Analysis of Time Series Structure (English, Nina Golyandina | Vladimir Nekrutkin | Anatoly A. Zhigljavsky)
by Nina Golyandina | Vladimir Nekrutkin | Anatoly A. Zhigljavsky
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Book Details
Publisher
CRC Press
Language
English
ISBN-13
9781584881940
ISBN-10
1584881941
Author
Nina Golyandina | Vladimir Nekrutkin | Anatoly A. Zhigljavsky
About the Book
Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time series analysis and well known in nonlinear physics and signal processing. However, despite the promise it holds for time series applications in other disciplines, SSA is not widely known among statisticians and econometrists, and although the basic SSA algorithm looks simple, understanding…
ISBN: 9781584881940
ISBN-13: 9781584881940
ISBN-10: 1584881941
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Product ID: isbn-9781584881940
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