Singular Spectrum Analysis
Language: English
Published by Palgrave Macmillan UK Jul 2018, 2018
- Hardcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 55.51
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Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -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. 164 pp. Englisch.…
Seller Inventory # 9781137409508
- Title
- Singular Spectrum Analysis
- Author
- Rahim Mahmoudvand
- Publisher
- Palgrave Macmillan UK Jul 2018
- Publication year
- 2018
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 1137409509
- ISBN 13
- 9781137409508
- Item weight
- 333 grams
- Dimensions
- 216x153x14 mm
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
Shipping rates from Germany to U.S.A.
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BuchWeltWeit Ludwig Meier e.K.
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