Singular Spectrum Analysis with R

• Main Authors: Golyandina, Nina (Author, http://id.loc.gov/vocabulary/relators/aut), Korobeynikov, Anton (http://id.loc.gov/vocabulary/relators/aut), Zhigljavsky, Anatoly (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Use R!,
• Subjects: Statistics .; Optical data processing.; Computer software.; Statistical Theory and Methods.; Computer Imaging, Vision, Pattern Recognition and Graphics.; Mathematical Software.; Statistics for Business, Management, Economics, Finance, Insurance.; Statistics and Computing/Statistics Programs.; Statistics for Life Sciences, Medicine, Health Sciences.

This comprehensive and richly illustrated volume provides up-to-date material on Singular Spectrum Analysis (SSA). SSA is a well-known methodology for the analysis and forecasting of time series. Since quite recently, SSA is also being used to analyze digital images and other objects that are not ne...

Table of Contents:

• Preface
• Common symbols and acronyms
• Contents
• 1 Introduction: Overview
• 2 SSA analysis of one-dimensional time series
• 3 Parameter estimation, forecasting, gap filling
• 4 SSA for multivariate time series
• 5 Image processing
• Index
• References.