Overview
- Presents the methodology of SSA
- Shows how to use SSA both safely and with maximum effect
- For professional statisticians, econometricians and specialists in any discipline
- For students taking courses on applied time series analysis
- Includes supplementary material: sn.pub/extras
Part of the book series: SpringerBriefs in Statistics (BRIEFSSTATIST)
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Table of contents (3 chapters)
Keywords
About this book
Reviews
From the reviews:
“This book is fully devoted to the methodology of a technique for time series analysis and forecasting called singular spectrum analysis (SSA). … The authors of the book are well-known statisticians, and specialists in time series analysis. … this book is a valuable addition to the literature on time series analysis and will therefore be well received by statisticians and specialists in many other fields interested in the analysis of time series data.” (K. S. Padmanabhan, zbMATH, Vol. 1276, 2014)Authors and Affiliations
Bibliographic Information
Book Title: Singular Spectrum Analysis for Time Series
Authors: Nina Golyandina, Anatoly Zhigljavsky
Series Title: SpringerBriefs in Statistics
DOI: https://doi.org/10.1007/978-3-642-34913-3
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s) 2013
eBook ISBN: 978-3-642-34913-3Published: 19 January 2013
Series ISSN: 2191-544X
Series E-ISSN: 2191-5458
Edition Number: 1
Number of Pages: IX, 120
Number of Illustrations: 3 b/w illustrations, 38 illustrations in colour
Topics: Statistical Theory and Methods