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 |