Singular Spectrum Analysis: A New Tool in Time Series Analysis (Language of Science)
Thumbnail 1Thumbnail 2

Singular Spectrum Analysis: A New Tool in Time Series Analysis (Language of Science)

Product ID: 59034605
Secure Transaction
Frequently Bought Together

Description

  • Singular Spectrum Analysis A New Tool in Time Series Analysis Language of Science

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. Its widespread use as a tool for time­ series analysis is fairly recent, however, emerging to a large extent from applications of dynamical systems theory (sometimes called chaos theory). SSA was introduced into chaos theory by Fraedrich (1986) and Broomhead and King (l986a). Prior to this, SSA was used in biological oceanography by Colebrook (1978). In the digi­ tal signal processing community, the approach is also known as the Karhunen-Loeve (K-L) expansion (Pike et aI., 1984). Like other techniques based on spectral decomposition, SSA is attractive in that it holds a promise for a reduction in the dimen- • Singular spectrum analysis is sometimes called singular systems analysis or singular spectrum approach. vii viii Preface sionality. This reduction in dimensionality is often accompanied by a simpler explanation of the underlying physics.

Common Questions

Trustpilot

TrustScore 4.5 | 7,300+ reviews

Reema J.

Perfect platform for hard-to-find items. Delivery was prompt.

1 month ago

Neha S.

Excellent communication throughout the order process. Product is perfect.

2 weeks ago

Shop Global, Save with Desertcart
Value for Money
Competitive prices on a vast range of products
Shop Globally
Serving over 300 million shoppers across more than 200 countries
Enhanced Protection
Trusted payment options loved by worldwide shoppers
Customer Assurance
Trusted payment options loved by worldwide shoppers.
Desertcart App
Shop on the go, anytime, anywhere.
฿17538

Duties & taxes incl.

Thailandstore
1
Free Returns

30 daysfor PRO membership users

15 dayswithout membership

Secure Transaction

Trustpilot

TrustScore 4.5 | 7,300+ reviews

Sneha T.

Received my product in pristine condition. Great service overall.

1 month ago

Rajesh P.

Customer service was outstanding when I had questions about the product.

2 days ago

Singular Spectrum Analysis A New Tool In Time Series Analysis | Desertcart Thailand