Recurrent Forecasting in Singular Spectrum Decomposition
In this paper, the Recurrent Singular Spectrum Decomposition (R-SSD) algorithm is proposed as an improvement over the Recurrent Singular Spectrum Analysis (R-SSA) algorithm for forecasting non-linear and non-stationary narrowband time series. R-SSD modifies the embedding step of the basic SSA method...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-07-01
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Series: | Engineering Proceedings |
Subjects: | |
Online Access: | https://www.mdpi.com/2673-4591/39/1/68 |