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Singular Spectrum Analysis: Using R - Hossein Hassani,Rahim Mahmoudvand

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2018-07-12
73,91 € 105,58 €

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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 ... Pilns apraksts

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Aprašymas

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 SSA.

Vairāk informācijas

Autors Hossein Hassani, Rahim Mahmoudvand
Izdevējs Palgrave Macmillan UK
Series Palgrave Advanced Texts in Econometrics
Izlaides gads 2018
Vāka tips Cietais vāks
EAN 9781137409508
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73,91 € 105,58 €