Recurrent Forecasting in Singular Spectrum Decomposition
In this paper, the Recurrent Singular Spectrum Decomposition (R-SSD) algorithm is proposed as an improvement over the Recurrent Singular Spectrum Analysis (R-SSA) algorithm for forecasting non-linear and non-stationary narrowband time series. R-SSD modifies the embedding step of the basic SSA method...
Na minha lista:
| Principais autores: | , , |
|---|---|
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2023-07-01
|
| Serier: | Engineering Proceedings |
| Fag: | |
| Online adgang: | https://www.mdpi.com/2673-4591/39/1/68 |
| Tags: |
Ingen Tags, Vær først til at tagge denne postø!
|