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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...

Whakaahuatanga katoa

I tiakina i:
Ngā taipitopito rārangi puna kōrero
Ngā kaituhi matua: Nina Golyandina, Pavel Dudnik
Hōputu: Artigo
Reo:Inglês
I whakaputaina: MDPI AG 2024-07-01
Rangatū:Engineering Proceedings
Ngā marau:
Urunga tuihono:https://www.mdpi.com/2673-4591/68/1/20
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