Singular spectrum analysis: using r
Auteur :
Hassani, Hossein / Mahmoudvand, Rahim
Éditeur :
Palgrave Macmillan
ISBN :
9781137409508
Date de publication :
12 juil. 2018
Dimensions :
21,0 x 14,8 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series.