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Science, Microscopes & Microscopy
Singular Spectrum Analysis by J.B. Elsner β€” book cover

Singular Spectrum Analysis

by J.B. Elsner, J. B. Elsner, A. a. Tsonis
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Synopsis

This original new text provides an easily accessible introduction to this important new topic in time series analysis. The authors emphasize examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. The book's focus is on the application of the method in signal detection, filtering, and prediction. Instructors and students will appreciate the step-by-step presentation of underlying ideas.

Booknews

A useful introduction to SSA for time-series analysis, providing the mathematical background, theory and methods, and practical examples in three sections. Intended for graduate students and scientists uninitiated in the area of spectral decomposition but with an interest in applying SSA to particular problems. Annotation c. by Book News, Inc., Portland, Or.

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Book Details

Published
October 1, 1996
Publisher
Springer-Verlag New York, LLC
Format
Hardcover
ISBN
9780306454721

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