, Yuqiong
- In:
Pacific-Basin finance journal
86
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015097273
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
A different view on ASEAN capital market integration
Robiyanto, Robiyanto
;
Frensidy, Budi
;
Setyawan, …
- In:
Economies
9
(
2021
)
4
,
pp. 1-9
level of integration was in the period during and about a year after the global crisis. Using the
spectrum
analysis
, the …
Persistent link: https://www.econbiz.de/10013199879
Saved in:
8
A different view on ASEAN capital market integration
Robiyanto, Robiyanto
;
Frensidy, Budi
;
Setyawan, …
- In:
Economies : open access journal
9
(
2021
)
4
,
pp. 1-9
level of integration was in the period during and about a year after the global crisis. Using the
spectrum
analysis
, the …
Persistent link: https://www.econbiz.de/10012631662
Saved in:
9
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
Saved in:
10
Evaluating Non-Linear Approaches in Forecasting Tourist Arrivals
Saayman, Andrea
;
Botha, Ilse
-
Economic Research Southern Africa (ERSA)
-
2015
transition autoregressive model (STAR) and singular
spectrum
analysis
(SSA). The results show that the non-linear forecasts …
Persistent link: https://www.econbiz.de/10011165824
Saved in:
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