Singular Spectrum Analysis

Using R

AvHossein Hassani,Rahim Mahmoudvand

Inbunden, Engelska, 2018

Del i serien Palgrave Advanced Texts in Econometrics

660 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2018-07-12
Mått:148 x 210 x 16 mm
Vikt:338 g
Format:Inbunden
Språk:Engelska
Serie:Palgrave Advanced Texts in Econometrics
Antal sidor:149
Förlag:Palgrave Macmillan
ISBN:9781137409508

Utforska kategorier

Nationalekonomi inom Ekonomi och Ledarskap

Mer om författaren

Dr. Hossein Hassani is Associate Professor at the University of Tehran, Iran, specialising in Singular Spectrum Analysis (SSA) and its applications, particularly in analyzing and forecasting complex time series with various structures. He is a published author/co-author with over 100 journal articles and 6 book titles including Singular Spectrum Analysis of Biomedical Signals. Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics.

Innehållsförteckning

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 explanations.