| 书目名称 | Singular Spectrum Analysis |
| 副标题 | Using R |
| 编辑 | Hossein Hassani,Rahim Mahmoudvand |
| 视频video | |
| 概述 | Fills an existing gap in the market.Details the theoretical aspects underlying SSA.Uniquely allows the user to apply the theory in practice using R software (which is freely available) |
| 丛书名称 | Palgrave Advanced Texts in Econometrics |
| 图书封面 |  |
| 描述 | 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. . . . |
| 出版日期 | Book 2018 |
| 关键词 | data analysis; statistics; time series analysis; time series data; non-parametric technique; singular spe |
| 版次 | 1 |
| doi | https://doi.org/10.1057/978-1-137-40951-5 |
| isbn_ebook | 978-1-137-40951-5Series ISSN 2662-639X Series E-ISSN 2662-6403 |
| issn_series | 2662-639X |
| copyright | The Editor(s) (if applicable) and The Author(s) 2018 |
发表于 2025-3-21 17:28:45
