Singular Spectrum Analysis

Name: Singular Spectrum Analysis
Brand: Springer Science+Business Media
SKU: 9780306454721
Price: 2286 CZK
Availability: InStock

A New Tool in Time Series Analysis

Autor: J. B. Elsner, A. A. Tsonis

Jazyk:

Vazba: Pevná

Vydavatel: Springer Science+Business Media

Dostupnost: Skladem u dodavatele

Odesíláme za 10-13 dnů

2 286 Kč

The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its...

Informace o knize

Autor

J. B. Elsner, A. A. Tsonis

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

1996

Stránek

164

EAN

9780306454721

ISBN

0306454726

Enbook ID

02715680

Vydavatel

Springer Science+Business Media

Hmotnost

456

Rozměry

242 x 166 x 17

Kompletní popis

The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis· is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis of the singular spectrum. More properly, singular spectrum analysis (SSA) should be called the analysis of time series using the singular spectrum. Spectral decomposition of matrices is fundamental to much the ory of linear algebra and it has many applications to problems in the natural and related sciences. Its widespread use as a tool for time series analysis is fairly recent, however, emerging to a large extent from applications of dynamical systems theory (sometimes called chaos theory). SSA was introduced into chaos theory by Fraedrich (1986) and Broomhead and King (l986a). Prior to this, SSA was used in biological oceanography by Colebrook (1978). In the digi tal signal processing community, the approach is also known as the Karhunen-Loeve (K-L) expansion (Pike et aI., 1984). Like other techniques based on spectral decomposition, SSA is attractive in that it holds a promise for a reduction in the dimen- Singular spectrum analysis is sometimes called singular systems analysis or singular spectrum approach. vii viii Preface sionality. This reduction in dimensionality is often accompanied by a simpler explanation of the underlying physics.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Singular Spectrum Analysis

A New Tool in Time Series Analysis

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také