Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics) Book PDF, ePub eBook

Join our eBook service for unlimited books & audiobooks. Get a free 7 day subscription! ↓↓↓↓↓


Book Descriptions:
Singular spectrum analysis (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 seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.

Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics) by Nina Golyandina, Anatoly Zhigljavsky

From reader reviews:

Catherine Walters:

The book Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics) can give more knowledge and information about everything you want. Why must we leave the great thing like a book Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics)? Wide variety you have a different opinion about guide. But one aim in which book can give many info for us. It is absolutely appropriate. Right now, try to closer along with your book. Knowledge or facts that you take for that, you may give for each other; you can share all of these. Book Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics) has simple shape however, you know: it has great and big function for you. You can search the enormous world by open and read a e-book. So it is very wonderful.

Walter Crouse:

This Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics) are generally reliable for you who want to be described as a successful person, why. The explanation of this Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics) can be one of many great books you must have is giving you more than just simple reading food but feed you with information that probably will shock your previous knowledge. This book is definitely handy, you can bring it just about everywhere and whenever your conditions in the e-book and printed kinds. Beside that this Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics) giving you an enormous of experience like rich vocabulary, giving you trial of critical thinking that we all know it useful in your day activity. So , let's have it appreciate reading.

Adelina Thompson:

Reading a publication tends to be new life style in this era globalization. With reading through you can get a lot of information which will give you benefit in your life. Having book everyone in this world can easily share their idea. Textbooks can also inspire a lot of people. Plenty of author can inspire their particular reader with their story or maybe their experience. Not only the story that share in the ebooks. But also they write about the information about something that you need example of this. How to get the good score toefl, or how to teach your kids, there are many kinds of book that you can get now. The authors in this world always try to improve their expertise in writing, they also doing some investigation before they write to the book. One of them is this Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics).

Robin Gilbertson:

Don't be worry should you be afraid that this book will certainly filled the space in your house, you can have it in e-book means, more simple and reachable. This Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics) can give you a lot of friends because by you considering this one book you have matter that they don't and make anyone more like an interesting person. This book can be one of a step for you to get success. This book offer you information that maybe your friend doesn't recognize, by knowing more than some other make you to be great men and women. So , why hesitate? Let's have Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics).