Erschienen: 24.11.2020 Abbildung von Golyandina / Zhigljavsky | Singular Spectrum Analysis for Time Series | 2. Auflage | 2020 |

Golyandina / Zhigljavsky

Singular Spectrum Analysis for Time Series

lieferbar ca. 10 Tage als Sonderdruck ohne Rückgaberecht

Buch. Softcover

2nd ed. 2020. 2020

ix, 146 S. 6 s/w-Abbildungen, 38 Farbabbildungen, Bibliographien.

In englischer Sprache

Springer. ISBN 978-3-662-62435-7

Format (B x L): 15,5 x 23,5 cm

Gewicht: 250 g

Das Werk ist Teil der Reihe: SpringerBriefs in Statistics


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.

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