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Автор: Hossein Hassani, Rahim Mahmoudvand
Издательство: Palgrave
ISBN: 978-1-137-40950-8
Год: 2018
Страниц: 158
Язык: английский
Формат: pdf (true), mobi, epub
Размер: 11.09 MB
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. This book is unique as it not only details the theoretical aspects underlying SSA, but also provides a comprehensive guide enabling the user to apply the theory in practice using the R software. Further, it provides the user with step- by- step coding and guidance for the practical application of the SSA technique to analyze their time series databases using R.