Analysis of Time Series Structure: SSA and Related Techniques (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Analysis of Time Series Structure: SSA and Related Techniques (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

by Anatoly A Zhigljavsky (Author), Nina Golyandina (Author), Vladimir Nekrutkin (Author)

Synopsis

Offers a description of singular spectrum analysis (SSA) general theory and methodology. This book introduces the basic concepts and presents a detailed treatment of the methodology. It covers the theory of SSA. It offers an opportunity to obtain a working knowledge of why, when, and how SSA works.

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More Information

Format: Illustrated
Pages: 320
Edition: 1
Publisher: Chapman and Hall/CRC
Published: 23 Jan 2001

ISBN 10: 1584881941
ISBN 13: 9781584881940