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Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package

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Description:Implementation of multivariate and 2D extensions of singular spectrum analysis (SSA) by means of the R-package Rssa is considered. The extensions include MSSA for simultaneous analysis and forecasting of several time series and 2D-SSA for analysis of digital images. A new extension of 2D-SSA analysis called Shaped 2D-SSA is introduced for analysis of images of arbitrary shape, not necessary rectangular. It is shown that implementation of Shaped 2D-SSA can serve as a base for implementation of MSSA and other generalizations. Efficient implementation of operations with Hankel and Hankel-block-Hankel matrices through the fast Fourier transform is suggested. Examples with code fragments in R, which explain the methodology and demonstrate the proper use of Rssa, are presented.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package. To get started finding Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 88

Format: PDF, EPUB & Kindle Edition

Publisher: Createspace Independent Publishing Platform

Release: 2015

ISBN: 1500874337

Description: Implementation of multivariate and 2D extensions of singular spectrum analysis (SSA) by means of the R-package Rssa is considered. The extensions include MSSA for simultaneous analysis and forecasting of several time series and 2D-SSA for analysis of digital images. A new extension of 2D-SSA analysis called Shaped 2D-SSA is introduced for analysis of images of arbitrary shape, not necessary rectangular. It is shown that implementation of Shaped 2D-SSA can serve as a base for implementation of MSSA and other generalizations. Efficient implementation of operations with Hankel and Hankel-block-Hankel matrices through the fast Fourier transform is suggested. Examples with code fragments in R, which explain the methodology and demonstrate the proper use of Rssa, are presented.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package. To get started finding Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package

Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package

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