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• W2004912077 abstract "Singular spectrum analysis (SSA) is a method of time-series analysis based on the singular value decomposition of an associated Hankel matrix. We present an approach to SSA using an effective and numerically stable high-degree polynomial approximation of a spectral projector, which also provides a means of time-series forecasting. Several numerical examples illustrating the algorithm are given." @default.
• W2004912077 created "2016-06-24" @default.
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• W2004912077 date "2003-01-01" @default.
• W2004912077 modified "2023-10-18" @default.
• W2004912077 title "Approximate Projectors in Singular Spectrum Analysis" @default.
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• W2004912077 doi "https://doi.org/10.1137/s0895479801398967" @default.
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