Thursday, May 12, 2011

Analysis of Time Series Structure

Analysis of Time Series Structure



Author: Nina Golyandina
Edition: 1
Publisher: Chapman and Hall/CRC
Binding: Hardcover
ISBN: 1584881941



Analysis of Time Series Structure: SSA and related techniques


Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. Medical books Analysis of Time Series Structure. It has already become a standard tool in climatic and meteorological time series analysis and well known in nonlinear physics and signal processing. However, despite the promise it holds for time series applications in other disciplines, SSA is not widely known among statisticians and econometrists, and although the basic SSA algorithm looks simple, understanding what it does and where its pitfalls lay is by no means simple.

Analysis of Time Series Structure: SSA and Related Techniques provides a careful, lucid description of its general theory and methodology. Part I introduces the basic concepts, and sets forth the main findings and results, then presents a detailed treatment of the methodology Medical books Analysis Of Time Series Structure: Ssa And Related Techniques By Nina.... author aa zhigleiiavskiai author nina golyandina author vv nekrutkin format hardback language english publication year 23 01 2001 series chapman hall crc monographs on statistics applied probability subject mathematics sciences subject 2 mathematics ean 9781584881940 title analysis of time series structure sku st 1584881941 product category books comics magazines about speedy hen ltd by continuing with this checkout and ordering from speedy hen you are accepting our current terms and condition

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author aa zhigleiiavskiai author nina golyandina author vv nekrutkin format hardback language english publication year 23 01 2001 series chapman hall crc monographs on statistics applied probability subject mathematics sciences subject 2 mathematics ean 9781584881940 title analysis of time series structure sku st 1584881941 product category books comics magazines about speedy hen ltd by continuing with this checkout and ordering from speedy hen you are accepting our current terms and condition

Analysis of Time Series Structure Ssa and Related Techniques, ISBN-13: 9781584881940, ISBN-10: 1584881941

Categories: Time-series analysis. Contributors: Nina Golyandina - Author. Format: Hardcover

Categories: Time-series analysis. Contributors: Nina Golyandina - Author. Format: Hardcover



Medical Book Analysis of Time Series Structure



It has already become a standard tool in climatic and meteorological time series analysis and well known in nonlinear physics and signal processing. However, despite the promise it holds for time series applications in other disciplines, SSA is not widely known among statisticians and econometrists, and although the basic SSA algorithm looks simple, understanding what it does and where its pitfalls lay is by no means simple.

Analysis of Time Series Structure: SSA and Related Techniques provides a careful, lucid description of its general theory and methodology. Part I introduces the basic concepts, and sets forth the main findings and results, then presents a detailed treatment of the methodology. After introducing the basic SSA algorithm, the authors explore forecasting and apply SSA ideas to change-point detection algorithms. Part II is devoted to the theory of SSA. Here the authors formulate and prove the statements of Part I. They address the singular value decomposition (SVD) of real matrices, time series of finite rank, and SVD of trajectory matrices.

Based on the authors' original work and filled with applications illustrated with real data sets, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research.

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