Functional singular spectrum analysis
In this paper, we develop a new extension of the singular spectrum analysis (SSA) called
functional SSA to analyze functional time series. The new methodology is constructed by …
functional SSA to analyze functional time series. The new methodology is constructed by …
Multivariate functional singular spectrum analysis: A nonparametric approach for analyzing multivariate functional time series
J Trinka, H Haghbin, M Maadooliat - Innovations in multivariate statistical …, 2022 - Springer
In this chapter, we develop multivariate functional singular spectrum analysis (MFSSA) over
different dimensional domains with the goal of decomposing a multivariate functional time …
different dimensional domains with the goal of decomposing a multivariate functional time …
Functional time series forecasting: Functional singular spectrum analysis approaches
We introduce two novel nonparametric forecasting methods designed for functional time
series (FTS), namely, functional singular spectrum analysis (FSSA) recurrent and vector …
series (FTS), namely, functional singular spectrum analysis (FSSA) recurrent and vector …
[图书][B] Functional singular spectrum analysis: Nonparametric decomposition and forecasting approaches for functional time series
J Trinka - 2021 - search.proquest.com
In this dissertation, we develop nonparametric decomposition methods and the subsequent
forecasting techniques for functional, time-dependent data known as functional time series …
forecasting techniques for functional, time-dependent data known as functional time series …
Multivariate functional singular spectrum analysis over different dimensional domains
J Trinka, H Haghbin, M Maadooliat - arXiv preprint arXiv:2006.03933, 2020 - arxiv.org
In this work, we develop multivariate functional singular spectrum analysis (MFSSA) over
different dimensional domains which is the functional extension of multivariate singular …
different dimensional domains which is the functional extension of multivariate singular …