Development of the theoretical and methodological aspects of the singular spectrum analysis and its application for analysis and forecasting of economics data
In recent years Singular Spectrum Analysis (SSA), used as a powerful technique in time series analysis, has been developed and applied to many practical problems. The aim of this research is to develop theoretical and methodological aspects of the SSA technique and to demonstrate that SSA can be con...
| Main Author: | |
|---|---|
| Published: |
Cardiff University
2009
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.584642 |