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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.  





                          


            
Pages
149 pages
Collection
Palgrave Advanced Texts in Econometrics
Parution
2018-06-25
Marque
Palgrave Pivot
EAN papier
9781137409508
EAN PDF
9781137409515
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
3471 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
63,29 €
EAN EPUB
9781137409515
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
5601 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
63,29 €

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