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Singular Spectrum Analysis with R
ISBN-13:
9783662573808
Veröffentl:
2018
Seiten:
272
Autor:
Nina Golyandina
Serie:
Use R!
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
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 range of problems arising in diverse areas, most notably those associated with time series and digital images. An effective, comfortable and accessible implementation of SSA is provided by the R-package Rssa, which is available from CRAN and reviewed in this book.
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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