EAN: 9783662624357

SPRINGERBRIEFS IN STATISTICS SINGULAR SPECTRU...

This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time
series analysis and forecasting combining elements of classical time series analysis 
multivariate statistics  multivariate geometry  dynamical systems and signal processing. SSA is
multi-purpose and naturally combines both model-free and parametric techniques  which makes it
a very special and attractive methodology for solving a wide range of problems arising in
diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the
new fundamental research on SSA and the recent progress in computing and software engineering
which made it possible to use SSA for very complicated tasks that were unthinkable twenty years
ago. In this book  the methodology of SSA is concisely but at the same time comprehensively
explained by two prominent statisticians with huge experience in SSA. The book offers a
valuable resource for a very wide readership  including professional statisticians  specialists
in signal and image processing  as well as specialists in numerous applied disciplines
interested in using statistical methods for time series analysis  forecasting  signal and image
processing. The second edition of the book contains many updates and some new material
including a thorough discussion on the place of SSA among other methods and new sections on
multivariate and multidimensional extensions of SSA.

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