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Item #:
185622914
Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics)
Item #:
185622914
LAK 1438535
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Product Details
- This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the new fundamental research on SSA and the recent progress in computing and software engineering which made it possible to use SSA for very complicated tasks that were unthinkable twenty years ago. In this book, the methodology of SSA is concisely but at the same time comprehensively explained by two prominent statisticians with huge experience in SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The second edition of the book contains many updates and some new material including a thorough discussion on the place of SSA among other methods and new sections on multivariate and multidimensional extensions of SSA.
| Publisher | Springer |
| Publication date | November 23, 2020 |
| Edition | 2nd |
| Language | English |
| File size | 5.3 MB |
| Enhanced typesetting | Not Enabled |
| X-Ray | Not Enabled |
| Word Wise | Not Enabled |
| Print length | 156 pages |
| Format | Print Replica |
| ISBN-13 | 978-3662624364 |
| Page Flip | Not Enabled |
| Item Weight | 0.5 lbs (230 grams) |
Product Description
Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics)
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