Journal of Systems Science and Complexity

, Volume 22, Issue 3, pp 372–394 | Cite as

Singular spectrum analysis: methodology and application to economics data

  • Hossein Hassani
  • Anatoly Zhigljavsky


This paper describes the methodology of singular spectrum analysis (SSA) and demonstrate that it is a powerful method of time series analysis and forecasting, particulary for economic time series. The authors consider the application of SSA to the analysis and forecasting of the Iranian national accounts data as provided by the Central Bank of the Islamic Republic of Iran.

Key words

Economic time series forecasting Iranian national accounts SSA 


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Copyright information

© Academy of Mathematics & Systems Science, Beijing, China 2009

Authors and Affiliations

  1. 1.Institute for Trade Studies and Research (ITSR)TehranIran
  2. 2.Centre for Optimisation and Its Applications, School of MathematicsCardiff UniversityCardiffUK

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