Singular Spectrum Analysis with R

This comprehensive and richly illustrated volume provides up-to-date material on Singular Spectrum Analysis (SSA). SSA is a well-known methodology for the analysis and forecasting of time series. Since quite recently, SSA is also being used to analyze digital images and other objects that are not ne...

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Bibliographic Details
Main Author: Golyandina, Nina (Author)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg , 2018.
Edition:1st ed. 2018.
Series:Use R!,
Subjects:
Statistics .
Optical data processing.
Computer software.
ISBN:9783662573808
ISSN:2197-5736
Online Access: Get full text
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Table of Contents:
  • Preface
  • Common symbols and acronyms
  • Contents
  • 1 Introduction: Overview
  • 2 SSA analysis of one-dimensional time series
  • 3 Parameter estimation, forecasting, gap filling
  • 4 SSA for multivariate time series
  • 5 Image processing
  • Index
  • References.

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