Recurrent Forecasting in Singular Spectrum Decomposition
M Movahedifar, H Hassani, M Kalantari - Engineering Proceedings, 2023 - mdpi.com
In this paper, the Recurrent Singular Spectrum Decomposition (R-SSD) algorithm is
proposed as an improvement over the Recurrent Singular Spectrum Analysis (R-SSA) …
proposed as an improvement over the Recurrent Singular Spectrum Analysis (R-SSA) …
A Wild Bootstrap Procedure for the Identification of Optimal Groups in Singular Spectrum Analysis
M Movahedifar, F Preusse, A Vesely, D Ochieng… - arXiv preprint arXiv …, 2024 - arxiv.org
A key step in separating signal from noise using Singular Spectrum Analysis (SSA) is
grouping, which is often done subjectively. In this article a method which enables the …
grouping, which is often done subjectively. In this article a method which enables the …