Intelligent Identification of Trend Components in Singular Spectrum Analysis
Singular spectrum analysis (SSA) is a non-parametric adaptive technique used for time series analysis. It allows solving various problems related to time series without the need to define a model. In this study, we focus on the problem of trend extraction. To extract trends using SSA, a grouping of...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-07-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/16/7/353 |