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Singular Spectrum Analysis

James B. Elsner

1996164 pagesabout 3–4 hours
1996
first published
  • 1996Springer US · 164 pages · ENGISBN 9781441932662

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.

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