Singular Spectrum Analysis
Using R
Published on 12. July 2018
Book
Hardback
XIII, 149 pages
978-1-137-40950-8 (ISBN)
Description
Dr. Hossein Hassani
is Associate Professor at the University of Tehran, Iran, specialising in Singular Spectrum Analysis (SSA) and its applications, particularly in analyzing and forecasting complex time series with various structures. He is a published author/co-author with over 100 journal articles and 6 book titles including Singular Spectrum Analysis of Biomedical Signals.
Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics.
Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics.
More details
Series
Edition
2018 ed.
Language
English
Place of publication
London
United Kingdom
Publishing group
Palgrave Macmillan
Target group
Professional and scholarly
Illustrations
40 s/w Abbildungen
XIII, 149 p. 40 illus.
Dimensions
Height: 216 mm
Width: 153 mm
Thickness: 14 mm
Weight
333 gr
ISBN-13
978-1-137-40950-8 (9781137409508)
DOI
10.1057/978-1-137-40951-5
Schweitzer Classification
Other editions
Additional editions
Book
08/2018
Palgrave Pivot
€53.49
The article will not be published
E-Book
06/2018
Palgrave Pivot
€64.19
Available for download
Persons
Dr. Hossein Hassani is Associate Professor at the University of Tehran, Iran, specialising in Singular Spectrum Analysis (SSA) and its applications, particularly in analyzing and forecasting complex time series with various structures. He is a published author/co-author with over 100 journal articles and 6 book titles including Singular Spectrum Analysis of Biomedical Signals.
Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics.
Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics.
Content
Preface.- 1. Univariate Singular Spectrum Analysis.- 2. Multivariate Singular Spectrum Analysis.- 3. Applications of Singular Spectrum Analysis.- 4. More on Filtering and Forecasting by SSA.- A. A Short Introduction to R .- B. Theoretical explanations.