Singular Spectrum Analysis Using R /

This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical aspects un...

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Hlavný autor: Hassani, Hossein (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:English
Vydavateľské údaje: London : Palgrave Macmillan UK, 2018.
Vydanie:1st ed. 2018.
Edícia:Palgrave Advanced Texts in Econometrics,
Predmet:
Economics.
Management science.
ISBN:9781137409515
ISSN:2662-639X
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Obsah:
  • Preface
  • 1. Univariate Singular Spectrum Analysis
  • 2. Multivariate Singular Spectrum Analysis
  • 3. Applications of Singular Spectrum Analysis
  • 4. More on Filtering and Forecasting by SSA
  • A. A Short Introduction to R
  • B. Theoretical explanations. .

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