Singular Spectrum Analysis (Using R)
Springer Nature B.V. · 2019-11-15
This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical aspects underlying SSA, but also provides a comprehensive guide enabling the user to apply the theory in practice using the R software.
- ISBN
- 9781349681433
- 출판일
- 2019-11-15
- 출판사
- Springer Nature B.V.
