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Analysis of Time Series Structure: SSA and related techniques

Nina Golyandina, Vladimir Nekrutkin, Anatoly A Zhigljavsky




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 | #2142484 in Books |  2001-01-23 | Original language:English | PDF # 1 |  9.21 x.75 x6.14l,1.34 | File type: PDF | 320 pages

||5 of 5 people found the following review helpful.| Serious about SSA? You have to have this book|By Mike B|I really like this book. I'm interested in applying SSA in some problems i'm working and these authors write in a way that can be applied immediately. The authors have done a huge amount of orignal work in this area and it's reported in a clear, logical, straight-forward manner. the book contains proofs of the major re

Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time series analysis and well known in nonlinear physics and signal processing. However, despite the promise it holds for time series applications in other disciplines, SSA is not widely known among statisticians and econometrists, and although the basic SSA algorithm looks simple, understanding what it does and where ...

You can specify the type of files you want, for your device.Analysis of Time Series Structure: SSA and related techniques   |  Nina Golyandina, Vladimir Nekrutkin, Anatoly A Zhigljavsky. Which are the reasons I like to read books. Great story by a great author.

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