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Singular Spectrum Analysis with R - Golyandina, Nina, and Korobeynikov, Anton, and Zhigljavsky, Anatoly
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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 necessarily of planar or rectangular form and may contain gaps. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide ...

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Singular Spectrum Analysis with R 2018, Springer, Berlin, Heidelberg

ISBN-13: 9783662573785

2018 edition

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