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Singular Spectrum Analysis - Using R (Hardcover, 1st ed. 2018) Loot Price: R2,095
Discovery Miles 20 950
Singular Spectrum Analysis - Using R (Hardcover, 1st ed. 2018): Hossein Hassani, Rahim Mahmoudvand

Singular Spectrum Analysis - Using R (Hardcover, 1st ed. 2018)

Hossein Hassani, Rahim Mahmoudvand

Series: Palgrave Advanced Texts in Econometrics

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Loot Price R2,095 Discovery Miles 20 950 | Repayment Terms: R196 pm x 12*

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This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical aspects underlying SSA, but also provides a comprehensive guide enabling the user to apply the theory in practice using the R software. Further, it provides the user with step- by- step coding and guidance for the practical application of the SSA technique to analyze their time series databases using R. The first two chapters present basic notions of univariate and multivariate SSA and their implementations in R environment. The next chapters discuss the applications of SSA to change point detection, missing-data imputation, smoothing and filtering. This book is appropriate for researchers, upper level students (masters level and beyond) and practitioners wishing to revive their knowledge of times series analysis or to quickly learn about the main mechanisms of SSA.

General

Imprint: Palgrave Pivot
Country of origin: United Kingdom
Series: Palgrave Advanced Texts in Econometrics
Release date: July 2018
First published: 2018
Authors: Hossein Hassani • Rahim Mahmoudvand
Dimensions: 210 x 148 x 16mm (L x W x T)
Format: Hardcover
Pages: 149
Edition: 1st ed. 2018
ISBN-13: 978-1-137-40950-8
Categories: Books > Business & Economics > Economics > General
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LSN: 1-137-40950-9
Barcode: 9781137409508

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