Automatic Grouping in Singular Spectrum Analysis
Singular spectrum analysis (SSA) is a non-parametric forecasting and filtering method that has many applications in a variety of fields such as signal processing, economics and time series analysis. One of the four steps of the SSA, which is called the grouping step, plays a pivotal role in the SSA...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-10-01
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| Series: | Forecasting |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-9394/1/1/13 |