Singular spectrum analysis using r
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Singular spectrum analysis using r
Palgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave Adv Singular spectrum analysis using rvanced Texts in Econometrics is a series that provides coverage of econometric techniques, applications and perspectives at an advanced research level. It will include research monographs that bring current research to a wide audience; perspectives on econometric themes that develop a long term view Singular spectrum analysis using r of key methodological advances; textbook style presentations of advanced teaching and research topics. An over-riding theme of this series is clear pSingular spectrum analysis using r
resentation and accessibility through excellence in exposition, so that it will appeal not only to econometricians, but also to professional economistPalgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave Adv Singular spectrum analysis using rmetrics across a wide range of topics and areas including time scries analysis, panel data methods, spatial econometrics and financial econometrics.More information about this scries ar111 tp://w w w .palgrave .con 1/ gp/scrics/14722Hossein Hassani • Rahim MahmoudvandSingular SpectrumAnalysisUsing R Singular spectrum analysis using rpa I gravemacmillanHossein HassaniResearch Institute of EnergyManagement and Planning University of Tehran Tehran, IranRahim MahmoudvandDepartment ofSingular spectrum analysis using r
StatisticsBn-Ali Sina UniversityHamcdan, IranPalgrave Advanced Texts in EconometricsISBN 978 1 137 40950 8 ISBN 978 1 137 40951 5 (eBook) https://doi.Palgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave Adv Singular spectrum analysis using rvc asserted their right (s) to Ik identified as the ainhor(s) of I his work in accordance with the Copyright, Designs and Patents Act 1988.This work is subject IO copyright. All rights arc solely and exclusively licensed by the Publisher, whether the whole or part of the material is concerned, speci Singular spectrum analysis using rfically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical wSingular spectrum analysis using r
ay, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now knownPalgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave Adv Singular spectrum analysis using ren in the absence of a specific statement, that such names arc exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors, and the editors arc safe to assume that the advice anti information in this book arc believed to be true and accurat Singular spectrum analysis using re at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material cSingular spectrum analysis using r
ontained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in publishePalgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave Adv Singular spectrum analysis using r paperThis Palgrave Pivot imprint is published by the registered company Macmillan Publishers Ltd. part of Springer NatureThe registered company address is: The Campus, 4 Crinan Street, London, NT 9XW, United KingdomPrefacerime series analysis is crucial in tile modern world as lime series data emer Singular spectrum analysis using rge naturally in rhe field of statistics. As a result, rhe application of rime series analysis covers diverse areas, including those relating to ecologSingular spectrum analysis using r
ical and environmental data, medicine and more importantly economic and financial lime series analysis. In die past, lime series analysis was restrictPalgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave Adv Singular spectrum analysis using rh causes structural changes in time series data, has further implications by making rhe time series non-stationary. Whilst methods have been developed using condemning time series models, such as variations of autoregressive moving average models, AR1MA models, such methods arc largely parametric. I Singular spectrum analysis using rn contrast, Singular spectrum Analysis (SSA) is a non-parametric technique and requires no prior statistical assumptions such as stationarity or lineaSingular spectrum analysis using r
rity of rhe series and works with both linear and non linear data. In addition, SSA has outperformed methods such as ARTMA, ARAR and Holt-Winters in tPalgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave Adv Singular spectrum analysis using r and both stages include two separate steps. Al the first stage the time series is decomposed and ar rhe second stage the original scries is reconstructed and this series, which is noise free, is then used to forecast new data points. The practical benefits of SSA have resulted in its wide using ove Singular spectrum analysis using rr the last decade. As a result, rhe successful applications of SSA can now be identified across varying disciplines such as physics, meteorology, oceaSingular spectrum analysis using r
nology, astronomy, medicine, climate data, image processing, physical sciences, economics andVPalgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave AdvPalgrave Advanced Texts in EconometricsSeries EditorMichael ClementsICMA Centre, Henley Business School University of Reading Wheatley, UKPalgrave AdvGọi ngay
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