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Product
Details
- Hardcover: 320 pages
- Publisher: Chapman & Hall; ISBN: 1584881941; 1st edition
(January 23, 2001)
- Amazon.com Sales Rank: 722,316
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Editorial Reviews
From Book News,
Inc.
Describes the general theory and
methodology of singular spectrum analysis (SSA). Part I introduces basic
concepts, sets forth findings and results, and presents a detailed
treatment of the methodology. The basic SSA algorithm is introduced, and
applications of SSA to change- point detection algorithms are discussed.
Part II is devoted to the theory of SSA, with material on the singular
value decomposition (SVD) of real matrices, times series of finite rank,
and SVD of trajectory matrices. Applications of SSA are examined in fields
including nonlinear physics, economics, biology, and market research.
Golyandina teaches mathematics at St. Petersburg University,
Russia.Book News, Inc.®, Portland, OR
Book
Description
Over the last 15 years,
singular spectrum analysis (SSA) has proven very successful. 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...
 read
more
See
all editorial reviews...
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