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Extraction and Forecasting of Trends in Cases of Signal Rank Overestimation

Singular spectrum analysis allows automation for the extraction of trends of arbitrary shapes. Here, we study how the estimation of signal ranks influences the accuracy of trend extraction and forecasting. It is numerically shown that the trend estimates and their forecasting are slightly changed if...

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Autori principali: Nina Golyandina, Pavel Dudnik
Natura: Artigo
Lingua:Inglês
Pubblicazione: MDPI AG 2024-07-01
Serie:Engineering Proceedings
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Accesso online:https://www.mdpi.com/2673-4591/68/1/20
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