Singular Spectrum Analysis Using R /

• Κύριοι συγγραφείς: Hassani, Hossein (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Mahmoudvand, Rahim (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Pivot, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Palgrave Advanced Texts in Econometrics,
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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. .