Singular Spectrum Analysis
Using R
Palgrave Pivot (Publisher)
Published on 8. August 2018
Book
Paperback/Softback
XIII, 149 pages
978-1-349-68144-0 (ISBN)
Description
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. Further, it provides the user with step- by- step coding and guidance for the practical application of the SSA technique to analyze their time series databases using R. The first two chapters present basic notions of univariate and multivariate SSA and their implementations in R environment. The next chapters discuss the applications of SSA to change point detection, missing-data imputation, smoothing and filtering. This book is appropriate for researchers, upper level students (masters level and beyond) and practitioners wishing to revive their knowledge of times series analysis or to quickly learn about the main mechanisms of SSA.
More details
Edition
1st ed. 2018
Language
English
Place of publication
London
United Kingdom
Publishing group
Palgrave Macmillan
Target group
Professional and scholarly
Illustrations
40
40 s/w Abbildungen
40 Illustrations, black and white; XIII, 149 p. 40 illus.
Dimensions
Height: 23.5 cm
Width: 15.5 cm
ISBN-13
978-1-349-68144-0 (9781349681440)
DOI
10.1057/978-1-137-40951-5
Schweitzer Classification
Other editions
Additional editions

Book
07/2018
Palgrave Pivot
€64.19
Shipment within 10-20 days
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
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
3. Applications of Singular Spectrum Analysis
4. More on Filtering and Forecasting by SSA
A. A Short Introduction to R
B. Theoretical explanations