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Singular Spectrum Analysis: A New Tool in Time Series Analysis (Language of Science)

J.B. Elsner, A.A. Tsonis




[PDF.zv52] Singular Spectrum Analysis: A New Tool in Time Series Analysis (Language of Science)

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 | #5915541 in Books |  1996-10-31 | Original language:English | PDF # 1 |  9.21 x.50 x6.14l,.91 | File type: PDF | 164 pages

||1 of 1 people found the following review helpful.| Clear Explanations, Succinct with Real Example to Understand Easily.|By Y. Rhee|The book explains :
1. Fundamentals of linear algebra (matrix stuff), multivariate statistics, and spectral decomposition in a way that makes non-math people like me understand it well. Explained in simple terms what eigentriple, eigenvectors, eigenvalues are and how they're related.
2. Ho

The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis· is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis of the singular spectrum. More properly, singular spectrum analysis (SSA) should be called the analysis of time se...

You easily download any file type for your device.Singular Spectrum Analysis: A New Tool in Time Series Analysis (Language of Science)   |  J.B. Elsner, A.A. Tsonis. Which are the reasons I like to read books. Great story by a great author.

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