A new algorithm in singular spectrum analysis framework:The Overlap-SSA (ov-SSA)
The Singular Spectrum Analysis (SSA) is powerful method, capable of working with arbitrary statistical process and it is adaptive to the underlaying data. Many variations of the standard methodology have been prosed in recent years improving the performance, adjusting to specific problems or objecti...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2018-07-01
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| Series: | SoftwareX |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711017300596 |