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Titlebook: Singular Spectrum Analysis with R; Nina Golyandina,Anton Korobeynikov,Anatoly Zhiglja Book 2018 Springer-Verlag GmbH Germany, part of Spri

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發(fā)表于 2025-3-21 18:10:26 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Singular Spectrum Analysis with R
編輯Nina Golyandina,Anton Korobeynikov,Anatoly Zhiglja
視頻videohttp://file.papertrans.cn/868/867914/867914.mp4
概述Presents an up-to-date overview of Singular Spectrum Analysis (SSA) methodology.Demonstrates how SSA can be used for the analysis of time series and digital images.Provides tutorials on the Rssa packa
叢書名稱Use R!
圖書封面Titlebook: Singular Spectrum Analysis with R;  Nina Golyandina,Anton Korobeynikov,Anatoly Zhiglja Book 2018 Springer-Verlag GmbH Germany, part of Spri
描述.This comprehensive and richly illustrated volume provides up-to-date material on Singular Spectrum Analysis (SSA). SSA is a well-known methodology for the analysis and forecasting of time series. Since quite recently, SSA is also being used to analyze digital images and other objects that are not necessarily of planar or rectangular form and may contain gaps. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas, most notably those associated with time series and digital images. An effective, comfortable and accessible implementation of SSA is provided by the R-package Rssa, which is available from CRAN and reviewed in this book...Written by prominent statisticians who have extensive experience with SSA, the book (a) presents the up-to-date SSA methodology, including multidimensional extensions, in language accessible to a large circle of users, (b) combines different versions of SSA into a single tool, (c) shows the diverse tasks that SSA can be used for, (d) formally describes the main SSA methods and algorithms, and (e) provides
出版日期Book 2018
關(guān)鍵詞37M10, 68U10; forecasting; signal processing; singular spectrum analysis; singular value decomposition; t
版次1
doihttps://doi.org/10.1007/978-3-662-57380-8
isbn_softcover978-3-662-57378-5
isbn_ebook978-3-662-57380-8Series ISSN 2197-5736 Series E-ISSN 2197-5744
issn_series 2197-5736
copyrightSpringer-Verlag GmbH Germany, part of Springer Nature 2018
The information of publication is updating

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Parameter Estimation, Forecasting, Gap Filling, change-point detection. The SSA analysis of time series of Chap. . is model-free. Methods of Chap. 3, on the contrary, are model-based. The model is constructed on the base of the approximating subspace built in the process of performing the SSA analysis of Chap. .. The main parametric model is a l
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SSA Analysis of One-Dimensional Time Series,components such as trend, seasonality, and noise are thoroughly discussed and illustrated on case studies with real data. An important issue of automatization of the SSA methods is also considered in detail.
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發(fā)表于 2025-3-22 23:36:40 | 只看該作者
Image Processing, The third temporal dimension naturally arises if images are changing in time. The Rssa package implements the so-called nD-SSA for analysis of objects of arbitrary dimensions, in rectangular and shaped versions. Several examples of this chapter demonstrate that Rssa can be efficiently applied to very complex problems of image processing.
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Introduction: Overview,ata sources used. In this chapter, the main concepts and generic structure of all methods of the book are introduced and explained; hence, the material of Chap. 1 is essential for the rest of the book.
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