论文信息 - SSA-based approaches to analysis and forecast of multidimensional time series

SSA-based approaches to analysis and forecast of multidimensional time series

Reconstruction and forecast of multidimensional signals in the presence of noise is considered. SSA-based methods (MSSA, CSSA) are applied. Comparison of approaches and investigation of their features are performed by means of statistical simulation.

N. Golyandina | N. Golyandina | D. Stepanov | D. Stepanov

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