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In time series analysis, singular spectrum analysis (SSA) is a nonparametric spectral estimation method. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. Its roots lie in the classical Karhunen (1946)–Loève (1945, 1978) spectral decomposition of time series…
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series ssa displaystyle time analysis ghil singular spectrum et al matrix multivariate golyandina forecasting decomposition data hassani method used 2010
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| trend extraction | instance of | Hence different modifications of SSA have been proposed and different methodologies of SSA are used in practical applications | 0.80 | text |
| periodicity detection | instance of | Hence different modifications of SSA have been proposed and different methodologies of SSA are used in practical applications | 0.80 | text |
| seasonal adjustment | instance of | Hence different modifications of SSA have been proposed and different methodologies of SSA are used in practical applications | 0.80 | text |
| smoothing | instance of | Hence different modifications of SSA have been proposed and different methodologies of SSA are used in practical applications | 0.80 | text |
| noise reduction | instance of | Hence different modifications of SSA have been proposed and different methodologies of SSA are used in practical applications | 0.80 | text |
| trend | instance of | The basic aim of SSA is to decompose the time series into the sum of interpretable components | 0.80 | text |
| periodic components | instance of | The basic aim of SSA is to decompose the time series into the sum of interpretable components | 0.80 | text |
| noise with no a-priori assumptions about the parametric form of these components.Consider a real-valued time series X | instance of | The basic aim of SSA is to decompose the time series into the sum of interpretable components | 0.80 | text |
| Singular spectrum analysis | related to External links | Toolkit | 0.60 | section |
| Singular spectrum analysis | related to External links | Mac OS | 0.60 | section |
| Singular spectrum analysis | related to External links | SpectraWorks | 0.60 | section |
| Singular spectrum analysis | related to External links | Caterpillar-SSA Papers | 0.60 | section |
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