首页    期刊浏览 2024年11月05日 星期二
登录注册

文章基本信息

  • 标题:On the singular values of the Hankel matrix with application in singular spectrum analysis
  • 本地全文:下载
  • 作者:Rahim Mahmoudvand ; Mohammad Zokaei
  • 期刊名称:Chilean Journal of Statistics
  • 印刷版ISSN:0718-7912
  • 电子版ISSN:0718-7920
  • 出版年度:2012
  • 卷号:3
  • 期号:1
  • 页码:43-56
  • 出版社:Chilean Statistical Society
  • 摘要:Hankel matrices are an important family of matrices that play a fundamental role in diverse ˉelds of study, such as computer science, engineering, mathematics and statistics. In this paper, we study the behavior of the singular values of the Hankel matrix by changing its dimension. In addition, as an application, we use the obtained results for choosing the optimal values of the parameters of singular spectrum analysis, which is a powerful technique in time series based on the Hankel matrix
  • 关键词:Eigenvalues ¢ Singular spectrum analysis.
国家哲学社会科学文献中心版权所有