Analysis of Time Series Structure: SSA and Related Techniques

By Nina Golyandina, Vladimir Nekrutkin, Anatoly A Zhigljavsky

Book Overview

This book provides a careful, lucid description of singular spectrum analysis (SSA) general theory and methodology. Part I introduces the basic concepts and presents a detailed treatment of the methodology. Part II is devoted to the theory of SSA. Based on the authors' original work and filled with applications, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research.

• Format: Hardcover
• Language: English
• ISBN: 1584881941
• ISBN13: 9781584881940
• Release Date: January 2001
• Publisher: CRC Press
• Length: 320 Pages
• Weight: 1.50 lbs.
• Dimensions: 0.9" x 6.4" x 9.0"