Singular Spectrum Analysis : A New Tool in Time Series Analysis /
This original new text provides an easily accessible introduction to this important new topic in time series analysis. The authors emphasize examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. The book's focus is on th...
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| Format: | eBook |
| Language: | English |
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Boston, MA :
Springer US,
1996.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | This original new text provides an easily accessible introduction to this important new topic in time series analysis. The authors emphasize examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. The book's focus is on the application of the method in signal detection, filtering, and prediction. Instructors and students will appreciate the step-by-step presentation of underlying ideas. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xv, 164 pages) |
| ISBN: | 9781475725148 (electronic bk.) 1475725140 (electronic bk.) |