Book Cover
Book
Author Elsner, James B.

Title Singular spectrum analysis : a new tool in time series analysis / James B. Elsner and Anastasios A. Tsonis
Published New York : Plenum Press, [1996]
©1996

Copies

Location Call no. Vol. Availability
 MELB  519.55 Els/Ssa  AVAILABLE
Description xiii, 164 pages : illustrations ; 24 cm
Series Language of science
Language of science.
Contents 1. Review of Linear Algebra -- 2. Eigenvalues and Eigenvectors -- 3. Multivariate Statistics -- 4. Foundations of SSA -- 5. Details -- 6. Noise -- 7. Signal Detection -- 8. Filtering -- 9. Prediction -- 10. Phase Space Reconstruction
Bibliography Includes bibliographical references (pages 157-160) and index
Subject Decomposition (Mathematics)
Spectral theory (Mathematics)
Time-series analysis.
Author Tsonis, Anastasios A.
LC no. 96047009
ISBN 0306454726