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Singular Spectrum Analysis
Elsner, J.B; Tsonis, Anastasios A.
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Description for Singular Spectrum Analysis
Paperback. Num Pages: 178 pages, biography. BIC Classification: JPA; KJ; PHD; PHN. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 9. Weight in Grams: 267.
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
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
178
Condition
New
Number of Pages
164
Place of Publication
New York, NY, United States
ISBN
9781441932662
SKU
V9781441932662
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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