Information Criteria for Signal Extraction Using Singular Spectrum Analysis: White and Red Noise
In singular spectrum analysis, which is applied to signal extraction, it is of critical importance to select the number of components correctly in order to accurately estimate the signal. In the case of a low-rank signal, there is a challenge in estimating the signal rank, which is equivalent to sel...
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| Médium: | Artigo |
| Jazyk: | Inglês |
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MDPI AG
2024-09-01
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| Edice: | Algorithms |
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| On-line přístup: | https://www.mdpi.com/1999-4893/17/9/395 |
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