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Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing.

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Singular Spectrum Analysis for Time Series

  • 工具书词条

  • 发表日期：

    2025年

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  • Anatoly Zhigljavsky

摘要

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing.