Singular Spectrum Analysis : A New Tool in Time Series Analysis (Language of Science)

Singular Spectrum Analysis : A New Tool in Time Series Analysis (Language of Science)

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Book Description
This original new text provides an easily accessible introduction to this important new topic in time series analysis. The authors emphasize examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. The book's focus is on the application of the method in signal detection, filtering, and prediction. Instructors and students will appreciate the step-by-step presentation of underlying ideas.

Singular Spectrum Analysis: A New Tool in Time Series Analysis (Language of Science),J.B. Elsner,A.A. Tsonis,Springer,0306454726,Decomposition (Mathematics),General,Mathematics,Microscopes & Microscopy,Physics,Probability & Statistics - General,Science,Science/Mathematics,Spectral theory (Mathematics),Spectroscopy,Time Series Analysis,Time-series analysis,Business & Economics / General,Business & Management,Probability & statistics

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