The Decomposition and Forecasting of Mutual Investment Funds Using Singular Spectrum Analysis
Singular spectrum analysis (SSA) is a non-parametric method that breaks down a time series into a set of components that can be interpreted and grouped as trend, periodicity, and noise, emphasizing the separability of the underlying components and separate periodicities that occur at different time...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-01-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/1/83 |