Abstract
Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing.
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Golyandina, N., Zhigljavsky, A. (2013). Introduction. In: Singular Spectrum Analysis for Time Series. SpringerBriefs in Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-34913-3_1
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DOI: https://doi.org/10.1007/978-3-642-34913-3_1
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