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  • 标题:Singular Spectrum Analysis for time series: Introduction to this special issue
  • 本地全文:下载
  • 作者:Anatoly Zhigljavsky
  • 期刊名称:Statistics and Its Interface
  • 印刷版ISSN:1938-7989
  • 电子版ISSN:1938-7997
  • 出版年度:2010
  • 卷号:3
  • 期号:3
  • 页码:255-258
  • DOI:10.4310/SII.2010.v3.n3.a1
  • 出版社:International Press
  • 摘要:In this introduction we briefly describe the methodology of the Singular Spectrum Analysis (SSA), some versions and extensions of the basic version of SSA as well as connections between SSA and subspace-based methods in signal processing. We also briefly touch upon some history of SSA and mention some areas of application of SSA.
  • 关键词:singular spectrum analysis; time series analysis; subspace-based methods
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