Improving SSA Predictions by Inverse Distance Weighting
This paper proposes a method of utilizing spatial information to improve predictions in one dimensional time series analysis using singular spectrum analysis (SSA). It employs inverse distance weighting for spatial averaging and subsequently multivariate singular spectrum analysis (MSSA) for enhanc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2013-04-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/129 |
| Summary: | This paper proposes a method of utilizing spatial information to improve predictions in one dimensional time series analysis using singular spectrum analysis (SSA). It employs inverse distance weighting for spatial averaging and subsequently multivariate singular spectrum analysis (MSSA) for enhanced forecasts. The technique is exemplified on a data set for rainfall recordings from Upper Austria.
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| ISSN: | 1645-6726 2183-0371 |