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Singular Spectrum Analysis

- Using R

About Singular Spectrum Analysis

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.

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  • Language:
  • English
  • ISBN:
  • 9781137409508
  • Binding:
  • Hardback
  • Pages:
  • 149
  • Published:
  • July 11, 2018
  • Edition:
  • 2018
  • Dimensions:
  • 218x156x16 mm.
  • Weight:
  • 338 g.
Delivery: 2-4 weeks
Expected delivery: August 2, 2025

Description of Singular Spectrum Analysis

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.

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