摘要：The paper presents a new method of trend extraction in the framework of the Singular
Spectrum Analysis (SSA) approach. This method is easy to use, does not need specification
of models of time series and trend, allows to extract trend in the presence
of noise and oscillations and has only two parameters (besides basic SSA parameter
called window length). One parameter manages scale of the extracted trend and
another is a method specific threshold value. We propose procedures for the choice
of the parameters. The presented method is evaluated on a simulated time series
with a polynomial trend and an oscillating component with unknown period and on
the seasonally adjusted monthly data of unemployment level in Alaska for the period
1976/01– 2006/09.
