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Foundations of SSA

  • James B. Elsner
  • Anastasios A. Tsonis
Chapter

Abstract

In Chapter 2 we reviewed how to decompose a real, symmetric matrix into a product of simpler matrices while preserving the eigen-values of the original matrix. In Chapter 3 we examined how real, symmetric matrices arise from multivariate statistical analysis of data. These ideas are the starting point for understanding SSA.

Keywords

Time Record Multivariate Statistical Analysis Singular Vector Singular Spectrum Analysis Lorenz Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • James B. Elsner
    • 1
  • Anastasios A. Tsonis
    • 2
  1. 1.Florida State UniversityTallahasseeUSA
  2. 2.University of Wisconsin-MilwaukeeMilwaukeeUSA

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