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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
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