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Singular Spectrum Analysis: A New Tool in Time Series Analysis (Language of Science)
James B. Elsner
€ 125.45
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Description for Singular Spectrum Analysis: A New Tool in Time Series Analysis (Language of Science)
Hardcover. Focuses on the application of the method in signal detection, filtering, and prediction. This work emphasizes examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. Num Pages: 178 pages, biography. BIC Classification: KJ; PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 16. Weight in Grams: 980.
The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis* is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis of the singular spectrum. More properly, singular spectrum analysis (SSA) should be called the analysis of time series using the singular spectrum. Spectral decomposition of matrices is fundamental to much the- ory of linear algebra and it has many applications to problems in the natural and related sciences. ... Read more
The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis* is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis of the singular spectrum. More properly, singular spectrum analysis (SSA) should be called the analysis of time series using the singular spectrum. Spectral decomposition of matrices is fundamental to much the- ory of linear algebra and it has many applications to problems in the natural and related sciences. ... Read more
Product Details
Publisher
Springer
Format
Hardback
Publication date
1996
Condition
New
Number of Pages
164
Place of Publication
, United States
ISBN
9780306454721
SKU
V9780306454721
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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