A Method of Trend Extraction Using Singular Spectrum Analysis
The paper presents a new method of trend extraction in the framework of the Singular Spectrum Analysis (SSA) approach. This method is easy to use, does not need specification of models of time series and trend, allows to extract trend in the presence of noise and oscillations and has only two param...
Збережено в:
| Автор: | |
|---|---|
| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Instituto Nacional de Estatística | Statistics Portugal
2009-04-01
|
| Серія: | Revstat Statistical Journal |
| Предмети: | |
| Онлайн доступ: | https://revstat.ine.pt/index.php/REVSTAT/article/view/70 |
| Теги: |
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|