The Decomposition and Forecasting of Mutual Investment Funds Using Singular Spectrum Analysis

Singular spectrum analysis (SSA) is a non-parametric method that breaks down a time series into a set of components that can be interpreted and grouped as trend, periodicity, and noise, emphasizing the separability of the underlying components and separate periodicities that occur at different time...

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Principais autores:	Paulo Canas Rodrigues, Jonatha Pimentel, Patrick Messala, Mohammad Kazemi
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2020-01-01
coleção:	Entropy
Assuntos:	singular spectrum analysis robust singular spectrum analysis time series forecasting mutual investment funds
Acesso em linha:	https://www.mdpi.com/1099-4300/22/1/83
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