Modeling Interval Trendlines: Symbolic Singular Spectrum Analysis for Interval Time Series
نویسندگان
چکیده
منابع مشابه
Singular Spectrum Analysis for Time Series
Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA aims at decomposing the original series into a sum of a small number of interpretable components such as a slowly varying trend, oscillatory components and a ‘...
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 2021
ISSN: 0277-6693,1099-131X
DOI: 10.1002/for.2801