Singular Spectrum Analysis With R

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Singular Spectrum Analysis

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Author : Hossein Hassani
language : en
Publisher: Springer
Release Date : 2018-06-25

Singular Spectrum Analysis written by Hossein Hassani and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-25 with Business & Economics categories.

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.

Singular Spectrum Analysis With R

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Author : Nina Golyandina
language : en
Publisher: Springer
Release Date : 2018-06-14

Singular Spectrum Analysis With R written by Nina Golyandina and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-14 with Mathematics categories.

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 necessarily of planar or rectangular form and may contain gaps. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas, most notably those associated with time series and digital images. An effective, comfortable and accessible implementation of SSA is provided by the R-package Rssa, which is available from CRAN and reviewed in this book. Written by prominent statisticians who have extensive experience with SSA, the book (a) presents the up-to-date SSA methodology, including multidimensional extensions, in language accessible to a large circle of users, (b) combines different versions of SSA into a single tool, (c) shows the diverse tasks that SSA can be used for, (d) formally describes the main SSA methods and algorithms, and (e) provides tutorials on the Rssa package and the use of SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The book is written on a level accessible to a broad audience and includes a wealth of examples; hence it can also be used as a textbook for undergraduate and postgraduate courses on time series analysis and signal processing.

Multivariate And 2d Extensions Of Singular Spectrum Analysis With The Rssa Package

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Author : Nina Golyandina
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2015-02-08

Multivariate And 2d Extensions Of Singular Spectrum Analysis With The Rssa Package written by Nina Golyandina and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-08 with categories.

Implementation of multivariate and 2D extensions of singular spectrum analysis (SSA) by means of the R-package Rssa is considered. The extensions include MSSA for simultaneous analysis and forecasting of several time series and 2D-SSA for analysis of digital images. A new extension of 2D-SSA analysis called Shaped 2D-SSA is introduced for analysis of images of arbitrary shape, not necessary rectangular. It is shown that implementation of Shaped 2D-SSA can serve as a base for implementation of MSSA and other generalizations. Efficient implementation of operations with Hankel and Hankel-block-Hankel matrices through the fast Fourier transform is suggested. Examples with code fragments in R, which explain the methodology and demonstrate the proper use of Rssa, are presented.

Singular Spectrum Analysis For Time Series

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Author : Nina Golyandina
language : en
Publisher: Springer Nature
Release Date : 2020-11-23

Singular Spectrum Analysis For Time Series written by Nina Golyandina and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-23 with Mathematics categories.

This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the new fundamental research on SSA and the recent progress in computing and software engineering which made it possible to use SSA for very complicated tasks that were unthinkable twenty years ago. In this book, the methodology of SSA is concisely but at the same time comprehensively explained by two prominent statisticians with huge experience in SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The second edition of the book contains many updates and some new material including a thorough discussion on the place of SSA among other methods and new sections on multivariate and multidimensional extensions of SSA.

Applications Of Time Series Analysis In Astronomy And Meteorology

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Author : T. Subba Rao
language : en
Publisher: Chapman and Hall/CRC
Release Date : 1997

Applications Of Time Series Analysis In Astronomy And Meteorology written by T. Subba Rao and has been published by Chapman and Hall/CRC this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Mathematics categories.

Very Good,No Highlights or Markup,all pages are intact.

The Impacts Of Climate Variability On Forests

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Author : Martin Beniston
language : en
Publisher: Springer
Release Date : 1998-08-20

The Impacts Of Climate Variability On Forests written by Martin Beniston and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-08-20 with Nature categories.

This volume contains a selection of scientific papers which were presented at an international workshop on the impacts of climatic variability held in Wengen, Switzerland, September 1997. For the first time, an assessment is made of the interactions between physical and biological elements of the Earth System on the basis of shifts in extreme climatic conditions, rather than simply changes in mean atmospheric conditions which research has tended to focus on until recently. Natural ecosystems and forests are typical examples of systems which, while constrained within certain ranges of mean climate, can undergo rapid and often irreversible damage in the face of short-lived but intense extreme events.

Workshop On Ion Aerosol Cloud Interactions

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Author : Jasper Kirkby
language : en
Publisher:
Release Date : 2001

Workshop On Ion Aerosol Cloud Interactions written by Jasper Kirkby and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Aerosols categories.

Annales Geophysicae

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Author :
language : en
Publisher:
Release Date : 2004

Annales Geophysicae written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Astrophysics categories.

Nonlinear Processes In Geophysics

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Author :
language : en
Publisher:
Release Date : 2006

Nonlinear Processes In Geophysics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Geophysics categories.

Conference On Probability And Statistics In Atmospheric Sciences

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Author :
language : en
Publisher:
Release Date :

Conference On Probability And Statistics In Atmospheric Sciences written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with Meteorology categories.