Singular Spectrum Analysis Using R /

• Main Authors: Hassani, Hossein (Author, http://id.loc.gov/vocabulary/relators/aut), Mahmoudvand, Rahim (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Palgrave Macmillan UK : Imprint: Palgrave Pivot, 2018.
• Edition: 1st ed. 2018.
• Series: Palgrave Advanced Texts in Econometrics,
• Subjects: Economics.; Management science.; Economics, general.

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 un...

Table of Contents:

• 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. .