کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
838652 908364 2010 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Singular spectrum analysis based on the minimum variance estimator
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی (عمومی)
پیش نمایش صفحه اول مقاله
Singular spectrum analysis based on the minimum variance estimator
چکیده انگلیسی

In recent years Singular Spectrum Analysis (SSA), used as a powerful technique in time series analysis, has been developed and applied to many practical problems. In this paper, the SSA technique based on the minimum variance estimator is introduced. The SSA technique based on the minimum variance and least squares estimators in reconstructing and forecasting time series is also considered. A well-known time series data set, namely, monthly accidental deaths in the USA time series, is used in examining the performance of the technique. The results are compared with several classical methods namely, Box–Jenkins SARIMA models, the ARAR algorithm and the Holt–Winter algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis: Real World Applications - Volume 11, Issue 3, June 2010, Pages 2065–2077
نویسندگان
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