[request_ebook] Analysis of Time Series Structure: SSA and related techniques

Description

• Author: Golyandina, N., Nekrutkin, V. and Zhigljavsky, A
• Publisher: Chapman and Hall/CRC
• Publish Date: 2001
• Pages: 306

This book summarizes the results published on SSA in the last 15 years. It is a good source of SSA methodology for scientists who wish to complement classical procedures for time series analysis by SSA tools.

the situation in which the points in the space correspond to realizations of a time series…it is an important contribution to a modern area that is becoming increasingly needed in problems of electrical engineering, economics, meteorology, oceanography, and other fields. The authors should be commended for bringing this method to the attention of the statistical community.
-Andrew L. Rukhin, University of Maryland at Baltimore County for Technometrics, August 2002

The present monograph is dedicated to a recently proposed technique, singular spectrum analysis (SSA), that can be considered an extension of Pearsons problem to the situation in which the points in the space correspond to realizations of a time series…it is an important contribution to a modern area that is becoming increasingly needed in problems of electrical engineering, economics, meteorology, oceanography, and other fields. The authors should be commended for bringing this method to the attention of the statistical community.
-Andrew L. Rukhin, University of Maryland at Baltimore County for Technometrics, August 2002