Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Austrian Post 5.49 € DPD courier 3.99 € DPD point 2.99 € GLS courier 4.99 €

Contact

How to shop

Help

My account

▸ Empty :-(

Singular Spectrum Analysis for Time Series

Name: Singular Spectrum Analysis for Time Series
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01662642
Price: 65.29 EUR
Availability: InStock
Author: Anatoly Zhigljavsky
ISBN: 9783642349126

Anatoly Zhigljavsky

Nina Golyandina

Language

English

Book Paperback

Libristo code: 01662642

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, January 2013

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining el... Full description

Libristo code: 01662642

160 b

65.29 € VAT included

50 % chance We search the world When will I receive my book?

Delivery to Austria

Up to 30 days for returns

Customers also purchased

Frederic II Et Louis XV: d'Apres Des Documents Nouveaux, 1742-1744. Tome 1 Broglie-A

Paperback

30.39 €

Rozprávky bratov Grimmovcov Jacob Grimm

Hardback

18.99 €

Cocuklar ve Büyükleri Murathan Mungan

Paperback

14.69 €

Der Tote auf dem Kartoffelfeld Peter W. Lausk

Paperback

12.99 €

Gimnasia para bebés : juegos y ejercicios para fomentar el movimiento, reconocimiento de malformaciones Barbara Zukunft-Huber

Paperback

24.89 €

Erasmo libero. Le litterae e la teologia Gaetano Lettieri

Paperback

44.69 €

Comentario al evangelio de San Mateo Santo Hilario de Poitiers

Paperback

34.59 €

Úžasné Slovensko Filip Kulisev

Hardback

31.29 €

Evaluacion de un programa de habilidades sociales Valentina Araya

Paperback

46.59 €

Denizde Tehlike Enid Blyton

Paperback

10.59 €

Lymene. Helig Moder av Ljuvlig Godhet.

Hardback

19.99 €

Похороненное дитя Сэма Ш Роберт Кардулло

Paperback

54.99 €

Don Quijote de la Mancha CERVANTES SAAVEDRA

Paperback

20.29 €

Tranquila MIGUEL GOMEZ

Hardback

30.19 €

L'aventure spirituelle des sociétés initiatiques - des origines jusqu'à nos jours Caradeau

Paperback

31.19 €

Schillers Seelenadel Fritz Jonas

Paperback

21.99 €

Die wahren Zauberer

Paperback

14.90 €

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.