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Singular Spectrum Analysis : Using R / by Hossein Hassani, Rahim Mahmoudvand

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Palgrave Advanced Texts in Econometrics | Springer eBook Collection | SpringerLink BücherPublisher: London : Palgrave Pivot, 2018Description: Online-Ressource (XIII, 149 p. 40 illus, online resource)ISBN:
  • 9781137409515
Subject(s): Additional physical formats: 9781137409508 | Erscheint auch als: 978-1-137-40950-8 Druck-Ausgabe | Erscheint auch als Druck-Ausgabe: | Erscheint auch als: Singular spectrum analysis. Druck-Ausgabe London, United Kingdom : Palgrave Macmillan, 2018. xiii, 149 SeitenDDC classification:
  • 330
RVK: RVK: SK 620LOC classification:
  • HB71-74
DOI: DOI: 10.1057/978-1-137-40951-5Online resources: Summary: This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical aspects underlying SSA, but also provides a comprehensive guide enabling the user to apply the theory in practice using the R software. Further, it provides the user with step- by- step coding and guidance for the practical application of the SSA technique to analyze their time series databases using R. The first two chapters present basic notions of univariate and multivariate SSA and their implementations in R environment. The next chapters discuss the applications of SSA to change point detection, missing-data imputation, smoothing and filtering. This book is appropriate for researchers, upper level students (masters level and beyond) and practitioners wishing to revive their knowledge of times series analysis or to quickly learn about the main mechanisms of SSASummary: Preface -- 1. Univariate Singular Spectrum Analysis -- 2. Multivariate Singular Spectrum Analysis -- 3. Applications of Singular Spectrum Analysis -- 4. More on Filtering and Forecasting by SSA -- A. A Short Introduction to R -- B. Theoretical explanationsPPN: PPN: 1026849780Package identifier: Produktsigel: ZDB-2-ECF | ZDB-2-SEB | ZDB-2-SXEF
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