Singular Spectrum Analysis

Using R

Inbunden, Engelska, 2018

849 kr

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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.

Produktinformation

Utgivningsdatum2018-07-12
Mått148 x 210 x 16 mm
Vikt338 g
FormatInbunden
SpråkEngelska
SeriePalgrave Advanced Texts in Econometrics
Antal sidor149
FörlagPalgrave Macmillan
ISBN9781137409508

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Nationalekonomi inom Ekonomi och Ledarskap

Dr. Hossein Hassani is Associate Professor at the University of Tehran, Iran, specialising in Singular Spectrum Analysis (SSA) and its applications, particularly in analyzing and forecasting complex time series with various structures. He is a published author/co-author with over 100 journal articles and 6 book titles including Singular Spectrum Analysis of Biomedical Signals. Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics.